FIN41380 Commodity Finance

Academic Year 2018/2019

This module provides a detailed analysis of all aspects of global commodity markets. Key topics covered will include a description of the instruments, the role of exchanges and the implications for hedging, arbitrage and speculation. All classes of storable commodities will be examined, but with particular focus on crude oil, coal and natural gas. The module will provide a thorough description of the pricing models and the latest developments in modeling energy commodities. State of the art academic and practitioner research will be to the fore across all aspects of this module.

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Curricular information is subject to change

Learning Outcomes:

On successful completion of this module students should be able to:
1. Demonstrate a comprehensive understanding of the key issues in commodity finance.
2. Explain the importance of recent developments in the theoretical and applied literature on commodity finance.
3. Determine the suitable use of mathematical and statistical techniques in commodity management.
4. Use risk management techniques to hedge exposure to commodity price movements.
5. Relate the recent developments in the spot and derivative markets.

Student Effort Hours: 
Student Effort Type Hours
Lectures

24
Tutorial

10
Autonomous Student Learning

136
Total

170
 
Requirements, Exclusions and Recommendations

Not applicable to this module.



 
Description % of Final Grade Timing
Examination: < Description >

80

 2 hour End of Trimester Exam
Project: < Description >

20

 Unspecified

Compensation

This module is not passable by compensation

Resit Opportunities

End of Semester Exam

Remediation

If you fail this module, a resit opportunity will be provided during the next semester. This will take the form of an end of semester examination.

Name Role
Mr Simon James Spencer Tutor