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 Magistrali | Oct 2, 2017 | Dec 22, 2017 |
| Secondo Semestre Magistrali | Feb 26, 2018 | May 25, 2018 |
| Session | From | To |
|---|---|---|
| Esami sessione invernale Magistrali | Jan 8, 2018 | Feb 23, 2018 |
| Esami sessione estiva Magistrali | May 28, 2018 | Jul 6, 2018 |
| Esami sessione autunnale 2018 | Aug 27, 2018 | Sep 14, 2018 |
| Session | From | To |
|---|---|---|
| Lauree sessione autunnale (validità a.a. 2016/17) | Nov 27, 2017 | Nov 28, 2017 |
| Lauree sessione invernale (validità a.a. 2016/17) | Apr 4, 2018 | Apr 6, 2018 |
| Lauree sessione estiva (validità a.a. 2017/18) | Sep 10, 2018 | Sep 11, 2018 |
| Period | From | To |
|---|---|---|
| All Saints Day | Nov 1, 2017 | Nov 1, 2017 |
| Festa Immacolata Concezione | Dec 8, 2017 | Dec 8, 2017 |
| attività sospese (Natale) | Dec 23, 2017 | Jan 7, 2018 |
| Easter break | Mar 30, 2018 | Apr 3, 2018 |
| Liberation Day | Apr 25, 2018 | Apr 25, 2018 |
| attività sospese (Festa dei lavoratori) | Apr 30, 2018 | Apr 30, 2018 |
| Labour Day | May 1, 2018 | May 1, 2018 |
| Festa Patronale | May 21, 2018 | May 21, 2018 |
| attività sospese estive | Aug 6, 2018 | Aug 24, 2018 |
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 Enrolment FAQs
Academic staff
massimo.franchetti@univr.it
paolo.frigo@univr.it
enrico.moretto@univr.it
Taschini Luca
luca.taschini@univr.it
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.
| Modules | Credits | TAF | SSD |
|---|
| Modules | Credits | TAF | SSD |
|---|
1° Year
| Modules | Credits | TAF | SSD |
|---|
2° Year activated in the A.Y. 2018/2019
| Modules | Credits | TAF | SSD |
|---|
| Modules | Credits | TAF | SSD |
|---|
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.
Financial Risk Management (2017/2018)
Teaching code
4S006189
Teacher
Coordinatore
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Period
Secondo Semestre Magistrali dal Feb 26, 2018 al May 25, 2018.
Learning outcomes
The goal of the lecture is to present the theoretical foundations and the models employed by financial institutions to manage different sources of financial risk. A particular focus will be put on numerical methods (Monte Carlo simulations) and their implementation using modern IT-Tools (Java, Eclipse).
Program
Part 0
Introduction: Risk Management – intersection between Mathematics, IT and regulation
Part 1 Monte Carlo Methods
Monte Carlo integration (code)
Generation of randon draws and discretization of stochastic processes (code)
Variance reduction techniques (code)
Part 2 Market Risk
Introduction: IR, Equity, FX, Commodities, Options
Risk Measures: general theory
VaR/ES calculation
1) Historical approach (code)
2) Analytical approach
3) Monte Carlo simulations (code)
Optional: Basel II regulations
Part 3 Credit Risk
Basic risks in a default-free setting: duration and convexity
Structural Models
Rating based models
Optional: Basel II regulations
Part 4 Counterparty Credit Risk Funding and collateral (xVA)
CVA DVA
FVA
Monte Carlo for xVA (code)
Optional: Basel III/Basel IV regulations
| Author | Title | Publishing house | Year | ISBN | Notes |
|---|---|---|---|---|---|
| A. F. McNeil, R. Frey, P. Embrechts | Quantitative Risk Management:Concepts, Techniques and Tools | Princeton University Press | 2015 | ||
| John C. Hull | Risk Management e Istituzioni Finanziarie (Edizione 4) | LUISS University Press | 2015 | 978-88-6105-223-9 |
Examination Methods
The final exam consists of
a) a project work to be completed individually or in small groups.
b) a written exam.
Type D and Type F activities
| years | Modules | TAF | Teacher | |
|---|---|---|---|---|
| 1° | An Introduction to the History of Economics and Business Economics | D |
Sergio Noto
(Coordinatore)
|
|
| 1° | Introduction to dynamic optimization with economic applications | D | Not yet assigned | |
| 1° 2° | Python Laboratory | D |
Marco Minozzo
(Coordinatore)
|
|
| 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.
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 |
