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

E-mail me when people leave their comments –
Follow

You need to be a member of Global Risk Community to add comments!

Join Global Risk Community

Upcoming Featured events

 
 

    About Us

    The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of the complex world of risk.

    Business Partners

    For companies wanting to create a greater visibility for their products and services among their prospects in the Risk market: Send your business partnership request by filling in the form here!

lead