Modelling Emissions in Endur
This article summarises various approaches to modelling emission certificate inventory in Endur
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Endur / Findur APM Service Optimal Configuration
Traditionally, APM services have been difficult to configure to their optimum. Over
Black Scholes ( Black 76 ) Formula in Endur with Delayed Payment (from Exercise Date)
This document shows the formula used to derive Option Value using Black Scholes ( Black 76 ) formula applied to commodity options
Endur FX Exposures for USD company trading EUR denominated Oil products
Lets say we are a USD reporting company trading EUR denominated Oil products. Oil is quoted in USD so there is a FX risk.
Endur Delta Calculation with different ‘Delta Calculation Currency’ settings
This article shows how the Delta calculation in Endur is affected by the “calculation currency” setting on the Delta result attribute.
Black Scholes ( Black 76 ) Pricing Model in Endur
Excel Pricing Model Spreadsheet for Black Scholes , which for commodities reduces to Black 76 .
