International Swaps and Derivatives Association, Inc. (ISDA®)

Fundamentals of Commodity Derivatives Seminar

7.5 CLE Credit Hours Available (New York)
Transitional and Nontransitional

6.5 MCLE Credit Hours Available (Texas)

7.5 CPE Credit Hours Available

June 17, 2008
The Four Seasons Houston
Houston, Texas

PROGRAM AGENDA

8:00 AM

Registration and Continental Breakfast
Course Instructor:
David Mengle,
Head of Research, ISDA
Associate Professor, Fordham University Graduate School of Business (Adjunct Faculty)

8:45 AM
Fundamentals of Commodity Derivatives Products
1. Mechanics of commodity forwards, swaps, and options
2. Risks associated with using derivatives
3. Distinction between OTC and exchange-traded derivatives
10:30 AM

Morning Break

10:45 AM
Fundamentals of Commodity Derivatives Products – (Continued)
1:00 PM
Luncheon
2:15 PM
Commodity Derivatives Pricing, Valuation and Risk Management
1. Commodity price indices
2. Cost of carry relationships
3. Pricing and valuing commodity swaps
4. Hedging commodity derivatives
5. Counterparty credit risk management
3:30 PM
Afternoon Break
3:45 PM
Commodity Derivatives Pricing, Valuation and Risk Management (Continued)
5:00 PM
Conference Concludes

Agenda is subject to change

Please click here for the Conference Registration Form.

CONFERENCE VENUE: Four Seasons Hotel, 1300 Lamar Street, Houston, Texas 77010-3017,
Phone: (713) 650-1300.

To obtain more information, please contact the ISDA conference department at +1 212-901-6000 or
e-mail CONFERENCES@ISDA.ORG

® ISDA is a registered trademark of the International Swaps and Derivatives Association, Inc.
Copyright © 2005-2008 International Swaps and Derivatives Association, Inc.