Seminar/course on Energy Derivatives: Spot Models, Forward Models and some Structured Products.

The intensive course will take place in CMA’s seminar room. All PhD’s and master students are welcome (as well as researchers and others with interest in energy derivatives).

Lecture 1: Monday 15.15-17.00: Fundamentals for Energy Markets, Spot Market Models
Lecture 2: Wednesday 10.15-12.00: Forward Markets, Relations between Forward and Spot Markets, Some Energy Derivatives
Lecture 3: Thursday 10.15-12.00: Emission Trading Schemes, Models for Emission Certificates

 

Published Sep. 20, 2012 11:29 AM - Last modified Sep. 21, 2012 8:29 AM