E:\marcusevansassets\Doc\Events\ Global Financial Markets Intelligence conferences | Energy Derivative Pricing and Hedging

Global Financial Markets Intelligence

Global Financial Markets Intelligence

Energy Derivative Pricing and Hedging

Advanced Modeling of Energy Spots, Forwards, Swaps and Options in the Unified Framework of the Non-Markovian Approach

16-17 Sep 2019
Houston, Texas, United States of America


Why You Should Attend

Energy Derivative Pricing and Hedging

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we therefore have a limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.

How you will benefit

Learn to consistently model energy spots, forwards and swaps as well as single-commodity and multi-commodity options on energy spots, forwards and swaps in the unified framework of the non-Markovian approach

Take into account seasonal and other cyclical patterns, linear and nonlinear trends, upward and downward spikes, as well as positive and negative energy prices

Extract the forward-looking market-implied risk-neutral probability distributions

Interpolate and extrapolate energy market forward curves beyond their liquidity horizons

Price European options on energy spots, forwards and swaps by the method of eigenclaims

Model the implied volatility for European call and put options on energy forwards and swaps

Price American options on energy spots, forwards and swaps by the semi-linear evolution equation for American options and multi-layered tree methods

Participate in the practical case studies

About your expert trainer

Over his career Valery A. Kholodnyi has held senior roles in Energy Trading firms across North America and Europe, including Principal Quantitative Analyst at Verbund Power Trading, Director of Quantitative Analysis at Reliant Resources, and Director of Research at TXU Energy Trading. He has also held roles with Platts, and acted as the Chief Science Officer and Vice President of Research and Development at Integrated Energy Services.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

From Firms Trading Commodity and Energy Products:

Quantitative Analysts

Financial Engineers

Risk Managers

Portfolio Managers

Structurers

Retailers

Originators

Traders

Economists

Market Analysts

Data Analysts



Why Choose GFMI marcus evans?

marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.







Voice of Our Customers
  • “Good and intense” Norsk Hydro
  • “Good mix of intermediate and advanced topics” EDP
  • “Very good – helped me visualize what I am working backwards from.” – Woodfast National Bank
  • “Experienced trainer with well organized material.” – Freddie Mac
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Event Contact

For all enquiries regarding speaking, sponsoring and attending this conference contact:

Antonello Sarra


London



Telephone:
+44 203 002 3329
Fax:
Email: antonellosa@marcusevansuk.com