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.

Study Plan

A.A. 2024/2025 A.A. 2023/2024 A.A. 2022/2023 A.A. 2021/2022 A.A. 2020/2021 A.A. 2019/2020 A.A. 2018/2019 A.A. 2017/2018 A.A. 2016/2017 A.A. 2015/2016 A.A. 2014/2015 A.A. 2013/2014 A.A. 2012/2013 A.A. 2011/2012 A.A. 2010/2011 A.A. 2009/2010

This information is intended exclusively for students already enrolled in this course.
If you are a new student interested in enrolling, you can find information about the course of study on the course page:

Laurea magistrale in Banca e finanza - Enrollment from 2025/2026

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:

1° Year 

ModulesCreditsTAFSSD
9
B
SECS-P/05
9
B
SECS-P/11
6
B
SECS-P/01
9
B
SECS-S/06
9
B
SECS-S/06
9
B
SECS-S/01
9
D
-

2° Year   activated in the A.Y. 2013/2014

ModulesCreditsTAFSSD
9
C
SECS-S/06
9
B
IUS/04
9
C
SECS-S/06
6
B
SECS-S/06
6
B
SECS-P/11
6
F
-
15
E
-
activated in the A.Y. 2013/2014
ModulesCreditsTAFSSD
9
C
SECS-S/06
9
B
IUS/04
9
C
SECS-S/06
6
B
SECS-S/06
6
B
SECS-P/11
6
F
-
15
E
-

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.

A Basic activities
B Characterizing activities
C Related or complementary activities
D Activities to be chosen by the student
E Final examination
F Other training activities
S Placements in companies, public or private institutions and professional associations

Financial statistics  (2013/2014)

Teaching code

4S00489

Teacher

Luigi Grossi

Coordinator

Luigi Grossi

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

SECS-S/03 - ECONOMIC STATISTICS

Period

primo semestre dal Sep 23, 2013 al Jan 10, 2014.

Location

VERONA

Seminars 0

Learning outcomes

The goal of the course is to introduce student in modern econometric and time series tools for analyzing and modeling of quantitative financial information.
The course provides students with theoretical and practical knowledge of the statistical and computational skills needed for the creation, implementation, and evaluation of the time series models used by the financial sector to manage risk and develop investment strategies.

Program

1. Prices and stock indexes

2. Stylized facts of financial returns

3. Linear and non-linear models for financial returns

4. Volatility models

5. Elements of forecasting


Suggested textbooks
- G. M. Gallo, B. Pacini, Metodi quantitativi per i mercati finanziari, Carocci, Roma, 2002.
- Bee M., Santi F., Finanza Quantitativa con R, Apogeo, 2013


Types of classes: lectures, seminars and exercises

Examination Methods

Written exam. Oral exam is optional.

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