Energy Modelling for Derivative Pricing, Risk Management, and Asset Valuation

Houston, 17 October 2005; London, 20 October 2005

- Models for energy derivative pricing and energy risk
- Numerical methods for implementing valuations and
 risk calculations
- Valuing Swing and Storage products
- Asset valuation and optimization

Hybrid Modelling

Houston, 18 October 2005; London, 21 October 2005

- Fundamental versus stochastic modelling for energy markets
- Modelling the Temperature-Load relationships
- Modelling the Load-Price relationships
- Asset valuation
- Incorporation into market and credit risk

	Details		Registration
	Houston: 17-18 October
	London: 20-21 October

Further information
For further details, or to express interest in these courses
E-mail: lacimatraining@lacimagroup.com

Tel: +61 2 8296 5555