Search for tag: "hydropower"

Ph.D. course "The mathematics of energy… duration 1 hour 21 minutes Ph.D. course "The mathematics of energy… Ph.D. course "The mathematics of energy markets" - Lecture 3	Ph.D. course "The mathematics of energy markets" - Lecture 3 Recombining binomial trees and optimal control problems. An example: portfolio optimization. Optimization of a structured product: hydro storage. optimal control trees portfolio optimization cox-ross-rubinstein model structured product hydropower storage From Tiziano Vargiolu 6 plays 0
Ph.D. course "The mathematics of energy… duration 1 hour 22 minutes Ph.D. course "The mathematics of energy… Ph.D. course "The mathematics of energy markets" - Lecture 2	Ph.D. course "The mathematics of energy markets" - Lecture 2 A case study: wind farm with hydropower pumped storage. Recombining binomial trees: the Cox-Ross-Rubinstein model, and computation of expectations. binomial trees cox-ross-rubinstein model wind turbine hydropower storage From Tiziano Vargiolu 6 plays 0