energy derivative courses fyi forwarded shirley crenshaw hou ect 03 10 2000 07 10 shirley crenshaw 03 10 2000 07 06 lacima enron cc subject energy derivative courses hi julie information requested name vince kaminski title managing director head research company enron corp address 1400 smith street ebl 962 houston tx 77002 telephone 713 853 3848 vince 713 853 5290 shirley fax 713 646 2503 need anything else please let know thanks great day shirley administrative coordinator enron corp research lacima compuserve com 03 09 2000 04 09 20 pm enron cc subject energy derivative courses dear shriley thank registering vince kaminski energy courses held houston 29 31 march complete registration could please provide confirm following details name vince kaminski position company enron corporate research address phone 713 853 5290 fax invoice course fees upon payment forward pre course reading material via email course held hyatt downtown houston please contact require additional information sincerely julie brennan lacima consultants forwarded message shirley crenshaw internet shirley crenshaw enron com unknown chris _ strickland date 3 8 100 5 20 pm energy derivative courses good afternoon professor strickland please register vince kaminski energy derivatives pricing risk management course v r course scheduled march 29 30 31 st please forward method payment preferred thank much shirley crenshaw administrative coordinator enron corp research 713 853 5290 forwarded shirley crenshaw hou ect 03 08 2000 04 18 pm vince j kaminski 03 08 2000 10 02 shirley crenshaw hou ect ect cc subject energy derivative courses shirley please enroll course vince forwarded vince j kaminski hou ect 03 08 2000 10 02 chris strickland 03 07 2000 12 20 40 pm vince j kaminski hou ect ect grant masson cc subject energy derivative courses dear vince grant good meet talk morning interesting details course actually two seperate courses one var promised hope see later month best regards chris course 1 energy derivatives pricing risk management course leaders dr les clewlow dr chris strickland houston 29 30 march 2000 london 3 4 april 2000 fee stg 1950 usd 2950 intermediate course aimed energy professional familiar energy derivative products requires mathematical foundations derivative pricing understanding pricing risk management energy derivatives course assumes participants familiar standard basic option pricing theory black scholes formula monte carlo simulation use binomial trees option pricing format course follow usual highly practical successful style alternate sessions lectures excel based computer workshops facilitate intensive interaction course limited maximum 15 participants early booking advisable excel based computer workshops deal oil gas well electricity derivatives contain detailed calculations pricing risk management end 2 days participants leave diskette containing answers workshops well valuable code pricing simulation registration fee includes pre course reading course materials copies relevant research materials diskette fully worked solutions computer workshops lunch refreshments additionally attendee receive free copy clewlow strickland forthcoming book energy derivatives pricing risk management includes valuable contributions enron vince kaminski grant masson upon registration participants sent pack containing relevant pre course reading course outline day 1 introduction energy derivatives modelling energy derivatives structures applications fundamentals modeling pricing analysing energy data spot price behaviour building forward curves assessing available models relationship spot price forward curve dynamics workshop analysing properties energy data mean reversion volatility structures jumps day 1 pm spot price models pricing simulation trees review spot price models pros cons spot price models pricing standard options swaptions caps floors collars simulation spot price models pricing exotic options barriers lookbacks asians etc building using trees energy derivatives building trees consistent forward curve pricing options trees workshop using simulation trinomial trees price energy derivatives day 2 forward curve based models forward curve dynamics forward curve models relationship spot price dynamics multi factor forward curve models volatility function interpretation estimation pricing standard energy options pricing energy swaptions pricing energy exotics using simulation workshop using simulation implement multi factor models price energy options day 2 pm risk management energy derivatives energy market risk hedging computing hedge sensitivities determining hedge instruments hedging energy derivatives book value risk energy markets pros cons approaches credit risk energy markets issues models workshop hedging energy portfolio please feel free e mail us register course contact regarding payment course 2 var energy markets course leaders dr les clewlow dr chris strickland houston 31 march 2000 london 5 april 2000 fee stg 950 usd 1950 intermediate course aimed energy professional familiar energy derivative products requires understanding theory calculation value risk energy derivative portfolios format course follow usual highly practical successful style alternate sessions lectures excel based computer workshops facilitate intensive interaction course limited maximum 15 participants early booking advisable excel based computer workshops deal oil gas well electricity derivatives end course participants leave diskette containing answers workshops well valuable code pricing var calculations registration fee includes pre course reading course materials copies relevant research materials diskette fully worked solutions computer workshops lunch refreshments additionally attendee receive free copy clewlow strickland forthcoming book energy derivatives pricing risk management upon registration participants sent pack containing relevant pre course reading course outline day 1 understanding var methodologies issues var uses var types var methodologies implications applying riskmetrics assumptions energy markets delta var historical simulation linear non linear instruments workshop applying simple var methodologies energy market day 1 pm calculation energy portfolio var using simulation modelling energy forward curve single multi factor modelling joint behaviour different energies simultaneously calculation covariances correlations incorporating jumps detailed example var calculation energy portfolio workshop simulating energy forward curves calculation var energy portfolio dr les clewlow dr chris strickland hold associate research positions school finance economics university technology sydney financial options research centre university warwick uk together 20 years combined experience financial energy derivative markets published many articles academic trade journals authors book implementing derivatives models wiley 1998 editors exotic options state art itp 1998 forthcoming book energy derivatives pricing risk management due published second quarter 2000 currently interests concentrated energy derivatives area developed wide range pricing tools electricity options energy derivatives internet header sender shirley crenshaw enron com received mailman enron com mailman enron com 192 152 140 66 spamgaaa compuserve com 8 9 3 8 9 3 sun 1 9 esmtp id raal 8057 wed 8 mar 2000 17 20 18 0500 est received dservl ect enron com dservl ect enron com 172 16 1 37 mailman enron com 8 8 8 8 8 8 corp 1 03 esmtp id waal 9791 wed 8 mar 2000 22 19 39 gmt received notes ect enron com notes ect enron com 172 16 4 33 dservl ect enron com 8 8 8 8 8 8 smtp id qaa 23887 wed 8 mar 2000 16 20 16 0600 cst received notes ect enron com lotus smtp mta v 4 6 5 863 2 5 20 1999 id 8625689 c 007 ab 2 ce wed 8 mar 2000 16 20 11 0600 x lotus fromdomain ect shirley crenshaw chris _ strickland compuserve com message id date wed 8 mar 2000 16 20 09 0600 subject energy derivative courses mime version 1 0 content type text plain charset us ascii content disposition inline