Programa

Risk Management

Doutoramento Bolonha em Matemática Aplicada à Economia e à Gestão

Programa

- International energy markets in a financial perspective: risk exposure, futures, futures curves and their implications for hedgers; - Risk models for the energy markets: behavior of the futures curve, the volatility of the energy prices, the volatility and the risks inherent to futures options; - The derivatives as a model for securing energy risk: risk and tolerance, determinants for derivatives structure, comparing OTC and NIMEX, financial instruments in the energy sector; - Managing the risk associated with credit: risk profile elaboration, fiscal systems and risk management, assessing the risk of nations; - Managing operational risk: definition and determinants of operational risk, management of supply risk, contractual strategies, management of accidents, measuring operational risks; - Managing the risk associated with pollutant gas emissions: market analysis, risk determinants, securing emission risks.