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Category Archives: Commodities


The knives are out in the Oil market.

The knives are out in the oil market. It has been an interesting twelve months.  Between bottoms, volatility, rumors and market shifts we have seen many interesting plays at work when it comes to trading crude oil.  Depending on who you speak with, low crude


Gold forecast. Is Gold still over valued in 2014?

Gold forecast. Is Gold still over valued in 2014? The relative value framework speaks. Gold has historically been viewed as a store of value but given its price volatility over four years that role is increasingly being questioned. If that underlying assumption is true, price


Ceylon Petroleum Corporation (CPC) Oil Hedging 2007 – Casestudy

Ceylon Petroleum Corporation (CPC) made oil price hedging deals with several banks in 2007 without employing the proper expertise for such a complex option. When the oil market crashed, the hedging deals’ negative payoff for CPC reached several hundred millions. CPC defaulted on the hedging

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Data Analysis, Data Tables & Excel

Data Analysis, Data Tables & Excel. This is our third post in our Data Analysis series using Excel spreadsheets. The series covers correlations, trailing correlations, histograms, pivot charts and data tables. See the following prior posts for data analysis context. Correlations basics Data Analysis. 5


16 free Risk Treasury Option pricing lessons

Treasury Option pricing & Risk lessons directory Over the last few years we have posted some interesting training materials cutting across Risk, Treasury Option pricing education  themes. This post compiles our best free training lessons available  on  Course Topics include: Black Scholes, Greeks & Option Pricing

FRM Training: Risk Exposure Estimation. Transcript

Financial Risk Exposure Estimation. Core themes Welcome to our collection of risk management exposure estimation course lecture transcripts. I teach a week long training course on Financial Risk Management at the SP Jain Campus in Dubai and Singapore. This transcript is an effort to share