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 Oct 2, 2017 Dec 22, 2017
Secondo Semestre Magistrali Feb 26, 2018 May 25, 2018
Exam sessions
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
Degree sessions
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
Holidays
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.

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:
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

4S02483

Coordinatore

Roberto Renò

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

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

Period

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

Learning outcomes

The course is prepared for students who followed the courses “Stochastic Models for Finance” and “Mathematical Finance”. The Black-Scholes model is considered a prerequisite.

The objective of the course is to describe and analyze the main mathematical models used for the valuation of financial derivatives. The course is divided into four pillars, which correspond to the four main financial markets: interest rate derivatives, credit derivatives, equity derivatives and FX derivatives. The course will also introduce practical tools for the implementation of the mathematical models with standard scientific software, and the calibration of these models to market data.

Program

1. Interest rate derivatives a. Absence of arbitrage and risk-neutral probabilities b. FRA, swaps c. Black's model: caps, floors, swaptions d. Short term models: Vasicek, CIR e. Forward measure f. The “double curve” model 2. Credit derivatives a. Exponential distribution b. Poisson processes c. Reduced form models for credit risk d. Risky bonds evaluation e. Credit default swaps f. Credit Valuation Adjustment 3. Equity derivatives a. The limitations of the Black & Scholes model b. Greeks c. Stochastic volatility in discrete time d. Stochastic volatility in continuous time: Hull and White, Heston, SABR e. Model free implied volatility: the VIX index f. Multi-factor and jump-diffusion models 4. Derivati su valute a. The Garman-Kolhagen formula b. Currency swaps c. Quotation methods d. Exotics e. The Vanna-Volga model Textbook: Hull, Options Futures and Other Derivatives, Pearson Ed. Additional reading: Brigo e Mercurio, Interest Rate Models-theory and Practice: With Smile, Inflation and Credit, Springer Ed. Brigo, Morini, Pallavicini, Counterparty Credit Risk, Collateral and Funding, Wiley Ed. Castagna, FX Options and Smile Risk, Wiley Ed.

Reference texts
Author Title Publishing house Year ISBN Notes
HULL J. Opzioni, futures e altri derivati (Edizione 8) Pearson Education Italia, Prentice Hall, Milano 2012 9788871927794

Examination Methods

Written exam (70%) + Project Work (30%).
The Project Work, to be decided with the Teacher, is a small paper, with length less than 10 pages, dealing with one of the following jobs:
1) application of a model to market data
2) a simulation or numerical approximation of proposed models
3) the valuation of a contract involving derivatives
4) a valuable discussion of some part of the theory
5) the discussion of a recent scientific article
The Project Work needs to be completed to gain access to the written exam.

Type D and Type F activities

List of courses with unassigned period
years Modules TAF Teacher
An Introduction to the History of Economics and Business Economics D Sergio Noto (Coordinatore)
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.

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
Proposte Tesi A. Gnoatto Various topics

Linguistic training CLA


Gestione carriere


Internships


Area riservata studenti