How I got there

Optiver 1992 - 1996

 

Market Maker

 

Options Trading Amsterdam Options Exchange

Options Trading Deutsche Termin Borse

Partner Optiver VOF, January 1994

 

Option trading activities:

FX options Dollar/ Guilder

Financials

DAX index

Nuon 2001 - 2005

 

Manager Options Desk

 

Options Trading WE Energy Markets

 

Running a Proprietary Options Book:

Power: Germany, Netherlands, France, Nordpool

Gas: Zeebrugge

Oil: Brent

 

Asset based Options Trading, Structured Trading

 

Assisting other desks with regards to Optionality issues

AXPO 2009 - 2013

 

Head of Option Trading

 

Options Trading WE Energy Markets

 

Running a Proprietary Options Book:

Power: Germany

Carbon: EUA's

 

Structured Trading

 

Assisting other desks with regards to Optionality issues

My own Company 1996 - 2001

 

Market Maker

 

Owner P.A. Ursone Options BV

 

Options Trading, Amsterdam Options Exchange

 

Assigned Market Maker in ABN AMRO equity options

 

Further option trading activities:

AEX index, ASML, KPN, Aegon, Royal Dutch

 

Ursone Consultancy

My own Company 2005 - 2009

 

Owner Ursone Consultancy

 

2005 - 2006, Mathematics at Amsterdam University

 

Energy Options, Trading and Clearing

 

2006, Fortis Global Clearing: Transposition of Equity and Fixed Income clearing parameters into Energy derivatives clearing parameters

2007 - 2008, Deloitte: Capital Markets (Energy), Director

2008, Endex: Transposition Dutch Power peak load derivatives

2009, Fortis Global Clearing: Assisting in further expansion of sales activities in Energy clearing business

Wiley & Sons 2014 - 2015

 

Author

 

Author of How to Calculate Options Prices and Their Greeks, exploring the Black Scholes Model from Delta to Vega

 

Wiley Finance published Author

© 2016 by Pierino Ursone