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.
Course calendar
The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..
Period | From | To |
---|---|---|
primo semestre (lauree magistrali) | Oct 4, 2021 | Dec 17, 2021 |
secondo semestre (lauree magistrali) | Feb 21, 2022 | May 13, 2022 |
Session | From | To |
---|---|---|
sessione invernale | Jan 10, 2022 | Feb 18, 2022 |
sessione estiva | May 23, 2022 | Jul 8, 2022 |
sessione autunnale | Aug 22, 2022 | Sep 23, 2022 |
Session | From | To |
---|---|---|
sessione autunnale (validità a.a. 2020/2021) | Dec 6, 2021 | Dec 10, 2021 |
sessione invernale (validità a.a. 2020/2021) | Apr 6, 2022 | Apr 8, 2022 |
sessione estiva (validità a.a. 2021/2022) | Sep 5, 2022 | Sep 6, 2022 |
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.
Should you have any doubts or questions, please check the Enrollment FAQs
Academic staff
Santi Flavio
flavio.santi@univr.it 045 802 8239Study 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.
1° Year
Modules | Credits | TAF | SSD |
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2° Year activated in the A.Y. 2022/2023
Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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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.
Derivatives (2022/2023)
Teaching code
4S02483
Teacher
Coordinator
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Period
Primo semestre (lauree magistrali) dal Oct 3, 2022 al Dec 23, 2022.
Learning objectives
The course is prepared for students who followed the courses “Stochastic Models for Finance” and “Mathematical Finance”. The Black-Scholes model is considered a prerequisite. The objective of the course is to describe and analyze the main mathematical models used for the valuation of financial derivatives. The course is divided into four pillars, which correspond to the four main financial markets: interest rate derivatives, credit derivatives, equity derivatives and FX derivatives. The course will also introduce practical tools for the implementation of the mathematical models with standard scientific software, and the calibration of these models to market data.
Prerequisites and basic notions
Financial Mathematics: strongly recommended
Program
1. The Black and Scholes model
a. Absence of arbitrage and risk-neutral probabilities
b. Lognormal model
c. Option valuation
d. Hedging
2. Interest rate derivatives
a. FRA, swaps
b. Black's model: caps, floors, swaptions
c. Short term models: Vasicek, CIR
d. Currency options
3. Credit derivatives
a. Exponential distribution and stopping times
b. Reduced form models for credit risk
c. Risky bonds evaluation
d. Credit default swaps
f. Credit Valuation Adjustment
4. Stochastic volatility models
a. The limitations of the Black and Scholes model
b. Stochastic volatility in continuous time: Hull and White, Heston, SABR
c. Model free implied volatility: the VIX index
Bibliography
Didactic methods
Teaching in class
Learning assessment procedures
Written exam + Project Work
** In case of sanitary emergency
In case the exam cannot be given because of sanitary emergency linked to the Covid-19 pandemic, the exam can be given in different forms, including online.
Evaluation criteria
The written exam will evaluate the solution of exercises.
The Project Work, to be decided with the Teacher, is a small paper, with length less than 10 pages, dealing with one of the following jobs:
1) application of a model to market data
2) a simulation or numerical approximation of proposed models
3) the valuation of a contract involving derivatives
4) a valuable discussion of some part of the theory
5) the discussion of a recent scientific article
The Project Work needs to be completed to gain access to the written exam. It can be re-submitted. The final valuation will use the latest Project Work submitted.
Criteria for the composition of the final grade
Written exam (70%) + Project Work (30%).
Exam language
Italiano
Type D and Type F activities
Nei piani didattici di ciascun Corso di studio è previsto l’obbligo di conseguire un certo numero di crediti formativi mediante attività a scelta (chiamate anche "di tipologia D e F").
Oltre che in insegnamenti previsti nei piani didattici di altri corsi di studio e in certificazioni linguistiche o informatiche secondo quanto specificato nei regolamenti di ciascun corso, tali attività possono consistere anche in iniziative extracurriculari di contenuto vario, quali ad esempio la partecipazione a un seminario o a un ciclo di seminari, la frequenza di laboratori didattici, lo svolgimento di project work, stage aggiuntivo, eccetera.
Come per ogni altra attività a scelta, è necessario che anche queste non costituiscano un duplicato di conoscenze e competenze già acquisite dallo studente.
Quelle elencate in questa pagina sono le iniziative extracurriculari che sono state approvate dal Consiglio della Scuola di Economia e Management e quindi consentono a chi vi partecipa l'acquisizione dei CFU specificati, alle condizioni riportate nelle pagine di dettaglio di ciascuna iniziativa.
Si ricorda in proposito che:
- tutte queste iniziative richiedono, per l'acquisizione dei relativi CFU, il superamento di una prova di verifica delle competenze acquisite, secondo le indicazioni contenute nella sezione "Modalità d'esame" della singola attività;
- lo studente è tenuto a inserire nel proprio piano degli studi l'attività prescelta e a iscriversi all'appello appositamente creato per la verbalizzazione, la cui data viene stabilita dal docente di riferimento e pubblicata nella sezione "Modalità d'esame" della singola attività.
COMPETENZE TRASVERSALI
Scopri i percorsi formativi promossi dal Teaching and learning centre dell'Ateneo, destinati agli studenti iscritti ai corsi di laurea, volti alla promozione delle competenze trasversali: https://talc.univr.it/it/competenze-trasversali
ATTENZIONE: Per essere ammessi a sostenere una qualsiasi attività didattica, inlcuse quelle a scelta, è necessario essere iscritti all'anno di corso in cui essa viene offerta. Si raccomanda, pertanto, ai laureandi delle sessioni di dicembre e aprile di NON svolgere attività extracurriculari del nuovo anno accademico, cui loro non risultano iscritti, essendo tali sessioni di laurea con validità riferita all'anno accademico precedente. Quindi, per attività svolte in un anno accademico cui non si è iscritti, non si potrà dar luogo a riconoscimento di CFU.
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | The fashion lab (1 ECTS) | D |
Caterina Fratea
(Coordinator)
|
1° 2° | The fashion lab (2 ECTS) | D |
Caterina Fratea
(Coordinator)
|
1° 2° | The fashion lab (3 ECTS) | D |
Caterina Fratea
(Coordinator)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Marketing plan | D |
Virginia Vannucci
(Coordinator)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Internationalization and Sustainability. Friends or Enemies? | D |
Angelo Zago
(Coordinator)
|
1° 2° | Internationalization and Sustainability. Friends or Enemies? | D |
Angelo Zago
(Coordinator)
|
1° 2° | Internationalization and Sustainability. Friends or Enemies? | D |
Angelo Zago
(Coordinator)
|
1° 2° | Data Analysis Laboratory with R (Verona) | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Data Visualization Laboratory | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Python Laboratory | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Advanced Excel Laboratory (Verona) | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Excel Laboratory (Verona) | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Samsung Innovation Camp | D |
Marco Minozzo
(Coordinator)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Business & Predictive Analytics for International Firms (with Excel Applications) - 2021/2022 | D |
Angelo Zago
(Coordinator)
|
1° 2° | What paradigms beyond the pandemic? Individual vs. Society, Private vs. Public | D |
Federico Brunetti
(Coordinator)
|
1° 2° | Elements of Financial Risk Management - 2021/2022 | D |
Claudio Zoli
(Coordinator)
|
1° 2° | Integrated Financial Planning | D |
Riccardo Stacchezzini
(Coordinator)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | The fashion lab (1 ECTS) | D |
Caterina Fratea
(Coordinator)
|
1° 2° | The fashion lab (2 ECTS) | D |
Caterina Fratea
(Coordinator)
|
1° 2° | The fashion lab (3 ECTS) | D |
Caterina Fratea
(Coordinator)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | La metodologia SEM applicata allo studio della relazione tra gestione del rischio e performance nelle PMI | D |
Cristina Florio
(Coordinator)
|
1° 2° | Laboratory on research methods for business | D |
Cristina Florio
(Coordinator)
|
1° 2° | Machine learning and quantum computing with some applications in mathematical finance | D |
Alessandro Gnoatto
(Coordinator)
|
years | Modules | TAF | Teacher | |
---|---|---|---|---|
1° | Programming in Matlab | D |
Marco Minozzo
(Coordinator)
|
|
1° 2° | How to Enter in a Foreign Market. Theory and Applications - 2021/2022 | D |
Angelo Zago
(Coordinator)
|
|
1° 2° | Introduction to Java programming | D |
Alessandro Gnoatto
(Coordinator)
|
|
1° 2° | Data Science Laboratory with SAP | D |
Marco Minozzo
(Coordinator)
|
|
1° 2° | Programming in SAS | D |
Marco Minozzo
(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
List of thesis proposals
theses proposals | Research area |
---|---|
Tesi di laurea magistrale - Tecniche e problemi aperti nel credit scoring | Statistics - Foundational and philosophical topics |
Fattori ESG e valutazione d'azienda | Various topics |
Il metodo Monte Carlo per la valutazione di opzioni americane | Various topics |
Il Minimum Requirement for own funds and Eligible Liabilities (MREL) | Various topics |
L'acquisto di azioni proprie | Various topics |
Proposte Tesi A. Gnoatto | Various topics |