Studying at the University of Verona

Here you can find information on the organisational aspects of the Programme, lecture timetables, learning activities and useful contact details for your time at the University, from enrolment to graduation.

Academic calendar

The academic calendar shows the deadlines and scheduled events that are relevant to students, teaching and technical-administrative staff of the University. Public holidays and University closures are also indicated. The academic year normally begins on 1 October each year and ends on 30 September of the following year.

Academic calendar

Course calendar

The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..

Definition of lesson periods
Period From To
I semestre Oct 1, 2020 Jan 29, 2021
II semestre Mar 1, 2021 Jun 11, 2021
Exam sessions
Session From To
Sessione invernale d'esame Feb 1, 2021 Feb 26, 2021
Sessione estiva d'esame Jun 14, 2021 Jul 30, 2021
Sessione autunnale d'esame Sep 1, 2021 Sep 30, 2021
Degree sessions
Session From To
Sessione di laurea estiva Jul 22, 2021 Jul 22, 2021
Sessione di laurea autunnale Oct 14, 2021 Oct 14, 2021
Sessione di laurea autunnale - Dicembre Dec 9, 2021 Dec 9, 2021
Sessione invernale di laurea Mar 16, 2022 Mar 16, 2022
Holidays
Period From To
Festa dell'Immacolata Dec 8, 2020 Dec 8, 2020
Vacanze Natalizie Dec 24, 2020 Jan 3, 2021
Vacanze di Pasqua Apr 2, 2021 Apr 6, 2021
Festa del Santo Patrono May 21, 2021 May 21, 2021
Festa della Repubblica Jun 2, 2021 Jun 2, 2021
Vacanze Estive Aug 9, 2021 Aug 15, 2021

Exam calendar

Exam dates and rounds are managed by the relevant Science and Engineering Teaching and Student Services Unit.
To view all the exam sessions available, please use the Exam dashboard on ESSE3.
If you forgot your login details or have problems logging in, please contact the relevant IT HelpDesk, or check the login details recovery web page.

Exam calendar

Should you have any doubts or questions, please check the Enrollment FAQs

Academic staff

A B C D E F G L M N O P R S T Z

Albi Giacomo

symbol email giacomo.albi@univr.it symbol phone-number +39 045 802 7913

Angeleri Lidia

symbol email lidia.angeleri@univr.it symbol phone-number 045 802 7911

Baldo Sisto

symbol email sisto.baldo@univr.it symbol phone-number 0458027935

Bos Leonard Peter

symbol email leonardpeter.bos@univr.it symbol phone-number +39 045 802 7987

Caliari Marco

symbol email marco.caliari@univr.it symbol phone-number +39 045 802 7904

Canevari Giacomo

symbol email giacomo.canevari@univr.it symbol phone-number +390458027979

Chignola Roberto

symbol email roberto.chignola@univr.it symbol phone-number 045 802 7953

Collet Francesca

symbol email francesca.collet@univr.it symbol phone-number +39 045 8027979

Combi Carlo

symbol email carlo.combi@univr.it symbol phone-number +390458027985

Cubico Serena

symbol email serena.cubico@univr.it symbol phone-number 045 802 8132

Daffara Claudia

symbol email claudia.daffara@univr.it symbol phone-number +39 045 802 7942

Dai Pra Paolo

symbol email paolo.daipra@univr.it symbol phone-number +39 0458027093

Daldosso Nicola

symbol email nicola.daldosso@univr.it symbol phone-number +39 045 8027076 - 7828 (laboratorio)

Delledonne Massimo

symbol email massimo.delledonne@univr.it symbol phone-number 045 802 7962; Lab: 045 802 7058

De Sinopoli Francesco

symbol email francesco.desinopoli@univr.it symbol phone-number 045 842 5450

Enrichi Francesco

symbol email francesco.enrichi@univr.it symbol phone-number +390458027051

Fummi Franco

symbol email franco.fummi@univr.it symbol phone-number 045 802 7994

Gnoatto Alessandro

symbol email alessandro.gnoatto@univr.it symbol phone-number 045 802 8537

Gonzato Guido

symbol email guido.gonzato@univr.it symbol phone-number 045 802 8303

Gregorio Enrico

symbol email Enrico.Gregorio@univr.it symbol phone-number 045 802 7937

Laking Rosanna Davison

symbol email rosanna.laking@univr.it

Lubian Diego

symbol email diego.lubian@univr.it symbol phone-number 045 802 8419

Mantese Francesca

symbol email francesca.mantese@univr.it symbol phone-number +39 0458027978

Mantovani Matteo

symbol email matteo.mantovani@univr.it symbol phone-number 045-802(7814)

Mariutti Gianpaolo

symbol email gianpaolo.mariutti@univr.it symbol phone-number +390458028241
Foto,  October 5, 2015

Mazzuoccolo Giuseppe

symbol email giuseppe.mazzuoccolo@univr.it symbol phone-number +39 0458027838

Menegaz Gloria

symbol email gloria.menegaz@univr.it symbol phone-number +39 045 802 7024

Nardon Chiara

symbol email chiara.nardon@univr.it

Orlandi Giandomenico

symbol email giandomenico.orlandi at univr.it symbol phone-number 045 802 7986

Pianezzi Daniela

symbol email daniela.pianezzi@univr.it

Pravadelli Graziano

symbol email graziano.pravadelli@univr.it symbol phone-number +39 045 802 7081

Rizzi Romeo

symbol email romeo.rizzi@univr.it symbol phone-number +39 045 8027088

Schuster Peter Michael

symbol email peter.schuster@univr.it symbol phone-number +39 045 802 7029

Segala Roberto

symbol email roberto.segala@univr.it symbol phone-number 045 802 7997

Solitro Ugo

symbol email ugo.solitro@univr.it symbol phone-number +39 045 802 7977

Tomazzoli Claudio

symbol email claudio.tomazzoli@univr.it

Zivcovich Franco

symbol email franco.zivcovich@univr.it

Zuccher Simone

symbol email simone.zuccher@univr.it

Study Plan

The Study Plan includes all modules, teaching and learning activities that each student will need to undertake during their time at the University.
Please select your Study Plan based on your enrollment year.

CURRICULUM TIPO:

2° Year   activated in the A.Y. 2021/2022

ModulesCreditsTAFSSD
6
A
MAT/02
6
B
MAT/03
6
C
SECS-P/01
6
C
SECS-P/01
English language B1 level
6
E
-

3° Year   activated in the A.Y. 2022/2023

ModulesCreditsTAFSSD
6
C
SECS-P/05
Final exam
6
E
-
activated in the A.Y. 2021/2022
ModulesCreditsTAFSSD
6
A
MAT/02
6
B
MAT/03
6
C
SECS-P/01
6
C
SECS-P/01
English language B1 level
6
E
-
activated in the A.Y. 2022/2023
ModulesCreditsTAFSSD
6
C
SECS-P/05
Final exam
6
E
-
Modules Credits TAF SSD
Between the years: 1°- 2°- 3°
Between the years: 1°- 2°- 3°
Other activities
6
F
-

Legend | Type of training activity (TTA)

TAF (Type of Educational Activity) All courses and activities are classified into different types of educational activities, indicated by a letter.




S Placements in companies, public or private institutions and professional associations

Teaching code

4S008402

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES

Period

Semester 1 dal Oct 3, 2022 al Jan 27, 2023.

Learning objectives

The aim of the first part of the course is to present the tools and topics of classical financial mathematics (compounding regimes, mortgages, bonds, immunization). The second part of the lecture provides an in-depth introduction to modern financial mathematics and stochastic methods in discrete time (stochastic processes and martingales in discrete time) that are useful in view of more advanced lectures on the topic. Students will have the opportunity to learn the terminology and the concepts that are useful for the understanding and use the techniques of classical and modern mathematical finance. For some topics, software examples using the Java programming language will be provided (Finmath library). The lecture provides important examples of applications of concepts from the lectures on probability.

Prerequisites and basic notions

Calculus, Linear Algebra, Probability. Extra notions on probability will be provided.

Program

Part 1: classical financial mathematics - Main Reference: Scandolo
1) Basic financial operations, simple interest, interest in advance, compounding of interest, exponential regime.
2) Annuities and amortization: non-elementary investment and financing, annuities with constant rates, annuities with installments following a geometric progression, amortization, common amortization clauses, amortization with viariable interest rate.
3) Choice without uncertainty: return for elementary and generic investment, choice criteria for investment and financing operations.
4) Bonds: classification, zero coupon bonds, fixed coupon bonds. Term structure: yield curve, complete and incomplete markets.
5) Immunization: Maculay’s duration and convexity, immunized portfolios.
Part 2: mathematical finance in the presence of uncertainty - Main references: Föllmer Schied and Pascucci Runggaldier.
6) Probability theory refresher: probability spaces, independence, Radon-Nikodym theorem, expectation, conditional expectation, martingales, convergence of random variables.
7) Arbitrage theory in one period: foundations and fundamental theorem of asset pricing, contingnt claimds, market completeness.
8) Arbitrage theory in multiperiod models: fundamental on multiperiod models, absence of arbitrage, European contingent claims, binomial model (Cox-Ross Rubinstein).
9) American contingent claims: foundataions, valuation and hedging, arbitrage free prices and replicability in general markets.
Time permitting: Preferences and risk aversion: expected utility criterion (St. Petersburgh paradox), von Neumann Morgenstern axioms, stochastic dominance, mean variance criterion and static portfolio optimization, CAPM.

Bibliography

Visualizza la bibliografia con Leganto, strumento che il Sistema Bibliotecario mette a disposizione per recuperare i testi in programma d'esame in modo semplice e innovativo.

Didactic methods

Standard Lecture. Lectures will be recorded and uploaded with a delay in order to encourage regular attendance.

Learning assessment procedures

Intermediate test + 90 minute final exam.
Alternatively, a 2 Hour written exam for those who are not giving the intermediate test.
The tests will contain both exercises and theoretical questions (statements to be proved)
Course Objectives
- Knowing and understanding the fundamental concepts of basic financial mathematics in a deterministic setting
- Knowing and understanding the fundamental concepts of modern financial mathematics in a stochastic setting
- Obtaining adequate analytical and abstraction skills.
- Knowing how to apply the above knowledge to solve problems and exercise, demonstrating a good level of mathematical rigour.

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE

Evaluation criteria

Mathematical rigour both in the proofs and in the exercises. Correctedness of the calculations.

Criteria for the composition of the final grade

For students taking the intermediate test
25% intermediate exam 75% final exam (9 ECTS case)
100% final exam otherwise.

Exam language

Italiano

Type D and Type F activities

Le attività formative in ambito D o F comprendono gli insegnamenti impartiti presso l'Università di Verona o periodi di stage/tirocinio professionale.
Nella scelta delle attività di tipo D, gli studenti dovranno tener presente che in sede di approvazione si terrà conto della coerenza delle loro scelte con il progetto formativo del loro piano di studio e dell'adeguatezza delle motivazioni eventualmente fornite.

 

I semestre From 10/1/20 To 1/29/21
years Modules TAF Teacher
1° 2° History and Didactics of Geology D Guido Gonzato (Coordinator)
1° 2° 3° Algorithms D Roberto Segala (Coordinator)
1° 2° 3° Scientific knowledge and active learning strategies F Francesca Monti (Coordinator)
1° 2° 3° Genetics D Massimo Delledonne (Coordinator)
II semestre From 3/1/21 To 6/11/21
years Modules TAF Teacher
1° 2° 3° Algorithms D Roberto Segala (Coordinator)
1° 2° 3° Python programming language D Vittoria Cozza (Coordinator)
1° 2° 3° Organization Studies D Giuseppe Favretto (Coordinator)
List of courses with unassigned period
years Modules TAF Teacher
Subject requirements: mathematics D Rossana Capuani
1° 2° 3° ECMI modelling week F Not yet assigned
1° 2° 3° ESA Summer of code in space (SOCIS) F Not yet assigned
1° 2° 3° Google summer of code (GSOC) F Not yet assigned
1° 2° 3° Introduzione all'analisi non standard F Sisto Baldo
1° 2° 3° C Programming Language D Pietro Sala (Coordinator)
1° 2° 3° LaTeX Language D Enrico Gregorio (Coordinator)

Career prospects


Module/Programme news

News for students

There you will find information, resources and services useful during your time at the University (Student’s exam record, your study plan on ESSE3, Distance Learning courses, university email account, office forms, administrative procedures, etc.). You can log into MyUnivr with your GIA login details: only in this way will you be able to receive notification of all the notices from your teachers and your secretariat via email and soon also via the Univr app.

Graduation

For schedules, administrative requirements and notices on graduation sessions, please refer to the Graduation Sessions - Science and Engineering service.

Documents

Title Info File
File pdf 1. Come scrivere una tesi pdf, it, 31 KB, 29/07/21
File pdf 2. How to write a thesis pdf, it, 31 KB, 29/07/21
File pdf 5. Regolamento tesi pdf, it, 171 KB, 20/03/24

List of theses and work experience proposals

theses proposals Research area
Formule di rappresentazione per gradienti generalizzati Mathematics - Analysis
Formule di rappresentazione per gradienti generalizzati Mathematics - Mathematics
Proposte Tesi A. Gnoatto Various topics
Mathematics Bachelor and Master thesis titles Various topics
THESIS_1: Sensors and Actuators for Applications in Micro-Robotics and Robotic Surgery Various topics
THESIS_2: Force Feedback and Haptics in the Da Vinci Robot: study, analysis, and future perspectives Various topics
THESIS_3: Cable-Driven Systems in the Da Vinci Robotic Tools: study, analysis and optimization Various topics
Stage Research area
Internship proposals for students in mathematics Various topics

Attendance

As stated in the Teaching Regulations for the A.Y. 2022/2023, except for specific practical or lab activities, attendance is not mandatory. Regarding these activities, please see the web page of each module for information on the number of hours that must be attended on-site.
 


Career management


Student login and resources


Erasmus+ and other experiences abroad


Commissione tutor

La commissione ha il compito di guidare le studentesse e gli studenti durante l'intero percorso di studi, di orientarli nella scelta dei percorsi formativi, di renderli attivamente partecipi del processo formativo e di contribuire al superamento di eventuali difficoltà individuali.

E' composta dai proff. Sisto Baldo, Marco Caliari, Francesca Mantese, Giandomenico Orlandi e Nicola Sansonetto