Energy Derivatives
Curso
En México
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Descripción
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Tipología
Curso
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Dirigido a
Para profesionales
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Lugar
México
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Horas lectivas
12h
Objetivo del curso: This course has been specifically designed to meet the industry and therefore would be beneficial to Senior Financial Engineers and Quantitative Analysts. A gen quantitative background to understand the mathematic pre-requisite for those attending. Destinatarios del curso: Fund Managers Asset Managers Traders Brokers Invidual Investors Risk Managers Regulators
Sedes y fechas disponibles
Ubicación
Inicio
Inicio
Acerca de este curso
We recommend that the participants have medium or advanced mathematical skills level, risk management and/or trading experience in the financial Institutions.
Opiniones
Profesores
Izzy Nelken
President and Founder Super Computer Consulting
Dr Nelken holds a Ph.D. in Computer Science from Rutgers University and was on the faculty at the University of Toronto. He teaches numerous courses and seminars around the world on a variety of topics including: credit risk management, credit derivatives, exotic options, financial engineering, volatility, energy, correlation and hybrid securities. He is also a lecturer at the prestigious mathematics department at the University of Chicago.
Programa académico
Energy Instruments and Market Characteristics
- The Structure and Operation of Energy Markets
- Characteristics of the Energy Markets
- Structures and Applications of Energy Instruments
- Hedging with futures, options and swaps
- Exotic Derivative Products
Modelling and Analysing Energy Products
- Methodologies for Pricing Derivative Products Used in Energy Markets
- Spreadsheet applications for pricing energy derivatives
- Analysis of different spot price methodologies: estimation of parameters; multiple underlyings; do the models fit reality?
- Forward Curve Models
- Real Options in the Energy Markets
- Weather Derivatives
- Modelling Weather Derivatives
- Modelling Weather Derivatives
Risk Management Applications
- Defining Risk
- Value-at-Risk for Energy Portfolios
- Estimation of volatility and correlations datasets from historical data
- Comparison of the tail of the distribution of portfolio returns under the three different methodologies and for different portfolio compositions
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Te ayudará a comparar y elegir el mejor curso para ti y a financiarlo en cómodas cuotas mensuales.
Energy Derivatives