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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 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