This training course will provide insight on strategic modelling and effective pricing of energy derivative instruments while illustrating best practice of these to mitigate risks. The 2-day seminar is clearly structured commencing with instruments and market characteristics covered in depth, subsequently moving on to the specifics of modelling energy products and concluding with risk management applications of these instruments. Risks are defined in the context of energy markets including main approaches to estimating and calculating value-at-risk. Following from earlier scheduled dates, this successful course has been progressively updated, from delegate feedback, to address your current individual and business issues accurately. Four practical PC-based workshops using real market data will ensure you discuss areas of concern that might arise from your day-to-day work and enable you to put into practice any theory discussed.
• Discover the most widely-used and recent models for the pricing of energy and energy derivatives
• Identify popular energy derivatives structures and their application in risk management
• Discuss in detail the energy markets: Oil, gas and electricity
• Simulate energy risk management applications on PC-based exercises using real market data
• Illustrate how to use energy derivatives instruments to mitigate risks
• Define market, strategic, credit and operational risk in the context of energy markets |
