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