Welcome to Stochastic Modelling in Energy and Commodity Markets!
In this course we shall explore the specifications of these markets, environmental risks, modelling, and market portfolios and products.
The course is based on the book Stochastic modelling of electricity and related markets. See the page Schedule to follow up on the program and other details.
The first class is on Monday 19th.
The course is cloned with MAT4770, please visit the related webpage to learn about the development and all details.