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 lauree magistrali | Oct 1, 2018 | Dec 21, 2018 |
secondo semestre lauree magistrali | Feb 25, 2019 | May 31, 2019 |
Session | From | To |
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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 |
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 |
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.
Academic staff
Peluso Eugenio
eugenio.peluso@univr.it 045 8028104Study 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 enrollment year.
1° Year
Modules | Credits | TAF | SSD |
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2° Year activated in the A.Y. 2019/2020
Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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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.
Quantitative models for business management (2018/2019)
Teaching code
4S003751
Teacher
Coordinator
Credits
9
Language
English
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 aim of the lecture is to analyze the most important financial instruments typically employed for the management of interest rate and foreign exchange (FX) risk. Such risks influence the profitability of firms who are active on international markets. With this objective in mind, the first part of the lecture will introduce the necessary mathematical and statistica tools allowing the analysis of investment decisions in a context of uncertainty.
The second part will focus on financial instruments and related implementation aspects on the computer.
Program
1) Mathematical preliminaires: probability theory, stochastic calculus and arbitrage free valuation.
2) Interest rate risk: financial instruments (zero-coupon bonds, forward rate agreements, interest rate swaps, caps, swaptions), interest rate curve bootstrapping, some aspects of term structure models.
3) Foreign exchange risk: introduction to FX markets, FX forwards, FX swaps, cross Currency swaps. FX options and their arbitrage free valuation. Long-dated FX products: hybrid FX-interest rate models.
Prerequisites:
1) A good working knowledge of mathematical analysis (limits/derivatives/integration). The ability to solve standard first and second order equations/inequations.
2) A good working knowledge of basic statistics (probability distributions, conditional probabilities, random variables, central limit theorem, law of large numbers, statistical tests, conditional/unconditional expected values/moments).
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 | |
Clark, I. J. | Foreign Exchange Option Pricing: A Practitioner's Guide (Edizione 1) | Wiley | 2011 | 978-0-470-68368-2 | |
Filipovic, D. | Term Structure Models: A Graduate Course (Edizione 1) | Springer | 2009 | 978-3-540-68015-4 |
Examination Methods
The exam consists of a 2-hour written test on all the topics in the program. The exam contains both theoretical and practical exercises. The ability to prove mathematical statements linked to the course material is expected.
Type D and Type F activities
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 also via the Univr app.
Graduation
List of thesis proposals
theses proposals | Research area |
---|---|
PMI (SMES) and financial performance | MANAGEMENT OF ENTERPRISES - MANAGEMENT OF ENTERPRISES |
I modelli organizzativi ex. d.lgs 231/2001: diffusione sul territorio | Various topics |