Events

Advanced Modeling and Analysis of Commodity Derivatives

Created by Anne Jenkins (See other events)

This 3-day intensive class reviews the best practice in quantitative modeling for commodity derivatives. The emphasis is on pricing, hedging, and risk management of energy and metals derivatives and their price behaviour within the commodities market. Excel-based practical exercises cover:

  • Stochastic modeling of commodities markets
  • Analysing volatility in the commodities markets
  • Structuring and pricing commodity derivatives
  • Monte-Carlo simulations and pricing methodologies
  • Pricing exotic commodity derivatives

 

Download Course Brochure here
Date: 18th - 20th September 2013
Venue: Manhattan- New York

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