Gas Portfolio Optimisation

London 18 & 19 March 2015

Course Highlights:

  • Methodologies for modelling, implementing & estimating energy price processes
  • Gas storage valuation methodologies
  • Valuation and risk management for portfolios of gas swing contracts
  • How to effectively deal with gas network modelling challenges
  • Practical demonstration of Lacima's industry leading models

Learning outcomes:

  • Appropriate methodologies for modelling, implementing and estimating energy price processes
  • Various numerical techniques for valuing options
  • Key techniques for valuing a portfolio of gas storage contracts
  • How to analyse a portfolio of gas swing contracts including key features such as minimum bill make up, carry forward and indexation
  • How to maximise the flow of revenues whilst minimising the cost of transportation with respect to all contracts and physical assets under gas network constraints
  • Practical demonstration of leading models developed by Lacima


"The Lacima guys always strive to give great value, and over the years I've never seen them fail. This time was no exception" - Michael Biafore, Principal (volatility trading), BARCLAYS

Course tutors

Dr Chris Strickland

Pierre Lebon
Senior Consultant, LACIMA GROUP


Follow us
Brochure Download
Training Calendar
Request a Call Back