Energyforum
Cross Commodity Modelling & Emerging Markets
15-16 May 2008, Oslo
Course Leaders
Prof. Gianluca Fusai , Università degli Studi del Piemonte Orientale
Gianluca Fusai is Full Professor in Financial Mathematics at the Università degli Studi del Piemonte Orientale (Italy) and a Research Associate at the Financial Options Research Centre, University of Warwick. He holds a PhD in Finance from the Warwick Business School and an MS in Statistics and Operational Research from the University of Essex (UK). His research interests are in financial engineering, numerical methods, portfolio selection, and financial statistics. He has published on these topics in the Journal of Banking and Finance, Journal of Computational Finance, Finance and Stochastics, Risk, Annals of Applied Probability, and the International Journal of Theoretical and Applied Finance. Gianluca also works as a consultant for the public and private sector.
Luca Taschini Swiss Banking Institute, University of Zürich
Luca Taschini holds a Diploma in Economics and he is completing his Ph.D. in Mathematical Finance at the University of Zürich. Luca is teaching "Asset and Option pricing" in the University of Zürich Bachelor program and "Introduction to Mathematical Finance" at the ETH-Zürich. His main research areas are Real Options, Risk Management and Environmental Finance theory. In particular, Luca is develop ing mathematical methods and techniques for the analysis of the non standard commodities and risks emerging in the carbon-constrained sectors under the Kyoto protocol and the European directives.
