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Advanced Freight Modelling & Trading

Thu, 09 Feb - Sat, 11 Feb 2012

City, London, England

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This course will cover:

•Spot freight rate dynamics
•Relationship between spot and time-charter markets
•Constructing and using freight forward curves
•Modelling freight rate volatility
•Back-testing and stress-testing risk models
•Writing and hedging options on freight
•Pricing options in freight markets
•Different types of real options abandon, expand contract; spot vs time charter; option to lay up)

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