Events

Advanced Modelling and Analysis of Commodity Derivatives

Created by Anne Jenkins (See other events)

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

  • Stochastic modelling 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 Brochure here

Date: 6th - 8th November 2013
Venue: Central London

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