Advanced Market Risk Management in Energy Management

Led by Nicholas Perry

London
7 & 8 March 2012

***** DO NOT ENTER ANYTHING HERE OR REMOVE THIS BLOCK. THIS IS A HACK TO USE STYLESHEET TO CONTROL THE LAYOUT ****

Learning Outcomes:

• A sound knowledge of mathematical terminology
• An in-depth understanding of foreign exchange
• modeling
• A thorough knowledge of the role of volatility
• in stochastic calculus
• A rigorous analysis of Brownian motion
• An examination of Heath-Jarrow-Morton model
• An enhanced ability to read finance literature
• Familiarity with forward measures
• Comprehension of Girsanov's theorem and riskneutral
• measure
• Insights into stochastic integrals and Itô's
• formula for multiple processes

Course tutor

Nicholas Perry

Course dates & venues