M8: Advanced Modelling Topics 2 - 2013

Please note that in exceptional circumstances it may be necessary to cancel or alter a particular lecture, so that these details are subject to small variation.

Syllabus

• Credit risk models and correlation products
• Energy derivatives, electricity markets and energy risk management
• Natural gas markets and derivatives
• Advanced interest rate modelling (SABR-LIBOR market models)
• Market Microstructure
• Limit Order Book models

Timetable

Course Materials

Course Materials are only available to those registered to attend.