University of Calgary

MATH 693.03 - Energy, Commodity and Environmental Finance - Winter 2018

Energy, Commodity and Environmental Finance: energy and commodity markets; spot, futures, forwards and swap contracts; the theory of storage; stochastic models for energy prices; model calibration; emissions market modelling; weather derivatives; energy risk management; energy option valuation.
This course may not be repeated for credit.

Hours

  • H(3-0)

Prerequisite(s)

  • Mathematics 681 and 683.

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