During the fourth year of our engineering program at ECE Paris. We had to form a group around a project. This year, our graduate school launched the Student Project Valorization program, that aim at giving more visibility on our projects. With then formed a team composed of finance engineering and IT students around the Commodities’ Products Project that contains two modules: each one aiming for a specific type of valorization. Plus, one gives a support to the principal. The study is about fields of modeling, calibrating and hedging for commodities.

The Team

The team in charge of the project was composed of the following ECE Paris’ students:

and was supervised by:

Main module: Hedging A Commodity-Linked Portfolio

Second module: The Black Money Pricer

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