Training

Real Options and Simulation in Energy Markets


Learn more Date of Training
07 Jun 2018

This course is an advanced course for energy practitioners interested in enhancing their applied knowledge of best practices in valuation, hedging and risk management of long term contracts and physical assets. This highly interactive workshop uses practical case studies, Excel exercises and group discussions to reinforce the concepts presented in the lectures.

The course introduces the models and strategies used to value, hedge and manage the risk of derivatives and physical assets in leading energy trading organizations. Delegates learn about the practical applications of the models and strategies from the point of view of the users of those models, not the quantitative developers.

The course explores the embedded optionality and trading strategies to optimize storage, transportation (ground and marine) assets and long term contracts in gas, power and oil markets. Cross commodity spread strategies are explored in the context of power generation and oil refinery operations. The course also covers the valuation, hedging and optimization of natural gas, LNG and refined product storage strategies in contango and backwardated markets.

Delegates learn how to apply Monte Carlo simulation (stochastic forward curve models, Least-Squares Monte Carlo) and binomial/trinomial trees for physical asset valuation and hedging. Case studies show how to incorporate operational constraints in the analysis.

Recommended prerequisites: DPH1, DPH2, DPH3 (optional), PRM and NAGP

Please note: a laptop and Excel version 2007 or later is required in order to engage in market data.



New service from OilVoice
Trip Shepherd is for companies who need to track their staff in areas of risk.
It's free to use, so we invite you to try it.

Learn More

https://mennta.com/public-courses/public-instructo...


Date of Training

07 Jun 2018

optionssimulationEnergyenergy marketsmarketsMenntavaluationHedgingrisk management

More items from ayevarshney


Principles of Tanker Ownership, Chartering, Operations, Laytime and Demurrage

Principles of Tanker Ownership, Chartering, Operations, Laytime and Demurrage is a three-day instructor led course presented by the energy training experts at Mennta Energy Solutions. Making sound business decisions concerning tanker ownership, chartering, operations and coverage strategies demands ...

Ayesha Varshney


London   England   GB 24 Apr 2019


Posted 8 months agoTraining > Mennta Energy Solutionstankerstraining

Principles of Tanker Ownership, Chartering, Operations, Laytime and Demurrage

Principles of Tanker Ownership, Chartering, Operations, Laytime and Demurrage is a three-day instructor led course presented by the energy training experts at Mennta Energy Solutions. Making sound business decisions concerning tanker ownership, chartering, operations and coverage strategies demands ...

Ayesha Varshney


Houston   TX   US 09 Jul 2019


Posted 8 months agoTraining > Mennta Energy Solutionstankerschartering

Principles of Tanker Ownership, Chartering, Operations, Laytime and Demurrage

Principles of Tanker Ownership, Chartering, Operations, Laytime and Demurrage is a three-day instructor led course presented by the energy training experts at Mennta Energy Solutions. Making sound business decisions concerning tanker ownership, chartering, operations and coverage strategies demands ...

Ayesha Varshney


Singapore     SG 17 Jul 2019


Posted 8 months agoTraining > trainingMennta Energy Solutionstankers

International Petroleum Contracts Masterclass

The International Oil and Gas industry operates within a continuously challenging environment. It is driven by, and dependent upon people; process and technology. It is a capital intensive, high risk industry – often with lengthy payback periods. It is a truly global industry, and one that operates ...

Ayesha Varshney


Houston   TX   US 08 Apr 2019


Posted 10 months agoTraining > Menntamennta energy solutionpetroleum +2

LNG Contracts Across the Value Chain

This course provides a comprehensive overview of the LNG contracts from upstream supply, liquefaction, shipping and regasification of LNG. The course is designed for LNG professionals involved in commercial, business development and other activities requiring an in depth knowledge of LNG Agreements. ...

Ayesha Varshney


London   England   GB 13 Jun 2019


Posted 10 months agoTraining > Menntamennta energy solutionLNG +1
All posts from ayevarshney