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
I - II semestre Oct 2, 2017 Jun 15, 2018
I sem. Oct 2, 2017 Jan 31, 2018
II sem. Mar 1, 2018 Jun 15, 2018
Exam sessions
Session From To
Sessione invernale d'esami Feb 1, 2018 Feb 28, 2018
Sessione estiva d'esame Jun 18, 2018 Jul 31, 2018
Sessione autunnale d'esame Sep 3, 2018 Sep 28, 2018
Degree sessions
Session From To
Sessione di laurea estiva Jul 23, 2018 Jul 23, 2018
Sessione di laurea autunnale Oct 17, 2018 Oct 17, 2018
Sessione autunnale di laurea Nov 23, 2018 Nov 23, 2018
Sessione di laurea invernale Mar 22, 2019 Mar 22, 2019
Holidays
Period From To
Christmas break Dec 22, 2017 Jan 7, 2018
Easter break Mar 30, 2018 Apr 3, 2018
Patron Saint Day May 21, 2018 May 21, 2018
VACANZE ESTIVE Aug 6, 2018 Aug 19, 2018

Exam calendar

Exam dates and rounds are managed by the relevant Science and Engineering 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 Z

Agostiniani Virginia

symbol email virginia.agostiniani@univr.it symbol phone-number +39 045 802 7979

Albi Giacomo

symbol email giacomo.albi@univr.it symbol phone-number +39 045 802 7913

Angeleri Lidia

symbol email lidia.angeleri@univr.it symbol phone-number 045 802 7911

Baldo Sisto

symbol email sisto.baldo@univr.it symbol phone-number 3470157539

Bos Leonard Peter

symbol email leonardpeter.bos@univr.it symbol phone-number +39 045 802 7987

Boscaini Maurizio

symbol email maurizio.boscaini@univr.it

Busato Federico

symbol email federico.busato@univr.it

Caliari Marco

symbol email marco.caliari@univr.it symbol phone-number +39 045 802 7904

Canevari Giacomo

symbol email giacomo.canevari@univr.it symbol phone-number +39 045 8027979

Chignola Roberto

symbol email roberto.chignola@univr.it symbol phone-number 045 802 7953

Daffara Claudia

symbol email claudia.daffara@univr.it symbol phone-number +39 045 802 7942

Dai Pra Paolo

symbol email paolo.daipra@univr.it symbol phone-number +39 0458027093

Daldosso Nicola

symbol email nicola.daldosso@univr.it symbol phone-number +39 045 8027076 - 7828 (laboratorio)

De Sinopoli Francesco

symbol email francesco.desinopoli@univr.it symbol phone-number 045 842 5450

Di Persio Luca

symbol email luca.dipersio@univr.it symbol phone-number +39 045 802 7968

Fioroni Tamara

symbol email tamara.fioroni@univr.it symbol phone-number 0458028489

Gnoatto Alessandro

symbol email alessandro.gnoatto@univr.it symbol phone-number 045 802 8537
Foto,  January 12, 2023

Gonzato Guido

symbol email guido.gonzato@univr.it symbol phone-number 045 802 8303

Gregorio Enrico

symbol email Enrico.Gregorio@univr.it symbol phone-number 045 802 7937

Liptak Zsuzsanna

symbol email zsuzsanna.liptak@univr.it symbol phone-number +39 045 802 7032

Magazzini Laura

symbol email laura.magazzini@univr.it symbol phone-number 045 8028525

Mantese Francesca

symbol email francesca.mantese@univr.it symbol phone-number +39 045 802 7978

Mariotto Gino

symbol email gino.mariotto@univr.it symbol phone-number +39 045 8027031

Mazzuoccolo Giuseppe

symbol email giuseppe.mazzuoccolo@univr.it symbol phone-number +39 0458027838

Migliorini Sara

symbol email sara.migliorini@univr.it symbol phone-number +39 045 802 7908

Monti Francesca

symbol email francesca.monti@univr.it symbol phone-number 045 802 7910

Orlandi Giandomenico

symbol email giandomenico.orlandi at univr.it symbol phone-number 045 802 7986

Piccinelli Fabio

symbol email fabio.piccinelli@univr.it symbol phone-number +39 045 802 7097

Rizzi Romeo

symbol email romeo.rizzi@univr.it symbol phone-number +39 045 8027088

Sansonetto Nicola

symbol email nicola.sansonetto@univr.it symbol phone-number 049-8027932

Schuster Peter Michael

symbol email peter.schuster@univr.it symbol phone-number +39 045 802 7029

Solitro Ugo

symbol email ugo.solitro@univr.it symbol phone-number +39 045 802 7977

Zuccher Simone

symbol email simone.zuccher@univr.it

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:
activated in the A.Y. 2018/2019
ModulesCreditsTAFSSD
6
A
MAT/02
6
B
MAT/03
6
C
SECS-P/01
6
C
SECS-P/01
6
B
MAT/06
activated in the A.Y. 2019/2020
ModulesCreditsTAFSSD
6
C
SECS-P/05
Final exam
6
E
-

2° Year activated in the A.Y. 2018/2019

ModulesCreditsTAFSSD
6
A
MAT/02
6
B
MAT/03
6
C
SECS-P/01
6
C
SECS-P/01
6
B
MAT/06

3° Year activated in the A.Y. 2019/2020

ModulesCreditsTAFSSD
6
C
SECS-P/05
Final exam
6
E
-
Modules Credits TAF SSD
Between the years: 1°- 2°- 3°
Between the years: 1°- 2°- 3°
Other activitites
6
F
-

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

4S00393

Credits

12

Language

Italian

Scientific Disciplinary Sector (SSD)

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

Period

I semestre dal Oct 1, 2019 al Jan 31, 2020.

Learning outcomes

This course presents the basic models for the analysis and evaluation of financial operations, both under conditions of certainty and randomness. The main goal of the course is to equip the student with the ability to model and solve some basic mathematical problems, commonly encountered in the financial practice.

Program

Part 1: classical financial mathematics - Main Reference: Scandolo

1) Basic financial operations, simple interest, interest in advance, compounding of interest, exponential regime.

2) Market rates. Some sketch of the classical theory with some warnings regarding the multiple curve phenomenon.

3) Annuities and amortization: non-elementary investment and financing, annuities with constant rates, annuities with installments following a geometric progression, amortization, common amortization clauses, amortization with viariable interest rate.

4) Choice without uncertainty: return for elementary and generic investment, choice criteria for investment and financing operations.

5) Bonds: classification, zero coupon bonds, fixed coupon bonds.

6) Term structure: yield curve, complete and incomplete markets.

7) Immunization: Maculay’s duration and convexity, immunized portfolios.

Part 2: mathematical finance in the presence of uncertainty - Main references: Föllmer Schied and Pascucci Runggaldier.

8) Probability theory refresher: probability spaces, independence, Radon-Nikodym theorem, expectation, conditional expectation, martingales, convergence of random variables.

9) Preferences and risk aversion: expected utility criterion (St. Petersburgh paradox), von Neumann Morgenstern axioms, stochastic dominance, mean variance criterion and static portfolio optimization, CAPM.

10) Arbitrage theory in one period: foundations and fundamental theorem of asset pricing, contingnt claimds, market completeness.

11) Arbitrage theory in multiperiod models: fundamental on multiperiod models, absence of arbitrage, European contingent claims, binomial model (Cox-Ross Rubinstein).

12) American contingent claims: foundataions, valuation and hedging, arbitrage free prices and replicability in general markets.

Reference texts
Author Title Publishing house Year ISBN Notes
Pascucci, A. Runggaldier, W. J. Finanza matematica. Teoria e problemi per modelli multiperiodali (Edizione 1) Springer 2009 978-8-847-01441-1
Scandolo Giacomo Matematica Finanziaria Amon 2013
Scandolo Giacomo Matematica finanziaria - Esercizi Amon 2013
Föllmer, H. Schied, A. Stochastic Finance: An Introduction in Discrete Time (Edizione 4) De Gruyter 2016 978-3-110-46344-6

Examination Methods

Two-hour written exam. The exam consists of practical and theoretical exercises, including the proof of certain claims. The exam aims to verify the student's ability to identify the correct resolution, knowledge of basic financial laws and sophisticated assessment models, and the ability to apply acquired knowledge to concrete cases in new and variable contexts. The exam aims also to assess the level of understanding of the theoretical aspects of the lecture.

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE

Type D and Type F activities

Modules not yet included

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

For schedules, administrative requirements and notices on graduation sessions, please refer to the Graduation Sessions - Science and Engineering service.

Attachments

Title Info File
Doc_Univr_pdf 1. Come scrivere una tesi 31 KB, 29/07/21 
Doc_Univr_pdf 2. How to write a thesis 31 KB, 29/07/21 
Doc_Univr_pdf 5. Regolamento tesi (valido da luglio 2022) 171 KB, 17/02/22 

List of theses and work experience proposals

theses proposals Research area
Formule di rappresentazione per gradienti generalizzati Mathematics - Analysis
Formule di rappresentazione per gradienti generalizzati Mathematics - Mathematics
Proposte Tesi A. Gnoatto Various topics
Mathematics Bachelor and Master thesis titles Various topics
Stage Research area
Internship proposals for students in mathematics Various topics

Attendance

As stated in the Teaching Regulations for the A.Y. 2022/2023, except for specific practical or lab activities, attendance is not mandatory. Regarding these activities, please see the web page of each module for information on the number of hours that must be attended on-site.
Please refer to the Crisis Unit's latest updates for the mode of teaching.


Career management


Student login and resources


Erasmus+ and other experiences abroad