Principal, Ogee Group LLC, New York
Director, Equity Derivatives Structuring, Dresdner Kleinwort, London
Sébastien Bossu is currently Principal at Ogee Group LLC where he runs a startup hedge fund which posted a 28.2% gross return in 2012.
Sébastien has almost ten years’ experience in banking and the financial industry at institutions such as J.P. Morgan, Dresdner Kleinwort and Goldman Sachs.
An expert in derivative securities, he has published several papers and textbooks in the field and is a regular speaker at international conferences.
He has been coding since the age of 7 and runs Ogee’s software activities in addition to investment management.
Sébastien was inducted into the 2014 edition of Marquis Who's Who in America, and is an O-1 U.S. Visa holder (‘alien of extraordinary ability’). He is a graduate from The University of Chicago, HEC Paris, Columbia University and Université Pierre et Marie Curie. ”
“Sébastien Bossu and Philippe Henrotte have combined their practical experience in
derivatives markets with their pedagogic skills to write a clear and
comprehensive introduction to modern equity options valuation that
is valuable and accessible. I highly recommend it.”
— Emanuel Derman, Professor at Columbia University and Head of Risk, Prisma Capital Partners
“An Introduction to Equity Derivatives – Theory and Practice
2nd Edition teaches all the fundamentals of quantitative
finance clearly and concisely without going into unnecessary
technicalities. You'll pick up the most important theoretical
concepts, tools and vocabulary without getting bogged down in arcane
derivations or enigmatic theoretical considerations.”
— Paul Wilmott, Founder, CQF
“An Introduction to Equity Derivatives is a practical,
clear and comprehensive presentation of complex securities by two
respected experts. An excellent explanation of the basics is
combined with an introduction to complex derivatives including
quanto options, exotic derivatives, and next generations of the
Black-Scholes model. Each chapter ends with problems and solutions
to facilitate an in-depth understanding of the topics. As we learned
during the financial crisis, understanding derivatives is essential
for financial mathematicians, risk managers and investors.”
— Kay Torshen, CEO and Founder, Torshen Capital Management LLC
“An excellent text written by two experts in the field.
Practitioners and students should find it valuable as a
self-contained book on the topic of equity derivatives pricing.”
— Francois Brochet, Assistant Professor, Harvard Business School