Book Now
Gas Portfolio Optimisation
Houston
15 & 16 March 2010
London
25 & 26 March 2010
Download PDF (179 KB)***** DO NOT ENTER ANYTHING HERE OR REMOVE THIS BLOCK. THIS IS A HACK TO USE STYLESHEET TO CONTROL THE LAYOUT ****
In association with:
Course Highlights:
- Methodologies for modelling, implementing and estimating energy price processe
- Gas storage valuation methodologies
- Valuation and risk management for porfolios of gas swing contracts
- How to effectively deal with gas network modelling challenges
- Practical experience of using Lacima's industry leading models
Course dates & venues
|
HOUSTON 15 & 16 March 2010 |
||||||
|
LONDON 25 & 26 March 2010 |
Course tutors
Dr Chris Strickland
Director, LACIMA GROUP
Pierre Lebon
Senior Consultant, LACIMA GROUP
What you will learn
- Appropriate methodologies for modelling, implementing, and estimating energy price processes
- Various numerical techniques for valuing options
- Key techniques for valuing a portfolio of gas storage contracts
- How to analyse a portfolio of gas swing contracts including key features such as minimum bill, make up, carry forward and indexation
- How to maximise the flow of revenues whilst minimising the cost of transportation with respect to all contracts and physical assets under gas network constraints
- Practical experience of industry leading models developed by Lacima
