Friday 19th January

9.00 - 9.10
Welcoming Address by Hamilton Hinds
Head, Risk Support and Development, BP

9.10 - 9.55
Dr Alexander Eydeland, Morgan Stanley
Energy Derivatives: New Developments and Challenges

9.55 - 10.40
Prof Hélyette Geman, Birkbeck, University of London
Inventory, Forward Curve and Stochastic Volatility in Commodity Markets

11.00 - 11.45
Dr Robert Doubble, BP
BP Case Study: Valuing & Hedging an LNG Contract

11.45 - 12.45
Keynote Speech by Prof Eduardo Schwartz,
Anderson Graduate School of Management, UCLA
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
PRESENTATION
PAPER

13.50 - 14.25
Jude Brhanavan, standing-in for Michael Lewis, Deutsche Bank
Commodities Outlook: Opportunities & Pitfalls in 2007

14.25 - 15.00
James Grove, Barclays Capital
Commodities as an Asset Class

15.00 - 15.35
Prof Craig Pirrong, University of Houston
The Price of Power: The Valuation of Power and Weather Derivatives

15.55 - 16.35
Dr Aram Sogomonian, Constellation Energy
Coal and Freight Markets

16.35 - 17.10
Sean Corrigan, Diapason
Commodities Investing: You've heard the 'how', so here's the 'why'

17.10 - 17.55
Dr Nassim Taleb, Dean’s Professor at University of Mass Amhurst
Commodities, Model Risk and Extreme Events