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This course develops a set of tools essential for the accurate management
of the wide range of risks encountered in capital markets. Techniques
are applied cumulatively in a sequence of workshops that include Value
at Risk and its limitations, practical uses of Monte Carlo simulations
and the Merton and Gaussian approaches for estimation of probabilities.Featured Product

3-5 December, 2008
London, UK
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Prof. Helyette Geman |
Risk Management in Commodity Markets - From shipping to agricuturals and energy Written by the top expert in the field, this book provides a practical guide to commodities and the pricing and modelling of commodity derivatives. ISBN: 9780470694251 – 320 pages – Cloth - 26-Jan-09 - £80.00 |