Energy – Derivatives – Options – Energy Options – Greeks & Risk Management

During this course you’ll face the risks arising from option positions and flexibility in contracts and physical assets. The program covers risk parameters which need to be considered in order to manage the portfolio. These parameters (Greeks variables) help staff to identify, measure, assess and control exposures.

The program covers the management of outright option positions, as well as embedded option positions plus real option.

Clearly, valuation models will be covered, just as hedging strategies or lock-in models.

The goal of the training is to provide insight in the way option valuation and hedging works and how options (or the option theory) can be applied to positions of market participants who operate in the energy markets, amongst which are embedded optionalities (structures) in sourcing & sales contracts. Attendees will be provided with a report which combines scenario analysis and sensitivity analysis in one overview.

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