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ENGY 6303 (Overall) | |||||
ENGY 6303 Kannoo Ravindran | |||||
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| Name | Grades | Rating | |||
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ENGY 6303 (Overall) | |||||
ENGY 6303 Kannoo Ravindran | |||||
Energy Markets: Modeling, Derivatives, and Risk Management
Naveen Jindal School of Management
Building on core derivatives theory, this course examines energy market dynamics across oil, natural gas, and electricity. Students apply quantitative models--including mean-reversion, jump-diffusion, and Gibson-Schwartz--using Python and Bloomberg data to value swaps, options, and complex spread structures. By bridging financial derivatives with physical energy assets, the curriculum emphasizes forward curve modeling, interest-rate drivers, and real options relevant to storage, production, and dispatch decisions. Designed for MS Finance and Business Analytics students, the course balances quantitative rigor with practical trading and risk-management execution. 3 credit hours.
Prerequisite: FIN 6360.
Offering Frequency: Fall
This professor/course combination hasn't been taught in the semesters you selected. To see more grade data, try changing your filters.
Grades: 0
Median GPA: None
Mean GPA: None
Click a checkbox to add something to compare.
Energy Markets: Modeling, Derivatives, and Risk Management
Naveen Jindal School of Management
Building on core derivatives theory, this course examines energy market dynamics across oil, natural gas, and electricity. Students apply quantitative models--including mean-reversion, jump-diffusion, and Gibson-Schwartz--using Python and Bloomberg data to value swaps, options, and complex spread structures. By bridging financial derivatives with physical energy assets, the curriculum emphasizes forward curve modeling, interest-rate drivers, and real options relevant to storage, production, and dispatch decisions. Designed for MS Finance and Business Analytics students, the course balances quantitative rigor with practical trading and risk-management execution. 3 credit hours.
Prerequisite: FIN 6360.
Offering Frequency: Fall
This professor/course combination hasn't been taught in the semesters you selected. To see more grade data, try changing your filters.
Grades: 0
Median GPA: None
Mean GPA: None
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Energy Markets: Modeling, Derivatives, and Risk Management
Naveen Jindal School of Management
Building on core derivatives theory, this course examines energy market dynamics across oil, natural gas, and electricity. Students apply quantitative models--including mean-reversion, jump-diffusion, and Gibson-Schwartz--using Python and Bloomberg data to value swaps, options, and complex spread structures. By bridging financial derivatives with physical energy assets, the curriculum emphasizes forward curve modeling, interest-rate drivers, and real options relevant to storage, production, and dispatch decisions. Designed for MS Finance and Business Analytics students, the course balances quantitative rigor with practical trading and risk-management execution. 3 credit hours.
Prerequisite: FIN 6360.
Offering Frequency: Fall
This professor/course combination hasn't been taught in the semesters you selected. To see more grade data, try changing your filters.
Grades: 0
Median GPA: None
Mean GPA: None
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Search Results
| Name | Grades | Rating | |||
|---|---|---|---|---|---|
ENGY 6303 (Overall) | |||||
ENGY 6303 Kannoo Ravindran | |||||
