75383 - Workshop in Quantitative Finance

Academic Year 2025/2026

  • Moduli: Lorenzo Torricelli (Modulo 1) Lorenzo Torricelli (Modulo 2)
  • Teaching Mode: Traditional lectures (Modulo 1) Traditional lectures (Modulo 2)
  • Campus: Bologna
  • Corso: Second cycle degree programme (LM) in Quantitative Finance (cod. 8854)

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.

Readings/Bibliography

  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

Teaching methods

Lectures

Assessment methods

Multiple choice test

Teaching tools

Blackboard, projector, slides

Office hours

See the website of Lorenzo Torricelli