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

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

ModulesCreditsTAFSSD
12
A
MAT/02 ,MAT/03
12
A
MAT/05
12
A
FIS/01
6
B
MAT/01
12
A
INF/01
6
E
-

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

ModulesCreditsTAFSSD
6
A
MAT/02
12
B
MAT/05
12
B
MAT/08
6
B
MAT/03
6
B
MAT/07
6
B
MAT/06
One course chosen from the following two
6
C
SECS-P/01
6
C
FIS/01
One course chosen from the following two
6
C
MAT/07
6
C
SECS-P/01

3° Year  activated in the A.Y. 2014/2015

ModulesCreditsTAFSSD
One course of 12 ECTS or two courses of 6 ECTS chosen from the following three
12
C
SECS-S/06
6
C
MAT/07
6
C
MAT/05
6
C
MAT/06 ,SECS-P/05
6
C
SECS-S/06
6
B
MAT/06
6
B
MAT/08
Prova finale
6
E
-
activated in the A.Y. 2013/2014
ModulesCreditsTAFSSD
6
A
MAT/02
12
B
MAT/05
12
B
MAT/08
6
B
MAT/03
6
B
MAT/07
6
B
MAT/06
One course chosen from the following two
6
C
SECS-P/01
6
C
FIS/01
One course chosen from the following two
6
C
MAT/07
6
C
SECS-P/01
activated in the A.Y. 2014/2015
ModulesCreditsTAFSSD
One course of 12 ECTS or two courses of 6 ECTS chosen from the following three
12
C
SECS-S/06
6
C
MAT/07
6
C
MAT/05
6
C
MAT/06 ,SECS-P/05
6
C
SECS-S/06
6
B
MAT/06
6
B
MAT/08
Prova finale
6
E
-
Modules Credits TAF SSD
Between the years: 1°- 2°- 3°
Other activities
6
F
-
Between the years: 1°- 2°- 3°
12
D
-

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 mathematics  (2014/2015)

Teaching code

4S00393

Teacher

Luigi Malachini

Coordinator

Luigi Malachini

Credits

12

Language

Italian

Scientific Disciplinary Sector (SSD)

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

Period

I sem. dal Oct 1, 2014 al Jan 30, 2015.

Seminars 0

Learning outcomes

This course presents the basic models for the analysis and evaluation of financial operations, both under conditions of certainty and randomness. The main goal of the course is to equip the student with the ability to model and solve some basic mathematical problems, commonly encountered in the financial practice.

Program

1. Financial operations. Present and future value. Simple and compound interest. Spot and forward rates. Market rates.
2. Present value of a cash flow. Amortizement of a debt. Computation of the instalments. Choice criteria among cash flows: Net Present Value and Internal Rate of Return. Fixed and floating rate mortgages. Coupon bonds and term structure. Immunization, duration and convexity.
3. Portfolio selection. Investing in stocks. Expected return and volatility of a portfolio. Risk aversion and Markowitz criterium. Efficient portfolios when investing in: a stock and a bond, two stocks, two stocks and a bond. Constrained optimization techniques (Lagrange) Covariance matrix and efficient portfolios with N stocks. The Capital Market Line and the Capital Asset Pricing Model.
4. Derivatives

Examination Methods

Written

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