75383 - WORKSHOP IN QUANTITATIVE FINANCE

Anno Accademico 2025/2026

  • Moduli: Lorenzo Torricelli (Modulo 1) Lorenzo Torricelli (Modulo 2)
  • Modalità didattica: Convenzionale - Lezioni in presenza (Modulo 1) Convenzionale - Lezioni in presenza (Modulo 2)
  • Campus: Bologna
  • Corso: Laurea Magistrale in Quantitative Finance (cod. 8854)

Conoscenze e abilità da conseguire

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.

Contenuti

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.

Testi/Bibliografia

  1. Glen Swindle, Valuation and Risk Management in Energy Markets, Cambridge University Press, 2014
  2. Benth and Benth, Stochastic Modeling of Electiricty and Related Markets, 2014, World Scientific

 

Metodi didattici

Lectures

Modalità di verifica e valutazione dell'apprendimento

Multiple choice test

Strumenti a supporto della didattica

Blackboard, projector, slides

Orario di ricevimento

Consulta il sito web di Lorenzo Torricelli