Professore Associato di Probabilità e Statistica, Dipartimento di Matematica, Università di Padova
Corso: Energy Markets
Informazioni:
Tiziano Vargiolu is Associate Professor of Probability and Statistics
at the Department of Mathematics of the University of Padua, Italy,
since 1998. There, he has taught courses of Probability, Statistics
and Quantitative Finance at undergraduate, master and PhD level, and
directed PhD and Master theses in Financial Mathematics. His research
interests span a wide range of topics, and in the latest 10 years it
concentrated on energy markets, including tools like stochastic
optimal control, portfolio optimization and pricing of contingent
claims and of physical assets.