Upcoming Presentation on Commodity Modelling, London

I will be presenting a talk on commodities modelling to past alumni of the Wilmott Certificate in Quantitative Finance on 9th February 2010. The content will be at a level suitable for those unfamiliar with the commodity asset class. The topics will include:

o) commodities as an asset class
o) commodity contracts
o) details of the oil, gas and electricity markets
o) spot price modelling of the above markets, including modelling jumps and the use of Markov regime switches
o) commodity correlation (inter-commodity, temporal and locational)

If you are a past CQF delegate, please come along at 7city training, London (map).

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