April 18 - 19, 2015    london , United Kingdom
By attending this two day course, you will gain a broad overview of different price models and numerical techniques to value and optimise gas portfolios.

Learning Outcomes:
- 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 demonstration of leading models developed by Lacima.

Time: 9:00 am to 5:00 pm.

Artists / Speakers: Dr Chris Strickland (Director, Lacima Group), Pierre Lebon (Senior Consultant, Lacima Group).

URLs:
Inquiries: http://atnd.it/17188-1
Twitter: http://atnd.it/17188-2

Price
Early bird price - book before Jan 21st: GBP 1899,
Standard price - after Jan 21st: GBP 2399.

Venue

Location: The Kingsley Hotel
Contact 36-37 Bloomsbury Way London WC1A 2SD 0871 376 9006 london , United Kingdom

Organizer

Incisive Media Investments Limited
Haymarket House 28-29 Haymarket London SW1Y 4RX United Kingdom
+44(0) 207 316 9000

Related events

Gas Portfolio Optimisation April 18 - 19, 2015
Gas Portfolio Optimisation May 13 - 14, 2014