Capacity Valuation & Asset Hedging

Flexibility & Optionality

Capacity Valuation & Asset Hedging

1,250.00 excl. VAT

Request quote for group

Programme

  • Fundamentals & essentials of options
    • Rights & (potential) obligations
    • Risk-reward ratio
  • Valuation of options and optionality
    • Models & parameters
    • Exotic options vs vanilla options
  • Flexibility in supply contracts
    • Validity time of proposal
    • Take or pay constructions
    • Volume flexibility
      • Optimisation
    • Swing optionality
      • Capitalisation
    • Flexibility on physical assets
      • Capacities
        • Processing capacity (combined production & consumption capacity)
        • Storage capacity
        • Transport capacity
      • Margin
        • Spreads
        • Spread trading
      • Asset-backed trading
        • Dynamic hedging & financial optimisation
        • Locking-in intrinsic value & monetising extrinsic value
        • Delta-hedging

Practical Information

When

Friday 6 December 2023, 10:00-16:00 (CET)

Where and how?

Online (MS Teams)

Price

1,250.00 excl. VAT

Bulk Purchase Enquiry

Contact us for more information regarding bulk purchases.