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Oil and Gold Models workshop – Bangkok, 14 November 2011

16th November 2011 by under Application, Commodities, Crude Oil, Gold, Middle Office and VaR     

Oil and Gold Models – An introduction to risk, models and valuation – Bangkok, 14th November, 2011

Welcome to the resource page for attendees of the Wealth Management’s Oil and Gold workshop conducted at the Landmark hotel in Bangkok, Thailand on 14th November 2011 for its clients, partners and well wishers.

The workshop focused…

Premium Courses How to utilize results of a Black Derman Toy Model$14.49Valuing Options – Black Scholes Example$12.99Treasury Crash Course$219.00Basel III – Liquidity Framework$41.49

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Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility

29th October 2011 by Admin under Application, Business School, Crude Oil, Middle Office and VaR, Training Course Outlines     

Selling Treasury & Derivative Products: The Petrochemical Case Study: Estimating client exposure to crude oil price volatility

This is the transcript from the video recording for session three of selling treasury products where we use the case study of an oil refinery to show how to translate impact of crude oil price volatility into P&L and margin impact. This impact forms the basis for exposure estimation used to suggest…

Premium Courses Cross Selling Treasury Products$199.00Relative Gold Price model$139.00Black Derman Toy Model Construction – EXCEL Example$64.99Setting Counterparty Limits$69.00

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