Trading OTC Derivatives: Options and Linear Instruments

Gain a thorough understanding of what OTC financial instruments are, when they should be employed, and how they can be managed successfully.

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At A Glance

Industry Segment Natural Gas, Oil, Power
Course Level Intermediate to Advanced
CPE Credits 11
DTN Credits 6
Competency Path Certified Energy Trading Professional, Natural Gas, Oil, Power, Trading & Risk Management

What You Will Learn

  • What OTC derivatives are as well as how and when to use these instruments..
  • How to price linear and non-linear OTC derivatives.
  • Types of basis risk, how basis is calculated and how to decide if basis risk should be hedged with OTC basis swaps.
  • Optionality risk and the Greeks (delta, gamma, vega, theta & rho).
  • Historical and implied volatility (including volatility smiles).
  • Option pricing models.
  • Directional, volatility and synthetic option spread strategies.
  • Exotic options.

Who Should Attend

This course is applicable to all levels of the energy infrastructure, oil, natural gas, electricity and coal. Individuals in every functional area of responsibility in all energy industries whose decisions have significant financial impact will benefit from this program. Managers from areas such as trading, risk management, compliance, human resources, credit, contracts, operations, marketing, sales, supply and distribution, purchasing, financial and accounting will find the course highly beneficial.