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 Derivatives Terminology Crash Course$7.99Monte Carlo Simulation - Package$18.00Selling Derivative Products$199.00Quant Crash Course$199.00The relative gold price model, presented in MS Excel worksheet format, assesses the relative value of Gold against that of other commodities. It is used to:
Highlight trends in the relationships between gold and a given commodity Identify points when relations broke-down or when a new “normal” was created. This may be due to new drivers influencing one or both commodities.The data used in the analysis is spot price data for…
Premium Courses Forward Prices, Forward Rates and Forward Rate Agreements (FRA) - EXCEL Example$24.99Crude Oil Mispricing model$199.00Value at Risk with Liquidity Premium$19.99Monte Carlo Simulation – Commodity – Example$8.99Here is the model we used last year to dissect the projected price behavior of oil. This was a fundamentals driven model that examined supply and demand gap, future supply sources and shocks, core demand growth drivers and relative value effects. The same approach was used later this year in building our fundamentals driven model for gold price forecast.
Our summarized outlook was simple. Oil demand…
Premium Courses Valuing Options – Black Scholes Example$12.99Derivatives Terminology Crash Course$7.99Selling Derivative Products$199.00Derivative Products$11.49
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