This teaching aims to provide quantitative and interpretative tools for the pricing process of derivative products, with particular attention to the techniques employed on the energy markets. The strategic methods that analysts use for dealing with market changes in the markets are also illustrated with the aid of discussion cases. In particular, the students will be led to focus on sensitivity analysis through the Greeks and to develop of complex strategies based on derivative products as well as to exploit market movements through second generation derivative products. Finally, skills and tools will be provided for the active management of derivative portfolios on the energy markets.
MAURO ROSESTOLATO (Presidente)
LARA PENCO
