Zur Startseite gehen
0,00 €*
Cover: 9781137350732 | The Greeks and Hedging Explained | Peter Leoni | Taschenbuch | xiv
Dekorationsartikel gehören nicht zum Leistungsumfang.
The Greeks and Hedging Explained
Taschenbuch von Peter Leoni
Sprache: Englisch

47,00 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Aktuell nicht verfügbar

Kategorien:
Beschreibung
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.
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.
Über den Autor
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.
Zusammenfassung
A practical guide to basic and intermediate hedging techniques for traders, structerers, and risk management quants
Inhaltsverzeichnis
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
Details
Erscheinungsjahr: 2014
Fachbereich: Einzelne Wirtschaftszweige
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: xiv
134 S.
ISBN-13: 9781137350732
ISBN-10: 1137350733
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Leoni, Peter
Auflage: 2014 edition
Hersteller: Palgrave Macmillan
Palgrave MacMillan UK
Maße: 232 x 159 x 18 mm
Von/Mit: Peter Leoni
Erscheinungsdatum: 29.05.2014
Gewicht: 0,253 kg
Artikel-ID: 105395689
Über den Autor
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.
Zusammenfassung
A practical guide to basic and intermediate hedging techniques for traders, structerers, and risk management quants
Inhaltsverzeichnis
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
Details
Erscheinungsjahr: 2014
Fachbereich: Einzelne Wirtschaftszweige
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: xiv
134 S.
ISBN-13: 9781137350732
ISBN-10: 1137350733
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Leoni, Peter
Auflage: 2014 edition
Hersteller: Palgrave Macmillan
Palgrave MacMillan UK
Maße: 232 x 159 x 18 mm
Von/Mit: Peter Leoni
Erscheinungsdatum: 29.05.2014
Gewicht: 0,253 kg
Artikel-ID: 105395689
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte

Taschenbuch
Cover: 9783956842887 | Gesetzliche vs. Private Krankenversicherung | Linda Karakas | Buch
Gesetzliche vs. Private Krankenversicherung: Pro und Contra unter Berücksichtigung des deutschen Sozialstaatsmodells
EAN: 9783956842887
Sprache: Deutsch
Von/Mit: Linda Karakas

14,99 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9781118890974 | Trend Following with Managed Futures | Alex Greyserman | Taschenbuch
Trend Following with Managed Futures
The Search for Crisis Alpha
EAN: 9781118890974
Sprache: Englisch
Von/Mit: Alex Greyserman (u. a.)

81,00 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9780857193193 | Hedging Commodities | Slobodan Jovanovic | Taschenbuch | Paperback
Hedging Commodities
A Practical Guide to Hedging Strategies with Futures and Options
EAN: 9780857193193
Sprache: Englisch
Von/Mit: Slobodan Jovanovic

59,65 €*

Lieferzeit 1-2 Wochen

Buch
Cover: 9780241481929 | Risk | A User's Guide | General Stanley McChrystal | Buch | Gebunden
Risk
A User's Guide
EAN: 9780241481929
Sprache: Englisch
Von/Mit: General Stanley McChrystal

27,60 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9783658373757 | Die Black-Scholes-Theorie | Gerhard Larcher | Taschenbuch | x | 2022
Die Black-Scholes-Theorie
In 100 Schritten vom Münzwurf zum Wirtschaftsnobelpreis
EAN: 9783658373757
Sprache: Deutsch
Von/Mit: Gerhard Larcher

59,99 €*

Aktuell nicht verfügbar

Buch
Cover: 9780691193267 | Financial Economics of Insurance | Ralph S J Koijen (u. a.) | Buch
Financial Economics of Insurance
EAN: 9780691193267
Sprache: Englisch
Von/Mit: Ralph S J Koijen (u. a.)

77,95 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9783700783152 | Rechte und Pflichten des Versicherungsmaklers | Praxishandbuch | Buch
Rechte und Pflichten des Versicherungsmaklers
Praxishandbuch
EAN: 9783700783152
Sprache: Deutsch
Von/Mit: Georg Aichinger (u. a.)

69,00 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783947061488 | Mein Geldbaum | Christopher/Helbig, Jens Klein | Taschenbuch | 157 S.
Mein Geldbaum
Geld verstehen, Geld sparen, Geld verdienen und Geld anlegen - eine Schnellstartanleitung für finanzielle Unabhängigkeit
EAN: 9783947061488
Sprache: Deutsch
Von/Mit: Christopher/Helbig, Jens Klein

14,80 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9781350273740 | Designing Gender | A Feminist Toolkit | Sarah Elsie Baker | Buch
Designing Gender
A Feminist Toolkit
EAN: 9781350273740
Sprache: Englisch
Von/Mit: Sarah Elsie Baker

37,35 €*

Lieferzeit 1-2 Wochen

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...