Pierino Ursone
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