75383 - Workshop in Quantitative Finance

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 consists of two streams of lectures focused on a range of topics related to the social and economic impact of climate change and sustainability policies. The course this year will consist of two streams of lectures: climate risk and energy finance. Attendance to both stream is compulsory. At the end of the course each stream will offer its own final exam, and the students can decide which one to take.

The schedule of the course will be as follows

24/04, 14/05 Amia Santini, University of Bologna: Green Finance and investments under climate risk

29/04, 02/05, 13/05. Tiziano Varigolu, Universiy of Padova. Introduction to Energy finance.

06/05: Commodities Quantitative Reasercher. Energy markets in practice.

08/05, 09/05 Giacomo Bressan, Sustainalytics: Green Finance and investments

15/05 Piero Lionello, University of Salento: Climate change: recent analyses and international action

16/05 Andrea Bianchi, Hera: Some practical aspects of energy markets.

Readings/Bibliography

TBD

Teaching methods

Classroom lectures.

Lectures will be held at 15-18 on Mondays, Wednesdays and Thursday from the 22nd of April to the 16th of May. The lecture room is yet to be determined.

The lectures will be in person, except for the first one, which will be held remotely.

Assessment methods

The final exam will consist of a group project related to either of the two streams discussed during the course.

Teaching tools

Blackboard and slides

Office hours

See the website of Lorenzo Torricelli