Advanced Modeling and Analysis of Commodity Derivatives
- Sep 18, 2013 at 10:30 to Sep 20, 2013 at 19:30 UTC+02
- Location: New York
- Description:
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
- Created by: Anne Jenkins
Friday, September 20, 2013 (2)
Advanced Liquidity Risk, Stress-Testing and Pricing
- Sep 18, 2013 at 10:30 to Sep 20, 2013 at 19:30 UTC+02
- Location: New York
- Description:
An in-depth, 3-day examination of practical requirements for liquidity risk management, including a detailed step-by-step approach to stress-testing and extensive coverage of liquidity funds transfer pricing (LFTP).
The class includes case studies, ha
- Created by: Anne Jenkins