Weather Derivatives and Weather Risk Management: HDD, CDD and Parametric Hedging – London, 30 Nov – 4 Dec 2026
Weather Derivatives and Weather Risk Management: HDD, CDD and Parametric Hedging runs in London from Monday 30 November to Friday 4 December 2026 (1 Week). The fee is 23,000 SAR per participant. The same programme is also scheduled in 7 other cities.
- Dates
- Length
- 1 Week
- Fee per participant
- 23,000 SAR
- Format
- In person, London
- Venue
- Central London four-star
- Status
- Open for registration
- Week
- 49 of 2026
- Reference
- 529_17063
This session
30 Nov – 4 Dec 2026
This Weather Derivatives and Weather Risk Management: HDD, CDD and Parametric Hedging session in London runs from Monday 30 November to Friday 4 December 2026 (week 49, Q4 2026). It is the only date in London in 2026, at a fee of 23,000 SAR, the same for each of them. Registration is open for this date. It is held in person at Central London four-star.
When else does it run in London?
- 30 November – 4 December 2026 This date 23,000 SAR
- 7 – 11 June 2027 23,000 SAR
How do I book this date?
Register online to request your place, or send us a question about this date first.
Reference for this date: 529_17063. Quote it when you contact us.
Before you book, read our cancellation policy.
Let’s talk about your next step.
Questions about this date
When does Weather Derivatives and Weather Risk Management: HDD, CDD and Parametric Hedging in London start and finish?
It starts on Monday 30 November and finishes on Friday 4 December 2026: 1 Week.
How much does Weather Derivatives and Weather Risk Management: HDD, CDD and Parametric Hedging in London cost?
The fee for this date is 23,000 SAR per participant. Please read our cancellation policy before you book.
Is this date held in person or online?
It is held in person in London, at Central London four-star.
What does this programme cover?
Weather derivatives and weather risk management matter when a mild winter, a cool summer, a still week or a dry season cuts sales volumes and moves prices at the same time, leaving utilities, renewable generators, agribusinesses and insurers with earnings swings that price hedges alone cannot absorb. This Core Concept course shows how to measure weather sensitivity, build HDD, CDD, cumulative and event indices, compare swaps, options, collars and parametric cover, price them with burn analysis and index modelling, and control basis and station data risk. Each participant produces a Weather Hedge Design and Pricing Proposal.
The programme outline covers:
- Introduction
- Course Objectives
- Target Audience
- Course Outline
- Day 1: Weather Exposure: Drivers, Sensitivity and Earnings Impact
- Day 2: Weather Indices and Contract Specification
- Day 3: Weather Hedging Instruments and Pricing Methods
- Day 4: Basis Risk, Data Risk, Sector Structuring and Hedge Governance
- Day 5: Modelling Build: Weather Hedge Design and Pricing Proposal
- Skills You Will Gain
- Why Attend This Course
- Conclusion
Where else does this programme run?
Also scheduled in 7 other cities.
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