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Peter Leoni


Koch Supply & Trading

Active since 2015

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I graduated with a PhD in mathematical physics and started my professional career in Belgium, where I worked for KBC Asset Management as a risk manager modelling equity and interest rate derivatives.
I then moved to ING as a front office quant at the exotic equity derivatives desk; and before the credit crunch hit, I realized that energy modelling had a lot of unsolved issues and decided to change his career path towards commodities, focusing on energy. I then spent 4 years in the trading unit of GDF Suez in Brussels, working thereafter for a private fund in Geneva and Macquarie Bank in London. I am currently the director of trading for the London/Geneva office of a privately owned trading firm. I hold a position of visiting professor for the Catholic University of Leuven in Belgium since 2011 and has published several articles on modelling, pricing and hedging derivatives in equity and commodities markets. In 2014, I published the book -Hedging and the Greeks Explained-.

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mcr cannot find java library
Hello, I am using a function in matlab that calls upon the function urlencode (built in) that calls upon the java library (ja...

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Multi indexing question on structured array
I have an array a(1).data=rand(3,1); a(2).data=rand(4,1) ; a(3).data = rand(5,1) ; a(4).data = rand(5,1) and a vector of...

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Multi indexing question on structured array
I have an array a(1).data=rand(3,1); a(2).data=rand(4,1) ; a(3).data = rand(5,1) ; a(4).data = rand(5,1) and a vector of...

8 years ago | 1 answer | 0

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