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FEA’s @ENERGY software gives utilities, traders and marketers of oil-related assets advanced tools to price intricate oil-related transactions; to engineer protective hedging strategies; and to manage the risks inherent in oil trading portfolios.
With comprehensive energy market modeling and derivative product valuation, the analytics of @ENERGY are the most advanced tools available for managing, marketing and trading oil derivatives. The vast majority of the world’s leading oil trading firms use FEA option pricing tools in their trading and risk management operations.
Working closely with some of the largest participants in the International Oil Derivatives Markets, FEA has successfully applied its wealth of financial engineering expertise to developing best of class pricing models and analytic tools to value a wide range of oil contracts.
The main oil derivatives products valued with @ENERGY include standard instruments such as:
- Swaps
- Forwards
- Basis swaps
- EFPs
- Futures
- European options
- Listed options
- Average price options
- Digital or "binary"
- Barrier options
- Accumulating swaps
- Extendable swaps
@ENERGY/Advanced covers more complex trades such as Calendar spread options, spread options, Crack spread options, and best of options.
@ENERGY/Basics is also used by a major airline to price and manage the risk of the derivatives used to hedge its purchases of jet fuel.
In addition to @ENERGY/Basics and @ENERGY/Advanced, other FEA products that may be of interest to oil companies are:
@ENERGY/Forward Curve
@ENERGY/Swing
@ENERGY/Weather
@ENERGY/Storage
Click on a product name for a detailed description and a list of features.
We would be happy to provide a personal demonstration of any product, or feel free to contact us to talk with one of our staff directly.
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© 2008 Financial Engineering Associates, Inc. All rights reserved.
Financial Engineering Associates, Inc. is registered and conducts business in Texas under the name "FEA, Inc."
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