Phd Course “commodity Markets and Derivatives” Norwegian University If Science and Technology, Trondheim

نویسنده

  • SVETLANA BOROVKOVA
چکیده

 Commodity markets: overview, description and structure  Commodity spot price models, their performance and calibration  Forward curve modeling for commodities  Modeling commodity price volatility  Correlations/dependencies in commodity portfolios  Modeling risk of a commodity portfolio  Typical commodity derivatives (quanto, Asian, spread and basket options, volumetric and swing options, real options) and ways to price and hedge them  Miscellaneous topics in commodity markets: exotic commodities (emission, weather, insurance, catastrophe, real estate derivatives); role of information, news and market fundamentals in commodity price formation.

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تاریخ انتشار 2014