Location : (Andheri East) Mumbai
Date : 19th March 2011
Location : (Safdarjung Enclave) New Delhi
Date : 26th March 2011
This one day workshop will provide participants an understanding of financial tools and modeling techniques for Energy Sector
Target Audience:
Investment Bankers
Financial Risk Managers
Professionals from Energy Sector
Financial Traders
Commodity Traders
Energy Risk Managers
Energy Risk Management Professionals
Consultants
Session One: Volatility
Understanding futures and options
Fundamental market models
Volatility estimation in energy markets
Session Two: Correlations
Spot price models and pricing standard instruments
Reduced-form processes
Forward curve modeling in commodity markets
Session Three: Option pricing models
Building market to market forward price curves : implementing forward price models
Volatilities
Overview of option pricing for energies
Session Four: Other modeling
Option valuation
Valuing energy options
Platts : The increasing divergence of WTI pricing from world markets
Our faculty is an experienced Investment Banker and a guest faculty in IIMs, who specializes in Fixed Income, Foreign
Exchange and Credit Derivative products. He has conducted training programs for banks and corporates in India, Singapore, FI Derivatives, ALM, M&A, Financial Modeling for LBOs, Debt Capital Markets, Basel II and Risk Management.
For Registration and more details Please Contact :
Ritesh Akhaury
Contact us at :+91 9771493353
Mail us at :
ritesh@unicomlearning.com
Visit our website at: www.unicomlearning.com
