Cantitate/Preț
Produs
Total produse
Vezi coșul
The Greeks and Hedging Explained de Peter Leoni

The Greeks and Hedging Explained: Financial Engineering Explained

Autor Peter Leoni
en Limba Engleză Paperback – 29 mai 2014
A practical guide to basic and intermediate hedging techniques for traders, structerers and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho and Lambda) -parameters that represent the sensitivity of derivatives prices.
Citește tot Restrânge

Din seria Financial Engineering Explained

  • Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling
    Preț: 32178 lei
  • 15% The XVA of Financial Derivatives: CVA, DVA and FVA Explained
    Preț: 45726 lei
  • Interest Rate Derivatives Explained: Volume 1: Products and Markets
    Preț: 34357 lei
  • Algorithmic Differentiation in Finance Explained
    Preț: 23870 lei
  • Equity Derivatives Explained
    Preț: 25327 lei
  • Smile Pricing Explained
    Preț: 34357 lei
  • Financial Engineering with Copulas Explained
    Preț: 25622 lei
  • 22% Numerical Partial Differential Equations in Finance Explained: An Introduction to Computational Finance
    Preț: 21842 lei

Preț: 30568 lei

Nou

Puncte Express: 459
Preț estimativ în valută:
5850€ • 6135$ • 4878£

Carte tipărită la comandă

Livrare economică 08-22 ianuarie 25

 Adaugă în coș

Wish list
Gift list
Am citit!
Adaugă în listă
Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9781137350732
ISBN-10: 1137350733
Pagini: 134
Ilustrații: XIV, 134 p.
Dimensiuni: 155 x 235 x 13 mm
Greutate: 0.25 kg
Ediția:2014
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Seria Financial Engineering Explained

Locul publicării:London, United Kingdom

Cuprins

1. Hedging Contingent Claims 2. Delta Hedging in the Perfect World 3. The Balance between Gamma and Theta 4. Trading is the Answer to the Unknown 5. Vega as a Crucial Greek 6. The Greek Approximation 7. Volatility Term Structure 8. Skew and Smile

Notă biografică

Peter Leoni graduated in 2003 with a PhD in mathematical physics and then stumbled into the fascinating world of finance. He started his professional career in Belgium working for KBC Asset Management as a risk manager, modelling equity and interest rate derivatives. Later on he moved into ING as a front office quant on the exotic derivatives desk. In 2007 he switched his career path toward commodities with a particular focus on energy modelling. He spent four years in the trading unit of GDF Suez in Brussels and then worked for a private fund in Geneva, Macquarie Bank in London and currently for the London/Geneva office of a privately owned trading firm. He also holds the position of visiting professor for the Catholic University of Leuven in Belgium.

Caracteristici

Hands on application explains hedging as it is applied in practice, not as is described in textbooks, allowing readers to better understand the trading floor Need-to-know information with the most important models introduced and explained in an intuitive way without going into unnecessary mathematics Case studies feature up-to-date market examples and conventions that are not found in related or commonly used texts