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Advanced Energy Derivatives: Pricing and Modelling
  
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Description and objective: .
By:
Dr. Andrea Roncoroni, Dr. Stefano Fiorenzani, Dr. Ronald Huisman, Dr. John Crosby.
Key Topics
*Understand dependence structuring using Copula functions and compare alternative valuation methods for interruptible contracts
*Explore derivatives pricing in incomplete markets and pricing structured products and virtual assets
*Gain knowledge on day-ahead and spot markets
*Discuss in-depth multi-commodity portfolio selection
*Gain insight in pricing exotic options through the multi-factor jump diffusion model
Suitability: .
Commodity Trading/ Energy Trading
Derivatives Trading
Energy & Commodities
Structured Products
Structuring
Risk Management & Analytics
Quantitative Analysis
Contact Marcus Evans Financial Training
| Phone | 0207 958 2671 When calling be sure to mention Training Pages
| Fax | 0207 637 0843 |
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