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Ph.D. course "The mathematics of energy markets" - Lecture 3Recombining binomial trees and optimal control problems. An example: portfolio optimization. Optimization of a structured product: hydro storage.
From Tiziano Vargiolu
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Ph.D. course "The mathematics of energy markets" - Lecture 1Structured products in energy markets. Stochastic control in discrete time: dynamic programming principle and Bellman's equation.
From Tiziano Vargiolu
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MYF 2021 Lifestyle: Alumni Round Table - 17 MayDepartment of Economics and Management of the University of Padova Welcome and Introduction:Giulio Cainelli - Head of the Department of Economics and ManagementLeonardo Bortolan - Alumni…
From Faustine Marion Dal Degan
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