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

A 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)

Frigo Paolo

paolo.frigo@univr.it

Gnoatto Alessandro

alessandro.gnoatto@univr.it 045 802 8537

Grossi Luigi

luigi.grossi@univr.it 045 802 8247

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

4S02482

Coordinatore

Marco Minozzo

Credits

9

Scientific Disciplinary Sector (SSD)

SECS-S/01 - STATISTICS

Language

Italian

Period

primo semestre lauree magistrali dal Oct 1, 2018 al Dec 21, 2018.

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; Chebyshev 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.

TEXTBOOKS

- A. M. Mood, F. A. Graybill, D. C. Boes (1991). Introduzione alla Statistica. McGraw-Hill, Milano.
- B. V. Gnedenko (1979). Teoria della Probabilità. Editori Riuniti, Roma.
- R. V. Hogg, A. T. Craig (1994). Introduction to Mathematical Statistics, 5th Edition. Macmillan.
- A. N. Shiryaev (1996). Probability, 2nd Edition. Springer, New York.
- S. E. Shreve (2004). Stochastic Calculus for Finance II: Continuous-Time Models. Springer, New York.
- S. E. Shreve (2004). Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. Springer, New York.

SUPPORTING MATERIAL

Other supporting material, written records of the lessons, handouts, exercises and past exam papers with solutions will be distributed during the course and will be made available on the E-learning platform of the University.

READING LIST

- P. Baldi (2011). Calcolo delle Probabilità, 2a Edizione. Mc Graw-Hill, Milano.
- D. M. Cifarelli (1998). Introduzione al Calcolo delle Probabilità. Mc Graw-Hill, Milano.
- W. Feller (1968). An Introduction to Probability Theory and Its Applications, Volume 1, 3rd Edition. Wiley.
- B. V. Gnedenko (1979). Teoria della Probabilità. Editori Riuniti, Roma.
- G. R. Grimmett, D. R. Stirzaker (1991). Probability and Random Processes, Solved Problems, 2nd Edition. The Claredon Press, Oxford University Press.
- G. R. Grimmett, D. R. Stirzaker (2001). Probability and Random Processes, 3rd Edition. Oxford University Press.
- G. R. Grimmett, D. R. Stirzaker (2001). One Thousand Exercises in Probability. Oxford University Press.
- J. Jacod, P. Protter (2000). Probability Essentials. Springer, New York.
- S. Lipschutz (1975). Calcolo delle Probabilità, Collana Schaum. ETAS Libri.
- T. Mikosch (1999). Elementary Stochastic Calculus With Finance in View. World Scientific, Singapore.

STUDY GUIDE

Detailed indications, regarding the use of the textbooks, will be given during the course.

PREREQUISITES

Students are supposed to have acquired all notions and basic concepts usually taught in a first undergraduate university course in probability and statistics: main discrete and continuous univariate distributions, main limit theorems such as the weak law of large numbers and the central limit theorem.

EXERCISES

Exercises are an integral part of the course and are necessary to an adequate understanding of the topics.

TEACHING METHODS

Course load is equal to 54 hours (equal to 9 ECTS). All classes are essential to a proper understanding of the topics of the course. The working language is Italian.

TUTORING ACTIVITIES

In addition to lessons and exercise hours, before each exam session there will be tutoring hours devoted to revision. More detailed information will be available during the course.

Bibliografia

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
P. Baldi Calcolo delle Probabilità (Edizione 2) McGraw-Hill 2011 9788838666957
S. Lipschutz Calcolo delle Probabilità, Collana Schaum ETAS Libri 1975
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
G. R. Grimmett, D. R. Stirzaker Probability and Random Processes: Solved Problems (Edizione 2) The Clarendon Press, Oxford University Press, New York 1991
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

The final exam consists of a written test (of two hours and 30 minutes) followed by an oral session (of approximately 30 minutes). Both written and oral sessions are mandatory. For the written test, students can use a scientific calculator; any other material (books, notes, etc.) is forbidden. To be admitted to the oral session, students must receive at least 15 out of 30 in the written test. Contents, assessment methods and criteria are the same for all students and do not depend on the number of classes attended.

Teaching materials

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° 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.

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

Gestione carriere


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.