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Advanced Energy Derivatives Pricing, Hedging and Risk Management

The Oxford Princeton Programme
The Oxford Princeton Programme

Detailed information

Type:Certificate Programs
Method:Full time
Duration:2 Day

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Course program

Advanced Energy Derivatives Pricing, Hedging and Risk Management (DPH3) builds on the concepts and instruments presented in Energy Derivatives Markets, Instruments and Hedging (DPH1) and Energy Derivatives Pricing, Hedging and Risk Management (DPH2) and covers advanced derivatives pricing topics as well as market risk management of derivatives portfolios. Advanced market risk management topics such as applications of marginal VaR analysis, backtesting VaR models and extreme value theory VaR are presented. Counterparty risk management and potential future exposure (PFE) calculations are covered in this module. Advanced derivatives pricing and hedging concepts covering exotic derivatives and physical assets (eg power plants and natural gas storage) are also presented in this course. The course also covers advanced hedging concepts such as delta-gamma hedging and cross-market hedging and hedging in the presence of volumetric risk.

This highly interactive workshop uses practical case studies, Excel exercises and group discussions to reinforce the concepts presented in the lectures.

Course location

The Oxford Princeton Programme

The Oxford Princeton Programme designs, develops and delivers the education and training courses critical to compete and succeed in the ever changing energy markets. Nearly 100,000 energy business professionals to date have gained an edge with our courses focusing on: oil, natural gas, LNG, LPG, power, electricity, biofuels, renewables, trading, derivatives, hedging, risk management and other aspects of the dynamic energy industry.

Live instructor-led courses are offered to the open public at a number of industry hubs including Calgary, Houston, London, Oxford and Singapore. All courses are also available anywhere in the world as a customisable on-site/in-house presentation. Interactive self-study web-based courses are available on-demand wherever internet is available. All courses are designed by an esteemed faculty of actively engaged energy experts.

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