(EnergyAsia, April 23, Thursday) — The Oxford Princeton Programme will organise its ‘Fundamentals of Energy Options’ workshop in Singapore on May 19.

The workshop, which includes a trading simulation, will cover premium valuation to advanced trading strategies on exchange traded options and energy commodities such as oil, gas and electricity.

Topics covered include characteristics and profit and loss profiles of calls and puts, ‘anatomy’ of an option, option ‘holder’ versus option writer, the different styles of options (American and European), intrinsic and extrinsic value calculations, ‘Black-Scholes’ options pricing model, importance of historical and implied volatility, characteristics of premiums, the ‘Wasting Asset Theory’ and definitions of delta, gamma, vega and theta.

This class is recommended for trade support staff, senior management, professionals who require the basics on futures terminology and trading and, as a refresher course for experienced traders.

Interested participants are required to complete Princeton Energy Programme’s ‘Fundamentals of Energy Futures’ before enrolling for ‘Fundamentals of Energy Options’. As part of Oxford Princeton’s ‘blended’ learning approach to optimise the learning experience, participants are required to complete an online preparatory course. Registrants will be presented will a web voucher upon confirmation.

For more information on this course and other courses offered, please contact Admin@EnergyAsia.com.