(EnergyAsia, December 22, Monday) — The Oxford Princeton Programme will be holding its ‘Derivatives Pricing, Hedging and Risk Management’ course in Perth, Australia from January 19 to 20.
The course aims to provide delegates with a comprehensive overview of energy derivatives instruments and markets as well as an introduction to current best practices in pricing, risk management and hedging.
The highly interactive course will feature numerous case studies to show how energy risk exposures are hedged and managed with derivatives instruments. Delegates are required to bring a laptop with the latest edition of Microsoft Excel software.
Topics covered include energy price behaviour, probability and statistics, main energy derivatives structures and pricing models. Energy markets correlation and dependence, risk management for energy trading and stress testing for energy and commodity forms will also be discussed.
‘Derivatives Pricing, Hedging and Risk Management’ will also be held in Singapore on July 20 and 21.
For more information, please contact Admin@EnergyAsia.com.