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 28, 2015 Jan 8, 2016
Secondo Semestre Magistrali Feb 22, 2016 Jun 1, 2016
Exam sessions
Session From To
appelli sessione invernale Jan 11, 2016 Feb 13, 2016
appelli sessione estiva Jun 6, 2016 Jul 9, 2016
Appelli sessione autunnale Aug 29, 2016 Sep 16, 2016
Degree sessions
Session From To
sessione autunnale Dec 11, 2015 Dec 18, 2015
sessione invernale Apr 6, 2016 Apr 8, 2016
sessione estiva Sep 13, 2016 Sep 14, 2016
Holidays
Period From To
vacanze natalizie Dec 23, 2015 Jan 5, 2016
vacanze pasquali Mar 25, 2016 Mar 29, 2016
vacanze estive Aug 8, 2016 Aug 27, 2016

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 Enrollment FAQs

Academic staff

B C D F G L M O P R S V
Foto profilo,  September 20, 2017

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

Campolmi Alessia

symbol email alessia.campolmi@univr.it symbol phone-number 045 802 8071

Carluccio Emanuele Maria

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

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

Oliva Immacolata

symbol email immacolata.oliva@univr.it symbol phone-number +39 0458028768

Pichler Flavio

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

Renò Roberto

symbol email roberto.reno@univr.it symbol phone-number 045 802 8526

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

Scricciolo Catia

symbol email catia.scricciolo@univr.it symbol phone-number 045 8028341

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:

1° Year 

ModulesCreditsTAFSSD
9
B
SECS-P/11

2° Year   activated in the A.Y. 2016/2017

ModulesCreditsTAFSSD
activated in the A.Y. 2016/2017
ModulesCreditsTAFSSD
Modules Credits TAF SSD
Between the years: 1°- 2°

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

4S02482

Coordinator

Marco Minozzo

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

SECS-S/01 - STATISTICS

Period

primo semestre dal Sep 28, 2015 al Jan 8, 2016.

Learning outcomes

The course provides to students in economics and finance an overview of the theory of probability at an intermediate level.
Prerequisite to the course is an elementary knowledge of probability at the level of an undergraduate first or second year introductory course in probability and statistics.
In particular, a basic knowledge of the following topics is recommended: most common univariate discrete and continuous distributions; weak law of large numbers; central limit theorem.
The final objective of the course is to give an introduction to the advanced theory of conditional expectation, of stochastic processes in the discrete and continuous time domains and to stochastic integration.

Program

Probability spaces and Kolmogorov’s axioms: sigma-algebras; event trees; elementary conditional probability; Bayes theorem; independence.

Random variables: discrete, absolutely continuous and singular random variables; expectation; Tchebycheff inequality; Jensen inequality; moment generating function.

Multidimensional random variables: multidimensional discrete and continuous random variables; joint distribution function; joint density function; marginal and conditional distributions; marginal and conditional densities; independence; covariance; coefficient of correlation of Bravais; Cauchy-Schwarz inequality; joint moment generating function.

Distributions of functions of random variables: transformations of random variables; method of the distribution function; distribution of the minimum and the maximum; method of the moment generating function; log-normal distribution; probability integral transform; transformations of vectors of random variables.

Limits of random variables: infinite series of random variables; convergence in probability, in distribution, with probability one (almost surely) and in mean; weak law of large numbers and law of large numbers of Bernoulli for relative frequencies; central limit theorem; Borel’s lemma and Borel’s strong law of large numbers; order statistics; empirical distribution function.

Conditional expectation: conditional probability and conditional expectation with respect to a finite partition; conditional expectation with respect to a sigma-algebra.

Discrete time martingales: filtrations; martingales on finite probability spaces; martingales and stopping times; betting strategies and impossibility of a winning betting strategy.

Continuous time stochastic processes: definitions and finite-dimensional distributions; filtrations; adapted processes; filtrations generated by a stochastic process; stationary processes; processes with stationary increments and with independent increments; counting processes and Poisson processes; Gaussian processes and Wiener processes (Brownian motions); Wiener process as a limit of a random walk; properties and irregularities of the sample trajectories (non derivability and infinite variation); Markov processes, transition probabilities and Chapman-Kolmogorov equations; continuous time martingales.

Stochastic integrals: overview of Riemann-Stiltjes integral; definition and properties of Itô’s integral; Itô’s formula, properties and applications; martingales associated to a Wiener process; diffusions; geometric Brownian motion; Radom-Nikodym derivative; Girsanov's theorem.


The course consists of a series of lectures (54 hours).
All classes are essential to a proper understanding of the topics of the course.
The working language is Italian.

Reference texts
Author Title Publishing house Year ISBN Notes
W. Feller An Introduction to Probability Theory and Its Applications, Volume 1 (Edizione 3) Wiley 1968
S. Lipschutz Calcolo delle Probabilità, Collana Schaum ETAS Libri 1975
P. Baldi Calcolo delle Probabilità e Statistica (Edizione 2) Mc Graw-Hill 1998 8838607370
T. Mikosch Elementary Stochastic Calculus With Finance in View World Scientific, Singapore 1999
R. V. Hogg, A. T. Craig Introduction to Mathematical Statistics (Edizione 5) Macmillan 1994
D. M. Cifarelli Introduzione al Calcolo delle Probabilità McGraw-Hill, Milano 1998
A. M. Mood, F. A. Graybill, D. C. Boes Introduzione alla Statistica McGraw-Hill, Milano 1991
G. R. Grimmett, D. R. Stirzaker One Thousand Exercises in Probability Oxford University Press 2001 0198572212
A. N. Shiryaev Probability (Edizione 2) Springer, New York 1996
G. R. Grimmett, D. R. Stirzaker Probability and Random Processes (Edizione 3) Oxford University Press 2001 0198572220
J. Jacod, P. Protter Probability Essentials Springer, New York 2000
S. E. Shreve Stochastic Calculus for Finance II: Continuous-Time Models Springer, New York 2004
S. E. Shreve Stochastic Calculus for Finance I: The Binomial Asset Pricing Model Springer, New York 2004
B. V. Gnedenko Teoria della Probabilità Editori Riuniti Roma 1979

Examination Methods

For the official examination both written and oral sessions are mandatory.
The course is considered completed if the candidate has done the written test and passed the oral exam.
Students that has received at least 15 out of 30 in the written exam are allowed to attend the oral exam.

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

Teaching materials e documents

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
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

Linguistic training CLA


Gestione carriere


Internships


Student login and resources