Commodity Exotic & Path-Dependent Options
Model the path. Simulate the payoff. Hedge what moves.
Master exotic and path-dependent commodity options: Asian and average-strike structures, barriers and digitals, one-touch and range, lookback and cliquet, compound and chooser, basket and rainbow, quanto and spread options including crack and spark, with Monte Carlo methods, calibration, risk and CTRM representation.
Asian & averaging · Barriers & digitals · Lookback · Basket & rainbow · Spread options · Monte Carlo · CTRM
Design it, book it, value it, risk it, operate it, implement it
100 chapters does not mean 100 definitions. This programme follows the academy's standard ten-module architecture, so the instrument is taken from first principles through to a working CTRM representation, using the same structure as every other programme in the academy.
Worked cases run on NorthStar Global Commodities, a fictional instrument book created for teaching. It does not describe any real firm, person or transaction.
10 modules · 100 chapters
M0 Exotic Option Foundations Ch 1-10 · 10 chapters
- What Makes a Commodity Option Exotic
- Path Dependence
- State Variables in Exotic Valuation
- Exotic Payoff Representation
- Observation Schedules
- Fixings, States and Path History
- Model Risk in Exotic Commodity Options
- Exotic Options vs Structured Products
- Exotic Option Lifecycle
- NorthStar Exotic Option Estate
M1 Asian & Averaging Options Ch 11-20 · 10 chapters
- Average Price Options
- Arithmetic vs Geometric Averaging
- Fixed-Strike Asian Calls
- Fixed-Strike Asian Puts
- Average Strike Options
- Partial Averaging Windows
- Weighted Average Options
- Double-Average Options
- Asian Spread Options
- Asian Option Valuation Lab
M2 Barrier, Digital & Trigger Options Ch 21-30 · 10 chapters
- Barrier Option Foundations
- Up-and-In Options
- Up-and-Out Options
- Down-and-In Options
- Down-and-Out Options
- Double Barrier Options
- Window Barrier Options
- Digital Options
- One-Touch and No-Touch Options
- Barrier and Digital Option Lab
M3 Range, Lookback & Path-State Structures Ch 31-40 · 10 chapters
- Range Accrual Options
- Binary Range Structures
- Commodity Corridor Options
- Lookback Options
- Fixed-Strike Lookback Calls and Puts
- Floating-Strike Lookbacks
- Cliquet Options
- Ratchet Structures
- Cumulative Path-Dependent Payoffs
- Path-State Engine Lab
M4 Spread, Basket & Multi-Asset Options Ch 41-50 · 10 chapters
- Commodity Spread Options
- Crack Spread Options
- Spark Spread Options
- Clean Spark Spread Options
- Dark and Clean Dark Options
- Basis Options
- Basket Options
- Best-of and Worst-of Options
- Rainbow Commodity Options
- Multi-Asset Option Valuation Lab
M5 Quanto, Currency & Hybrid Market Exposures Ch 51-60 · 10 chapters
- Commodity Quanto Options
- Quanto Adjustment
- Commodity-FX Hybrid Options
- Cross-Currency Commodity Options
- Commodity-Rate Hybrid Optionality
- Inflation-Linked Commodity Options
- Commodity Index Options
- Commodity Equity-Linked Hybrid Concepts
- Hybrid Correlation Risk
- Quanto & Hybrid Valuation Lab
M6 Exotic Pricing Models & Numerical Methods Ch 61-70 · 10 chapters
- Why Black-76 Is Not Enough
- Monte Carlo Simulation Fundamentals
- Monte Carlo Convergence
- Variance Reduction
- Quasi-Monte Carlo
- Lattice and Tree Methods
- Finite-Difference PDE Methods
- Least-Squares Monte Carlo
- Numerical Model Selection
- Numerical Pricing Engine Lab
M7 Commodity Dynamics, Calibration & Model Risk Ch 71-80 · 10 chapters
- Mean Reversion in Commodity Prices
- Seasonality in Commodity Models
- Multi-Factor Commodity Models
- Jump Processes
- Stochastic Volatility
- Local Volatility
- Correlation Calibration
- Model Calibration
- Model Validation and Benchmarking
- Exotic Model-Risk Case
M8 Greeks, Hedging, Credit & Lifecycle Ch 81-90 · 10 chapters
- Exotic Greeks
- Barrier Greeks and Hedge Instability
- Correlation Greeks
- Exotic P\&L Explain
- Hedging Asian Options
- Hedging Barriers and Digitals
- Exotic Counterparty Credit Exposure
- Exotic Option Lifecycle Events
- Exotic Settlement and Accounting
- Exotic Option Control Framework
M9 CTRM/ETRM Engineering & Capstone Ch 91-100 · 10 chapters
- Generic Exotic Payoff Data Model
- Observation & Path-State Data Model
- Multi-Underlying Architecture
- Exotic Pricing Service Architecture
- Simulation Platform Architecture
- Exotic Risk Engine
- Lifecycle Engine for Path-Dependent Trades
- Complex Multi-Commodity Exotic Architecture Case
- Tier-1 Exotic Option Implementation Lab
- NorthStar Exotic Options Capstone
Three ways to take Commodity Exotic & Path-Dependent Options
| Feature | Self-paced | Cohort | Enterprise |
|---|---|---|---|
| Format | Written chapters, video explainers and podcasts | Everything in self-paced, plus scheduled live sessions | Everything in cohort, delivered privately to your team |
| Live sessions | None | Scheduled, instructor-led | Scheduled, instructor-led, private |
| Mentorship | Not offered | Not offered | Not offered |
| Access | Lifetime | Lifetime | Lifetime for every enrolled seat |
| Pace | Entirely your own | Guided schedule with a peer group | Agreed with your desk |
| Tailoring | Fixed curriculum | Fixed curriculum | Sequenced to your markets, systems and governance |
| Best for | Individuals learning around a job | Individuals who want structure and deadlines | Desks building the same capability together |
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