- Docente: Lorenzo Torricelli
- Credits: 6
- Language: English
- Moduli: (Modulo 1) Lorenzo Torricelli (Modulo 2)
- Teaching Mode: Traditional lectures (Modulo 1) Traditional lectures (Modulo 2)
- Campus: Bologna
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Corso:
Second cycle degree programme (LM) in
Quantitative Finance (cod. 8854)
Also valid for Second cycle degree programme (LM) in Greening Energy Market and Finance (cod. 5885)
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from Apr 08, 2025 to May 22, 2025
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from Apr 29, 2025 to May 20, 2025
Learning outcomes
The student is exposed to selected frontier issues of research from scholars in each field. Each scholar will address a topic, starting from the basic principles to the frontier questions. From the workshop, the student will collect ideas for his thesis and interests driving him to his future career.
Course contents
The course focus will be energy finance and commodities trading. Half of the course will be lectured by the course responsible, while the other half by guest lecturers and industry practitioners chosen among experts in the theory and practice of Energy finance.
Programme
29th April, 6th and 13th of May. Tiziano Vargiolu, University of Padova. Real options and control theory
9th of May. Commodities Quantitative Reasercher. Energy markets in practice.
15th of May Andrea Bianchi, Hera: Some aspects of energy trading.
20th of May. Giorgio Bongermino: Energizing Tomorrow: the Future of Energy markets Amid Uncertainty.
Readings/Bibliography
- Glen Swindle, Valuation and Risk Management in Energy Markets, Cambridge University Press, 2014
- Benth and Benth, Stochastic Modeling of Electiricty and Related Markets, 2014, World Scientific
Teaching methods
Lectures
Assessment methods
Multiple choice test
Teaching tools
Blackboard, projector, slides
Office hours
See the website of Lorenzo Torricelli
See the website of