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Thumbnail for entry Ph.D. course "The mathematics of energy markets" - Lecture 1

Ph.D. course "The mathematics of energy…

duration 1 hour 27 minutes

Ph.D. course "The mathematics of energy…

Ph.D. course "The mathematics of energy markets" - Lecture 1

Ph.D. course "The mathematics of energy markets" - Lecture 1

Structured products in energy markets. Stochastic control in discrete time: dynamic programming principle and Bellman's equation.

structured product
structured contract
stochastic control
stochastic optimization
energy markets
From  Tiziano Vargiolu 10 plays 0