The latest methodologies for modelling energy prices (single factor, multi factor and hybrid models). Various numerical techniques to value options, model assets and measure risk. How to effectively analyse wind and hydro assets. How to treat generation assets as 'real options'. How to determine the effects of operational constraints and emission on the value of generation assets. How to measure the risk in portfolios that contain generation assets and financial contracts.
Suitable for: Heads, directors, managers and business analysts of: Quantitative analysis. Risk management. Risk modelling. Structuring. Valuation. Power asset optimisation. Portfolio optimisation.