The Oxford Princeton Programme Announces Debut of Energy Derivatives Pricing, Hedging and Risk Management Training Course in Southern California

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The Oxford Princeton Programme, the world's leading provider of education and training solutions to the energy and derivatives markets, is pleased to announce the Southern California arrival of Energy Derivatives Pricing, Hedging and Risk Management on October 28-29, 2009 in Anaheim.

The Oxford Princeton Programme, the world's leading provider of education and training solutions to the energy and derivatives markets, is pleased to announce the Southern California arrival of Energy Derivatives Pricing, Hedging and Risk Management on October 28-29, 2009 in Anaheim.

"California and especially Greater Los Angeles, served by several utilities and other power providers, makes it among the most active energy markets in North America and therefore proves to be an ideal location for the launch of this landmark course out west," says Jobert E. Abueva, Global Marketing and North American Sales Director, The Oxford Princeton Programme.

Energy Derivatives Pricing, Hedging and Risk Management (DPH2)
October 28-29, 2009 - Anaheim, CA
16 CPE credits

Energy Derivatives Pricing, Hedging and Risk Management (DPH2) builds on the concepts and instruments presented in Energy Derivatives Markets, Instruments and Hedging (DPH1) and provides an overview of Energy derivatives Pricing and Risk Management.
It begins with a review of Energy Price Behavior, Probability and Statistics and various Excel exercises with hands-on calculations of various risk statistics. As a review and extension of some of the structures presented in DPH1, a common framework to analyze derivatives structures and long term contracts is also presented.

The course also covers an introduction to derivatives pricing models and relevant accounting rules such as FAS 157. Implied volatility and "Greeks" are presented using practical exercises. The course also covers analysis of structured products used by producers and end-users such as extendable swaps; spot price models, geometric Brownian motion and mean-reverting models for pricing and risk analysis; market risk with particular emphasis on VaR; basis risk and derivatives in energy markets with an overview of hedge effectiveness under FAS 133. The course concludes with an overview of stress testing for energy derivatives portfolios.

Course Contents:

  • Review of energy price behavior, probability and statistics
  • Energy derivatives structures
  • Mark-to-market vs. mark-to-model: introduction to derivatives pricing Models: conceptual interpretation. Uses. pros and cons
  • Analysis of derivative strategies

Energy price behavior: overview of spot price models

  • Market risk management for energy trading
  • Basis risk and derivatives in energy markets
  • Stress testing and backtesting for energy and commodity firms

Who Should Attend?

Those who should attend include market risk managers, energy traders, trading managers, end-users of derivatives in corporations, credit risk analysts, risk consultants, risk and audit committee members and CFOs. Additionally, treasury managers, finance department personnel, compliance managers, middle and back-office personnel, treasurers, treasury analysts and chief risk officers should attend.

Delegates will receive course materials, lunch and a certificate upon successful completion. Seats are limited to ensure proper in-depth coverage. For those with widespread company interest, this course may also be scheduled as an in-house presentation.

This course fulfills one of the requirements towards The Oxford Princeton Programme's Certificate in Derivatives Pricing, Hedging and Risk Management.

Please contact Andrew Infante for more information about this or any of The Oxford Princeton Programme's wide array of training options at +1 (609) 520-9099 or via email news (at) oxfordprinceton (dot) com.

For a complete course outline and for other information, visit http://www.oxfordprinceton.com.

About the Oxford Princeton Programme, Inc.:

The Oxford Princeton Programme, Inc., with regional offices in Princeton, NJ, Oxford, UK and Singapore, is the world's leading provider of education and training solutions to the energy and derivatives industries. In addition to PrincetonLive.com, which offers more than 25 energy and commodity web-based training modules, The Oxford Princeton Programme provides more than 70 instructor-led training courses. Designed for all levels of expertise, courses include views of oil, power, natural gas and a variety of other energy and derivatives topics.

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