Energyforum
Introduction to Risk Management, Financial Structuring & Econometrics in the Energy Markets
26-28 November 2008, Rome
This introduction course is targeted to train professionals in the European energy industry in Risk Management, Financial Structuring & Econometrics. The course will provide insight on strategic modelling of energy commodities prices and derivative instruments.
Who should participate and why?
The purpose of this course is to provide beginners and intermediate-level professionals with fundamental knowledge and skills required for the econometric analysis of energy prices and the structuring, pricing and hedging of derivative instruments written on commodities.
The use of derivative instruments plays a crucial role within energy risk management. This course is structured to provide participants with a comprehensive description of the market characteristics and instruments that are needed to be successful in structuring and trading energy deals. You will learn the latest models for pricing energy-linked securities and assessing risk figures to complex energy positions.
Course Leaders:
Rita Laura D'Ecclesia
Gianluca Fusai
Andrea Roncoroni
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Registration
This course is limited to a total number of 30 participants in order to guarantee individual engagement and quality in a true learning environment. Since the seats are limited, we do recommend that you book as soon as possible.
Laptop Required
You will do the exercises on your own personal laptop. Compulsory software is Excel (with Visual Basic). If possible, it is good to have Matlab installed. If you do not have access to a laptop, do not hesitate to contact us and we will help you to arrange that.
