prc review : list of key projects hi dale & vince ,
for your benefit i have compiled a shortlist of the main projects worked on
over the past five months :
1 ) inflation curve modelling ( february and march )
2 ) uk power monthly vol curve generator
3 ) nordic power monthly vol curve generator
4 ) energydesk . com models & support
5 ) compound options for uk power desk ( options to build power stations )
6 ) continental power non - generic options ( using arbitrary trader - specified
distributions )
7 ) global products : non - generic options modelling and new commodity forward
curve construction ( benzene fwd curve from naphtha )
8 ) exotic options library upgrade / model test / bug fixes ( e . g . testing new / old
asian models )
9 ) continental gas volatility curve construction
the best summary for this is in the attached presentation that i gave to the
london and oslo staff recently .
regards ,
anjam
x 35383
presentation attached :
prc review : list of key projects
hi dale & vince ,
for your benefit i have compiled a shortlist of the main projects worked on
over the past five months :
1 ) inflation curve modelling ( february and march )
2 ) uk power monthly vol curve generator
3 ) nordic power monthly vol curve generator
4 ) energydesk . com models & support
5 ) compound options for uk power desk ( options to build power stations )
6 ) continental power non - generic options ( using arbitrary trader - specified
distributions )
7 ) global products : non - generic options modelling and new commodity forward
curve construction ( benzene fwd curve from naphtha )
8 ) exotic options library upgrade / model test / bug fixes ( e . g . testing new / old
asian models )
9 ) continental gas volatility curve construction
the best summary for this is in the attached presentation that i gave to the
london and oslo staff recently .
regards ,
anjam
x 35383
presentation attached :