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Subject: FW: Real Options Analysis of Energy/Electric Assets

Thanks, Ed. I had to share.




"If something is not worth doing, it`s not worth doing well" - Peter Drucker

Toby Considine
TC9, Inc

Chair, OASIS oBIX Technical Committee
OASIS Technical Advisory Board


Email: Toby.Considine@gmail.com
Phone: (919)619-2104


blog: www.NewDaedalus.com



From: Ed Cazalet [mailto:ed@cazalet.com]
Sent: Wednesday, February 24, 2010 12:30 PM
To: Toby.Considine@gmail.com
Subject: FW: Real Options Analysis of Energy/Electric Assets




Edward G. Cazalet, Ph.D.

101 First Street, Suite 552

Los Altos, CA 94022


cell: 408-621-2772




From: PGS Classroom Seminars [mailto:PGSCLASSROOM2009.COM@myservcentral.com]
Sent: Tuesday, February 23, 2010 9:35 AM
To: ed@cazalet.com
Subject: Real Options Analysis of Energy/Electric Assets


Please forward this email to anyone who might benefit.

How to Value Energy & Electricity Assets Using Real Options Analysis

April 15

Houston - Courtyard Marriott Houston by the Galleria

Using the proper analysis technique can have a serious bottom line impact when valuing a large multi-million dollar asset. This one-day program is designed to provide an understanding of the various approaches used to value energy and electricity assets as real options. Increase your firm's profits with proven practical techniques for: 1) hourly, daily, and forward electric, gas and oil price strategies; 2) determining optimal spark spread boundaries; injection and withdraw storage schedules and transport loading; and 3) measuring the hidden value in uncertainty and optionality.

Seminar Highlights:

  • The pros and cons of net present value (NPV), decision analysis (DA), and real options (RO) valuation techniques.
  • Understand the deficiencies of marginal cost valuation, and lean how to develop a real-options approach based on forward price simulation of fuel and energy markets.
  • The most common financial pricing models including start-to-finish development of the GBM and Mean Reversion (Jump Diffusion) models which will be defined, regressed, and simulated.
  • The relationship between financial options and real options, and the three methods of valuing options Black Scholes, binomial trees, and Monte Carlo simulation.
  • How Black Scholes, binomial trees, and Monte Carlo simulation method are applied to value natural gas storage, electric generation, and energy portfolio assets.
  • The role of volatility, portfolio considerations, and risk management implications to asset pricing and valuation.
  • How to value generation assets using real option competitive price analysis

Who Should Attend:

Among the those who will benefit from this seminar are: energy producers, utilities, industrial companies, municipals, energy marketers, banks, government regulators and electric generators; energy and electric power executives; attorneys; government regulators; traders & trading support staff; marketing, sales, purchasing & risk management personnel; accountants & auditors; plant operators, engineers and corporate planners.

Why Choose PGS?

PGS seminars are known for their clear explanations and in-depth content. Register for a PGS program today, and team up with the leader in electric power and energy education. Join over 5,000 energy and financial professionals who have already attended one or more of PGS's proven courses.

This email was sent by: PGS Energy Training
43 Fawnvue Drive Suite 700 Mckees Rocks, PA 15136
Tel: (412) 521-4737 Fax: (866) 230-1261

Upcoming Classroom and Phone & Web Seminars

Classroom Seminars

MARCH 2010

Philadelphia - Mar 16 & 17

Fundamentals of Today's U.S. Electric Power Industry, the Smart Grid, Renewable Power, ISO Markets & Wholesale Power Transactions

Philadelphia - Mar 18 & 19

The Fundamentals of Energy/Electricity Futures, Options & Derivatives

New York City - March 22

Introduction to Carbon Trading & Environmental Markets

APRIL 2010

Houston - Apr 13 & 14

Fundamentals of Today's U.S. Electric Power Industry, the Smart Grid, Renewable Power, ISO Markets & Wholesale Power Transactions

Houston - Apr 13 & 14

Fundamentals of Today's Natural Gas Industry, Value Chain Infrastructures and Overview of Wholesale Transactions

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MARCH 2010

March 3

Fundamentals of Natural Gas Contracting - How the Physical Gas Business Affects Gas Contract Language

March 9

Fundamentals of NYMEX & ICE Energy/Electricity Futures Contracts

March 10

Introduction to Energy & Electricity Options

The Fundamentals of Gas & Electric Utility Rates

March 16

Introduction to the U.S. Wind Power Industry - The Basics

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