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
primo semestre Sep 15, 2014 Jan 9, 2015
secondo semestre Feb 19, 2015 May 29, 2015
Exam sessions
Session From To
sessione invernale Jan 12, 2015 Feb 18, 2015
sessione estiva Jun 4, 2015 Jul 11, 2015
sessione autunnale Aug 24, 2015 Sep 9, 2015
Degree sessions
Session From To
sessione autunnale Dec 12, 2014 Dec 19, 2014
sessione invernale Apr 8, 2015 Apr 10, 2015
sessione estiva Sep 10, 2015 Sep 11, 2015
Holidays
Period From To
festività natalizie Dec 22, 2014 Jan 5, 2015
festività pasquali Apr 3, 2015 Apr 7, 2015
vacanze estive Aug 10, 2015 Aug 22, 2015

Exam calendar

Exam dates and rounds are managed by the relevant Economics 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 Enrolment FAQs

Academic staff

B C D F G L M N P R V

Borello Giuliana

symbol email giuliana.borello@univr.it symbol phone-number 045 802 8493

Bottiglia Roberto

symbol email roberto.bottiglia@univr.it symbol phone-number 045 802 8224

Carluccio Emanuele Maria

symbol email emanuelemaria.carluccio@univr.it symbol phone-number 045 802 8487

Centanni Silvia

symbol email silvia.centanni@univr.it symbol phone-number 045 8425460

De Mari Michele

symbol email michele.demari@univr.it symbol phone-number 045 802 8226

Frigo Paolo

symbol email paolo.frigo@univr.it

Grossi Luigi

symbol email luigi.grossi@univr.it symbol phone-number 045 802 8247

Lubian Diego

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

Mariani Francesca

symbol email francesca.mariani@univr.it symbol phone-number 045 8028736

Minozzo Marco

symbol email marco.minozzo@univr.it symbol phone-number 045 802 8234

Pichler Flavio

symbol email flavio.pichler@univr.it symbol phone-number 045 802 8273

Rossi Francesco

symbol email francesco.rossi@univr.it symbol phone-number 045 8028067

Rutigliano Michele

symbol email michele.rutigliano@univr.it symbol phone-number 0458028610

Vaona Andrea

symbol email andrea.vaona@univr.it symbol phone-number 045 8028537

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 enrolment year.

CURRICULUM TIPO:
ModulesCreditsTAFSSD
activated in the A.Y. 2015/2016
ModulesCreditsTAFSSD
6
B
SECS-P/11
9
C
SECS-S/06

1° Year

ModulesCreditsTAFSSD

2° Year activated in the A.Y. 2015/2016

ModulesCreditsTAFSSD
6
B
SECS-P/11
9
C
SECS-S/06
Modules Credits TAF SSD

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

4S001142

Coordinatore

Francesca Mariani

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

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

Period

secondo semestre dal Feb 19, 2015 al May 29, 2015.

Learning outcomes

The course is an introduction to the main theoretical models of quantitative finance with particular emphasis on the study of non arbitrage principle by introducing discrete and continuous time models. The course includes exercises on the arguments developed in MATLAB.

Prerequisites
Although no formal prerequisites for successful learning, it is recommended that you have already passed the test of Stochastic Models for finance in the first half.

Program

First part: The principle of non arbitrage and the derivatives pricing in discrete time

One period market. Arrow and Debreu securities. Portfolios of securities. Replicable securities. Complete and incomplete markets. Market equilibrium and arbitrage of the first and second kind. Non arbitrage principle and law of one price. Fundamental theorem of Finance (TFF). Risk neutral probabilities. Non arbitrage price of a security. Derivatives: definition and properties. Self financing portfolios. Multiperiod market: binomial tree model of Cox Ross and Rubinstein (CRR). Discret martingale processes. Risk neutral evaluation and replication of put and call options.

Second part: the principle of arbitrage and the derivatives pricing in continuous time

A market model in continuous time: the geometric Brownian motion. Stochastic calculus tools: stochastic differential equations. Continuous martingale processes. Normal and lognormal processes. Self financing portfolios. Replicable securities. Absence of arbitrage and completeness. Non arbitrage price of a title. Equivalent martingale measure. Girsanov's theorem. Feynman-Kac theorem. Black and Scholes Formula and its derivation. Delta hedging.

Textbooks
Teaching material is available online by accessing the e-learning page. Please refer also to the following books for the first part:
S. Pliska: Introduction to Mathematical Finance. Blackwell, 1997.
for thesecond part:
F. Menoncin: Mercati finanziari e gestione del rischio, Isedi, 2006.

Lessons
The lessons, for a total of 54 hours, are held in a classroom equipped with computers and dedicated software.

Examination Methods

The exam consists of a written test and an oral test. The written test consists in the resolution of four years. During the written test is allowed to use calculator only and you may not use lecture notes or other teaching material. Are allowed to take the oral test only students who have reported a mark greater than or equal to 16/30 in the written test.

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Type D and Type F activities

Modules not yet included

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

List of theses and work experience proposals

theses proposals Research area
Tesi di laurea magistrale - Tecniche e problemi aperti nel credit scoring Statistics - Foundational and philosophical topics
Il metodo Monte Carlo per la valutazione di opzioni americane Various topics
L'acquisto di azioni proprie Various topics
Proposte Tesi A. Gnoatto Various topics

Internships


Linguistic training CLA


Gestione carriere


Student login and resources