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.

A.A. 2018/2019

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 lauree magistrali Oct 1, 2018 Dec 21, 2018
secondo semestre lauree magistrali Feb 25, 2019 May 31, 2019
Exam sessions
Session From To
sessione invernale lauree magistrali Jan 7, 2019 Feb 22, 2019
sessione estiva lauree magistrali May 27, 2019 Jul 5, 2019
Sessione autunnale Aug 26, 2019 Sep 13, 2019
Degree sessions
Session From To
Sessione autunnale (validità a.a. 2017/18) Dec 6, 2018 Dec 7, 2018
Sessione invernale (validità a.a. 2017/18) Apr 3, 2019 Apr 5, 2019
Sessione estiva (validità a.a. 2018/19) Sep 10, 2019 Sep 11, 2019
Holidays
Period From To
Festa di Ognissanti Nov 1, 2018 Nov 1, 2018
Festa dell’Immacolata Dec 8, 2018 Dec 8, 2018
Vacanze di Natale Dec 22, 2018 Jan 6, 2019
Vacanze di Pasqua Apr 19, 2019 Apr 23, 2019
Festa della liberazione Apr 25, 2019 Apr 25, 2019
Festa del lavoro May 1, 2019 May 1, 2019
Festa del Santo Patrono - S. Zeno May 21, 2019 May 21, 2019
Attività sospese (vacanze estive) Aug 5, 2019 Aug 23, 2019

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 O P R S T V Z

Bottiglia Roberto

roberto.bottiglia@univr.it 045 802 8224

Bracco Emanuele

emanuele.bracco@univr.it 045 802 8293

Brunetti Federico

federico.brunetti@univr.it 045 802 8494

Cantele Silvia

silvia.cantele@univr.it 045 802 8220 (VR) - 0444 393943 (VI)

Carluccio Emanuele Maria

emanuelemaria.carluccio@univr.it 045 802 8487

Castellani Paola

paola.castellani@univr.it 045 802 8127

Confente Ilenia

ilenia.confente@univr.it 045 802 8174

De Mari Michele

michele.demari@univr.it 045 802 8226

Faccincani Lorenzo

lorenzo.faccincani@univr.it 045 802 8610

Fiorentini Riccardo

riccardo.fiorentini@univr.it 0444 393934 (VI) - 045 802 8335(VR)

Gnoatto Alessandro

alessandro.gnoatto@univr.it 045 802 8537

Lubian Diego

diego.lubian@univr.it 045 802 8419

Messina Sebastiano Maurizio

sebastianomaurizio.messina@univr.it 045 802 8052

Minozzo Marco

marco.minozzo@univr.it 045 802 8234

Mion Giorgio

giorgio.mion@univr.it 045.802 8172

Ortoleva Maria Grazia

mariagrazia.ortoleva@univr.it 045 802 8052

Pichler Flavio

flavio.pichler@univr.it 045 802 8273

Renò Roberto

roberto.reno@univr.it 045 802 8526

Roffia Paolo

paolo.roffia@univr.it 045 802 8012

Rossi Francesco

francesco.rossi@univr.it 045 8028067

Scricciolo Catia

catia.scricciolo@univr.it 045 802 8341

Signori Paola

paola.signori@univr.it 0444 393942 (VI) 045 802 8492 (VR)

Taschini Luca

luca.taschini@univr.it 045 802 8736

Zago Angelo

angelo.zago@univr.it 045 802 8414

Zoli Claudio

claudio.zoli@univr.it 045 802 8479

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:
ModulesCreditsTAFSSD
6
B
(SECS-P/09)
9
B
(SECS-S/03)
Stage
6
F
-
Final exam
15
E
-

2° Year

ModulesCreditsTAFSSD
6
B
(SECS-P/09)
9
B
(SECS-S/03)
Stage
6
F
-
Final exam
15
E
-
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.




SPlacements in companies, public or private institutions and professional associations

Teaching code

4S001142

Coordinatore

Luca Taschini

Credits

9

Scientific Disciplinary Sector (SSD)

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

Language

Italian

Period

secondo semestre lauree magistrali dal Feb 25, 2019 al May 31, 2019.

Learning outcomes

The course offers an introduction to arbitrage theory and its applications to financial derivatives pricing in discrete and continuous time.

Program

First part: No arbitrage principle in discrete time

1) Binomial model (one-period and multi-period)
a) Portfolio and no-arbitrage pricing
b) Contingent claims
c) Risk neutral valuation
2) The absence of arbitrage
3) First and Second Fundamental Theorems
4) Martingale pricing
5) Market completeness

Second part: No-arbitrage principle in continuous time

1) Stochastic calculus: stochastic differential equations (basics)
2) Martingales
3) Girsanov Theorem
4) Feynman-Kac Theorem
5) Self-financing portfolios
6) No-arbitrage pricing
7) The Black-Scholes formula and its derivation.
8) Delta-hedging

Textbooks and references
1) Bjork, T., Arbitrage theory in continuous time, 2nd Edition, Oxford University Press, 2004.
2) F. Menoncin: Mercati finanziari e gestione del rischio. Isedi, 2006.

Bibliografia

Reference texts
Author Title Publishing house Year ISBN Notes
T. Bjork Arbitrage theory in continuous time (Edizione 3) Oxford University Press 2009 978-0-199-57474-2
Desmond J. Higham e Nicholas J. Higham MATLAB Guide SIAM 2005
F. Menoncin Mercati finanziari e gestione del rischio Isedi 2006

Examination Methods

There is a written test.

The test consists of exercises and a theoretical question. The use of calculators is allowed during the test.

Pass requires an 18/30 mark.

Type D and Type F activities

List of courses with unassigned period
years Modules TAF Teacher
Data discovery for business decisions D Claudio Zoli (Coordinatore)
Elements of financial risk management D Claudio Zoli (Coordinatore)
Introduction to business plan D Paolo Roffia (Coordinatore)
SFIDE - Europe D Claudio Zoli (Coordinatore)
1° 2° Advanced risk and portfolio management bootcamp (online) (3 cfu) D Roberto Renò (Coordinatore)
1° 2° Advanced risk and portfolio management bootcamp (onsite) (6 cfu) D Roberto Renò (Coordinatore)
1° 2° Convegno "gli scambi commerciali con l'estero: questioni fiscali, doganali e contrattuali" D Sebastiano Maurizio Messina (Coordinatore)
1° 2° Ineka conference 2019 teamworking membership D Federico Brunetti (Coordinatore)
1° 2° Introduction to Java programming D Alessandro Gnoatto (Coordinatore)
1° 2° Data Visualization Laboratory D Marco Minozzo (Coordinatore)
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)
1° 2° "le grandi trasformazioni degli anni '60-'70 e l'italia cinquant'anni dopo" D Angelo Zago (Coordinatore)
1° 2° Social responsibility model for the restaurants' ecosystems D Silvia Cantele (Coordinatore)
1° 2° Marketing Plan D Ilenia Confente (Coordinatore)
1° 2° Polis - festival biblico in universita' D Giorgio Mion (Coordinatore)
1° 2° Programming in Matlab D Diego Lubian (Coordinatore)
1° 2° Programming in R D Diego Lubian (Coordinatore)
1° 2° Programming Stata (3 cfu) D Diego Lubian (Coordinatore)
1° 2° Quality and problem solving in business organizations D Paola Castellani (Coordinatore)
1° 2° (click to insert) La competitività regionale e le sue risorse endogene: il concetto di capitale territoriale D Riccardo Fiorentini (Coordinatore)
1° 2° Soft skills in action D Paola Signori (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.

Gestione carriere


Internships


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

Linguistic training CLA


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.