«Over the past ten years energy trading has proved one of the most capital attractive of businesses. Energy Trading is not a pure science but rather a mix of scientific techniques and emotional behaviour. This complexity calls for a continuous update and upgrade of analysis and modelling toolset»

 S. Fiorenzani
EQuant bootcamp

The annual event for the Energy Trading & Risk Management Quant community.


This interactive three-days bootcamp will enable you to:

Boost your knowledge and skills in energy markets quantitative analysis with a "learn how to" approach
Learn the financial engineering techniques
Leverage thoretical concepts with practical real-life applications
Develop working pseudo-Matlab® codes and simulate models under the guidance of the tutors
◊ Apply the techniques to Energy Trading strategies & Risk Management
Enjoy the class and benefit from the cross-disciplinary aspects


       Optimum balance between:                   
        share contenents bootcamp



Programme outline

Day 1:

  • Introduction to energy markets

  • Financial products and derivative structures

  • Quantitative analysis 

Day 2:

  • Signal pre-processing  

  • Basic reduced-form stochastic processes

  • Non linear derivatives 

  • Structured energy products 

Day 3:

  • Advanced reduced-form stochastic processes 

  • Risk Management

  • Energy structured products valuation and risk analysis 

  • Application to energy trading strategies  


For the full programme description download the brochure here.


  • Prior knowledge in programming highly beneficial but not required

  • Graduate-level knowledge in Finance, Calculus and Linear Algebra mostly beneficial

  • Induction classes on programming, financial mathematics and products are offered separately on the 6th November to ensure homogeneity in the starting skills.

    Download the brochure here for detailed programme.



Who should attend this bootcamp

Energy professionals* requiring training on the state-of-the-art modelling and pricing techniques
New hires and job-rotators looking to boost their skills and knowledge
Post-grads, PhDs and researchers requiring an exhaustive induction
Independent analysts and traders willing to explore a leading investment sector
Graduates and job-movers willing to break into the Energy Trading, Finance & Risk sectors*


* such as: Quantitative Analysts, Financial Analysts & Engineers, Portfolio & Risk Managers, Traders, Risk Controllers, Energy Trading Managers, Quant-traders, Consultants, Strategists, ETRM specialists and developers


THE tutors

    Rafal Weron, Ph.D.    (read more)

    Wroclaw University of Technology - Professor


    Mario Dell'Era, Ph.D.    (read more)

    University of Pisa - Quantitative researcher


    Manuele Monti, Ph.D.    (read more)

    GDF Suez - Power & Risk portfolio Italy, Energy Derivatives


    Enrico Edoli, Ph.D.    (read more)

    Aleph Consulting - Quantitative Modelling


    Giordano Frezza, M.Sc.    (read more)

    Proprietary Trader & Quant (  

     Paolo Tarpanelli, Ph.D.

     Numerix - Quantitative Analyst



Registration fees

First edition promotional price: save 35% off the full registration fee (normally 1610 €)!

 Early registration discount registering by 19/09/2013 extended to 11/10/2013 

 Further discount for groups of more than one delegate*


* To display all the discounts download the brochure here.


** Students, Graduates (in the last six months before registration), PhD students, researchers, interns, fixed-term contracts (acceptance upon administration revision)




The LUISS University Business School in Rome (Italy)


Social Evening on day-2 drink and sundowner covered by registration

colosseo  trevi



Full and partial registration fee grants are offered by Numerix

The world leading analytics provider.  


submission is CLOSED!

 To receive more info on the upcoming grant opportunities, register below.



( * ) GARP Disclaimer
GARP does not endorse, promote, review or warrant the accuracy of the products or services offered by Energisk of GARP Exam related information, nor does it endorse any pass rates that may be claimed by the Exam Prep Provider. Further, GARP is not responsible for any fees or costs paid by the user to Energisk nor is GARP responsible for any fees or costs of any person or entity providing any services to Energisk. ERP®, FRM, GARP® and Global Association of Risk Professionals, ICBRR® and FBR™ are trademarks owned by the Global Association of Risk Professionals, Inc.


IKBrokers ® - 2013