Energy markets worldwide are undergoing through a rapid pace of deregulation, competition, and a increasingly dynamci supply and demand imbalances. Banks, enery producers, marketers, traders and large users are all participating in this fast growing derivatives market. For many market participants energy derivatives still appear to be new phenomenon.

This course is aiming to provide a very detailed overview and insights to pricing and risk managing key energy derivatives and contracts.

Main topics covered during this training: 

• Understanding and analysis of spot prices
• Volatility estimation in energy markets
• Constructing energy forward curves
• Energy derivatives structures
• Spot price models and pricing standard options
• Pricing derivatives using forward curve models
• Risk management of energy derivatives
• Credit risk in energy markets

Teaching Method

1. The content of this course is highly practical and build around case studies and computer-based exercises to equip you with the financial statement reading and calculating skill set on completion. 

2. Small group size allows you to interact with the trainer and other participants and ask as many questions as you want.

3. If required, you will receive some support after the course completion. 

4. In order to help us establish your individual and business concerns, you will be asked to fill pre-course questionnaire.

5. You will also benefit from comprehensive take away course documentation.

Due to the practical nature of the course number of places is limited and will be filled on first come, first accepted basis. We advise to book in advance in order to avoid disappointment.

Delegates are required to bring laptops. If requested we can provide laptop for an additional fee of £100 + VAT