PROGRAM OBJECTIVE

This one day workshop will provide participants an understanding of financial tools and modeling techniques for
Energy Sector

PROGRAM FACULTY
Our faculty is an experienced Investment Banker and a guest faculty in IIMs, who specializes in Fixed Income,
Foreign Exchange and Credit Derivative products. He has conducted training programs for banks and corporates
in India, Singapore, FI Derivatives, ALM, M&A, Financial Modeling for LBOs, Debt Capital Markets, Basel II and
Risk Management.

PARTICIPANT MIX

 Investment Bankers
 Financial Risk Managers
 Professionals from Energy Sector
 Financial Traders
 Commodity Traders
 Energy Risk Managers
 Energy Risk Management Professionals
 Consultants

For Registration and more details please contact: Padmakumar Bala

Ph: +91 9094532918 | Email: contact@optiriskindia.com
www.optiriskindia.net
CURRICULUM

TOPICS TO BE COVERED

Session One: Volatility Session Three: Option pricing models

 Understanding futures and options  Building market to market forward price curves :
 Fundamental market models implementing forward price models
 Volatility estimation in energy markets  Volatilities
 Overview of option pricing for energies
Session Two: Correlations
Session Four: Other modeling
 Spot price models and pricing standard instruments
 Reduced-form processes  Option valuation
 Forward curve modeling in commodity markets  Valuing energy options
 Platts : The increasing divergence of WTI pricing
from world markets

For Registration and more details please contact: Padmakumar Bala

Ph: +91 9094532918 | Email: contact@optiriskindia.com
www.optiriskindia.net