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Hedging strategies for commodity producers and consumers

Nivel 3

Hedging strategies.JPG
22 march 2024

The course is held in English 

This course covers how commodity producers and consumers can mitigate market risk. It explains how their exposures can be hedged and what type of instruments can be used for this matter. The applied tools concern various types of derivatives, namely forwards or futures, options and swaps; all of which are settled in cash.

 

The course is aimed at people  who

  • The course is aimed at people who want to gain in-depth knowledge of trading tools for portfolio hedging

Curricula

  • Term contracts

    • Forwards & futures contracts

    • Volume hedging, value hedging, beta hedging, proxy-hedging, delta-hedging

  • Options

    • European-style put/call option

    • Asian-style put/call option

    • Zero-cost collar

    • Put/call spread

    • 3-way collar

  • Swaps

    • Swap on average

    • Floored/capped swap

    • Participation swap

    • Range-out swap

The cost of the course

  • 2900 lei/person;

For AFEER members:  

  • 1885 lei/person 

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