7: Commodity Price Risk Issues Part II

  • Price risk as a component of physical risk exposure
  • Review of option pricing assumptions
  • Understanding options risks, delta and gamma hedging
  • Real options vs.financial options
  • Three approaches to computing the Value-at-Risk
  • Risk identification, mitigation and management
  • Analysing recent rogue trading incidents
  • Implementing robust trading controls and process


  • Professor: Dr Mahmoud Hamada


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