Webinar: Simulating and valuing LNG cargo deals

08-Nov-2018

Lacima Trader webinar series, in association with Tullett Prebon 

Thursday 8 November 2018, 11am-12pm SGT (Singapore)

This webinar is the first in our LNG series which was originally presented in July.  As promised, due to popular demand, we are now pleased to re-run it for those who missed out.

Traders and structurers are often tasked with trying to quickly and accurately value LNG cargos but are challenged by simulating prices that reflect both historical price movements and current option prices.  Using the Lacima Trader Suite of Excel tools it is now possible do this quickly and easily.

Join us for this webinar, where Lacima will walk through a detailed example using the Lacima Trader suite of tools to simulate prices and value an LNG cargo deal.

We will explore:

  • How to simultaneously simulate: gas hub prices, oil prices, freight rates, fuel costs and FX rates
  • How to simulate the entire forward curve, including seasonality
  • How to compare simulated prices against historical prices
  • How to value an S-curve contract using simulated prices

Future webinars in this series will explore trading strategies and the valuation and optimisation of portfolios of committed and uncommitted cargos.

Your presenter

Dr Chris Strickland

Dr Chris Strickland is co-founder and CEO of Lacima. In 2005 Chris was inducted into the Energy Risk Hall of Fame, and in 2009 was named in an elite international group of five by Energy Risk Magazine as a pioneering quantitative analyst who has made an outstanding contribution to energy trading and shaped today's global energy markets. He has also co-authored (with Les Clewlow) and edited a number of influential texts on the topics of energy derivatives and risk management, including "Energy Derivatives – Pricing and Risk Management" and "Implementing Derivatives Models".

Cost

There is no charge for this webinar

Register

To reserve your spot, please register by clicking on the link: Thursday 8 November 2018, 11am - 12pm SGT (Singapore).

After registering, you will receive a confirmation email containing information about joining the webinar.

Future webinars and events

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About Lacima

Lacima is a multi-award winning specialist provider of software and advisory services dedicated to trading, valuation, optimization and risk management for global energy and commodities markets.

We help you to maximize your profit potential and make more informed decisions by providing tools that yield more accurate valuations, hedging analysis and risk exposure analysis for portfolios of financial contracts and physical assets.

Lacima Analytics is the only commercially available single application for valuation, optimization and risk management for multi-commodity/ multi-geography and/or multi-asset portfolios. The Lacima Trader suite of products for Front Office are designed to work as stand-alone trading and valuation tools capable of transparent drill down to detailed outputs and value drivers.  In a world first, deals can be analysed and then subsequently risk managed using the same models and methodologies.  There are a range of products available within Lacima Trader including Storage, Simulation, Pricer and Curve.

Clients of our software and services include trading, structuring, origination, valuation and risk teams in vertically integrated energy companies, energy retailers, financial institutions and large energy consumers in Europe, North America and Australasia.

Our software solutions have been developed and implemented by peer-recognized experts in energy analytics, offering an unparalleled level of expertise and personalized support.

 

About Tullett Prebon

Tullett Prebon is a leading interdealer broker and operates as an intermediary in wholesale financial markets.  Aided by market-leading technology, Tullett Prebon’s expert voice brokers facilitate the trading activities of clients across seven major product groups: Rates, Volatility, Treasury, Non-Banking, Energy & Commodities, Credit and Equities. In addition to its brokerage services, Tullett Prebon Information provides independent real-time price information from the global OTC financial and commodity markets. Tullett Prebon is part of the TP ICAP group. For further information see www.tullettprebon.com.

Any questions? 

Can't attend the webinar but would like to know more?  Please email Chris Strickland.

 

Finish date:

25-Nov-2018

 

 

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