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 Magistrali Sep 26, 2016 Jan 13, 2017
Secondo Semestre Magistrali Feb 27, 2017 Jun 1, 2017
Exam sessions
Session From To
Appelli esami sessione invernale Jan 16, 2017 Feb 17, 2017
Appelli esami sessione estiva Jun 5, 2017 Jul 7, 2017
Appelli esami sessione autunnale Aug 28, 2017 Sep 15, 2017
Degree sessions
Session From To
Sessione autunnale Nov 30, 2016 Dec 1, 2016
Sessione invernale Apr 5, 2017 Apr 7, 2017
Sessione estiva Sep 11, 2017 Sep 13, 2017
Holidays
Period From To
Vacanze natalizie Dec 23, 2016 Jan 5, 2017
Vacanze pasquali Apr 14, 2017 Apr 18, 2017
Vacanze estive Aug 7, 2017 Aug 25, 2017

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 O P R S T V

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

De Mari Michele

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

Frigo Paolo

symbol email paolo.frigo@univr.it

Gnoatto Alessandro

symbol email alessandro.gnoatto@univr.it symbol phone-number 045 802 8537

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

Minozzo Marco

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

Noto Sergio

symbol email elefante@univr.it symbol phone-number 045 802 8008

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

Rutigliano Michele

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

Scricciolo Catia

symbol email catia.scricciolo@univr.it symbol phone-number 045 802 8341
Foto,  September 13, 2019

Taschini Luca

symbol email luca.taschini@univr.it symbol phone-number 045 802 8736

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:
activated in the A.Y. 2017/2018
ModulesCreditsTAFSSD

1° Year

ModulesCreditsTAFSSD
9
B
SECS-P/11

2° Year activated in the A.Y. 2017/2018

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

4S00489

Teacher

Luigi Grossi

Coordinatore

Luigi Grossi

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

SECS-S/03 - ECONOMIC STATISTICS

Period

Primo Semestre Magistrali dal Oct 2, 2017 al Dec 22, 2017.

Learning outcomes

The goal of the course is to introduce students to the modern econometric and time series tools for analyzing and modeling financial returns and volatility.
The course provides students with theoretical and practical knowledge of the statistical and computational skills needed for the identification, estimation and test of stochastic processes used by the financial operators to manage risk and develop investment strategies.
At the end of the course, students will be able to critically compare the price dynamic of different assets and to estimate the parameters of the stochastic processes that captures the main stylized facts observed in the financial markets.

Program

1. Financial prices and stock indexes
1.1 Price formation in financial markets
1.2 Stock indexes
- Computational methods
- Main Italian stock indexes
1.3 Correction factors for financial prices

2. Empirical Properties of Returns
2.1 Financial returns
2.2 Distributional properties of returns
2.3 Correlation properties of returns. The autocorrelation function.

3. Stochastic processes for returns
3.1 Moments: definitions and estimation
3.2 Stochastic processes for financial returns: white noise, random walk, autoregressive, moving average.
3.3 Box-Jenkins procedure: preliminary adjustments, identification, estimation and test.


4. Volatility of financial returns
4.1 Characteristics of Volatility.
4.2 Models with constant volatility and models with time-varying volatility.
4.3 Symmetric GARCH processes.

Text books
- G. M. Gallo, B. Pacini, Metodi quantitativi per i mercati finanziari, Carocci, Roma, 2013 (VII Ristampa).
- Bee M., Santi F., Finanza Quantitativa con R, Apogeo, 2013


The interaction with students will be encouraged by discussing real financial cases. Exercises will be held in the classroom by means of the freeware R statistical software and analyzing the prices of financial assets quoted in the Italian market.
All slides projected during lessons will be made available on the e-learning platform before the beginning of the course. For this reason, students are strongly invited to register to the e-learning page of the course. Lectures will be recorded. Videos will be made available the next few days to allow students to revise or to attend lessons to which they have not been able to join directly. The availability of videos is also extended to all students who are unable to attend for work reasons or because they are abroad within the Erasmus program.

Reference texts
Author Title Publishing house Year ISBN Notes
GALLO M.-PACINI B. Metodi quantitativi per i mercati finanziari Carocci editore 2002 8843023063

Examination Methods

Both the student's preparation will be evaluated as well as its ability to interpret and evaluate the results of the analyses based on the topics taught during the course.

The written test is compulsory. The structure of the test is as follows:
- one open question (up to 10 points, out of 30),
- two numerical exercises (up to 20 points, out of 30). Data will be provided for the solution of real case-studies using the basic tools learned during classes.
The oral test is optional.

Project work (optional activity. For attending students only)
It is carried out by groups of 3/4 students. The first part of the project work must be completed and sent by e-mail to the teacher for evaluation by November 13, 2017. Students will have to demonstrate that they are able to implement all the techniques studied during course through the software R.
The final version of the project work must be sent by email to the teacher for approval at least one week before the exam.
Project work should NOT be presented in the classroom.
Project Work's evaluation will entitle you to a bonus of up to 3/30 that will be added to the grade you have earned in the written test, provided the written grade is equal to or greater than 18/30. The bonus will be valid until September 2018. The bonus can be added to the written exam evaluation only once.

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

Type D and Type F activities

List of courses with unassigned period
years Modules TAF Teacher
Programming in Matlab D Not yet assigned
Programming in SAS D Not yet assigned
Programming Stata (3 cfu) D Not yet assigned
1° 2° Advanced Excel Laboratory (Verona) D Marco Minozzo (Coordinatore)
1° 2° Excel Laboratory (Verona) D Marco Minozzo (Coordinatore)

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.

Further services

I servizi e le attività di orientamento sono pensati per fornire alle future matricole gli strumenti e le informazioni che consentano loro di compiere una scelta consapevole del corso di studi universitario.


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