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Advanced Modeling and Analysis of Commodity Derivatives

This 3-day intensive class reviews the best practice in quantitative modeling for commodity derivatives. The emphasis is on pricing, hedging, and risk management of energy and metals derivatives and their price behaviour within the commodities market. Excel-based practical exercises cover:

  • Stochastic modeling of commodities markets
  • Analysing volatility in the commodities markets
  • Structuring and pricing commodity derivatives
  • Monte-Carlo simulations and pricing methodologies
  • Pricing exotic commodity derivatives
  • Date:
  • Please contact us
  • Venue:
  • Manhattan - New York
  • Fee:

  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

This course is also available in London

Who The Course is For

  • Commodity derivatives professionals
  • Quantitative analysts
  • Risk managers
  • Structurers
  • IT professionals
  • Energy company risk managers
  • Insurance companies

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Prior Knowledge

The program assumes a working knowledge of the commodities markets and commodity derivatives as well as strong Excel skills. Basic algorithms in VBA will be used but prior knowledge is not essential. 

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