Studying at the University of Verona

A.A. 2019/2020

Academic calendar

Il calendario accademico riporta le scadenze, gli adempimenti e i periodi rilevanti per la componente studentesca, personale docente e personale dell'Università. Sono inoltre indicate le festività e le chiusure ufficiali dell'Ateneo.
L’anno accademico inizia il 1° ottobre e termina il 30 settembre dell'anno successivo.

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 semestre Oct 1, 2019 Jan 31, 2020
II semestre Mar 2, 2020 Jun 12, 2020
Exam sessions
Session From To
Sessione invernale d'esame Feb 3, 2020 Feb 28, 2020
Sessione estiva d'esame Jun 15, 2020 Jul 31, 2020
Sessione autunnale d'esame Sep 1, 2020 Sep 30, 2020
Degree sessions
Session From To
Sessione di laurea estiva Jul 22, 2020 Jul 22, 2020
Sessione di laurea autunnale Oct 14, 2020 Oct 14, 2020
Sessione di laurea invernale Mar 16, 2021 Mar 16, 2021
Holidays
Period From To
Festa di Ognissanti Nov 1, 2019 Nov 1, 2019
Festa dell'Immacolata Dec 8, 2019 Dec 8, 2019
Vacanze di Natale Dec 23, 2019 Jan 6, 2020
Vacanze di Pasqua Apr 10, 2020 Apr 14, 2020
Festa della Liberazione Apr 25, 2020 Apr 25, 2020
Festa del lavoro May 1, 2020 May 1, 2020
Festa del Santo Patrono May 21, 2020 May 21, 2020
Festa della Repubblica Jun 2, 2020 Jun 2, 2020
Vacanze estive Aug 10, 2020 Aug 23, 2020

Exam calendar

The exam roll calls are centrally administered by the operational unit  Science and Engineering Teaching and Student Services Unit
Exam Session Calendar and Roll call enrolment sistema ESSE3. If you forget your password to the online services, please contact the technical office in your Faculty or to the service credential recovery.

Exam calendar

Per dubbi o domande Read the answers to the more serious and frequent questions - F.A.Q. Examination enrolment

Academic staff

A B C D G L M O R S

Albi Giacomo

giacomo.albi@univr.it +39 045 802 7913

Angeleri Lidia

lidia.angeleri@univr.it 045 802 7911

Baldo Sisto

sisto.baldo@univr.it 045 802 7935

Bos Leonard Peter

leonardpeter.bos@univr.it +39 045 802 7987

Boscaini Maurizio

maurizio.boscaini@univr.it

Busato Federico

federico.busato@univr.it

Caliari Marco

marco.caliari@univr.it +39 045 802 7904

Castellini Alberto

alberto.castellini@univr.it +39 045 802 7908

Cordoni Francesco Giuseppe

francescogiuseppe.cordoni@univr.it

Dai Pra Paolo

paolo.daipra@univr.it +39 0458027093

Daldosso Nicola

nicola.daldosso@univr.it +39 045 8027076 - 7828 (laboratorio)

Di Persio Luca

luca.dipersio@univr.it +39 045 802 7968

Gregorio Enrico

Enrico.Gregorio@univr.it 045 802 7937

Liptak Zsuzsanna

zsuzsanna.liptak@univr.it +39 045 802 7032

Mantese Francesca

francesca.mantese@univr.it +39 045 802 7978

Marigonda Antonio

antonio.marigonda@univr.it +39 045 802 7809

Mazzuoccolo Giuseppe

giuseppe.mazzuoccolo@univr.it +39 0458027838

Migliorini Sara

sara.migliorini@univr.it +39 045 802 7908

Monti Francesca

francesca.monti@univr.it 045 802 7910

Orlandi Giandomenico

giandomenico.orlandi at univr.it 045 802 7986

Rizzi Romeo

romeo.rizzi@univr.it +39 045 8027088

Sansonetto Nicola

nicola.sansonetto@univr.it 049-8027932

Schiavi Simona

simona.schiavi@univr.it +39 045 802 7803

Schuster Peter Michael

peter.schuster@univr.it +39 045 802 7029

Solitro Ugo

ugo.solitro@univr.it +39 045 802 7977

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:
TeachingsCreditsTAFSSD
TeachingsCreditsTAFSSD
6
B
(MAT/05)
Final exam
32
E
-

1° Anno

TeachingsCreditsTAFSSD

2° Anno

TeachingsCreditsTAFSSD
6
B
(MAT/05)
Final exam
32
E
-
Teachings Credits TAF SSD
Between the years: 1°- 2°1 module between the following
Between the years: 1°- 2°1 module between the following
Between the years: 1°- 2°
Between the years: 1°- 2°
Other activities
4
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.




SPlacements in companies, public or private institutions and professional associations

Teaching code

4S008268

Coordinatore

Luca Di Persio

Credits

6

Scientific Disciplinary Sector (SSD)

MAT/06 - PROBABILITY AND STATISTICS

Language of instruction

English en

Period

II semestre dal Mar 2, 2020 al Jun 12, 2020.

Learning outcomes

This course will provide an introduction to the theory of Stochastic Differential Equations (SDEs), mainly based on the Brownian motion type of noise. The purpose of this course is to introduce and analyse probability models that capture the stochastic features of the system under study to predict the short and long term effects that this randomness will have on the systems under consideration. The study of probability models for continuous-time stochastic processes involves a broad range of mathematical and computational tools. This course will strike a balance between the mathematics and the applications. The main applications will be mathematical finance, biology and populations evolution, also with respect to their descriptions in terms of the associated SDEs. Topics include: construction of Brownian motion; martingales in continuous time; stochastic integral; Ito calculus; stochastic differential equations; Girsanov theorem; martingale representation; the Feynman-Kac formula and Lévy processes.

Program

* Probability essential recalls

* SP: definitions/main properties recall ; Martingales ; Option Sampling Theorem ; Quadratic Variation ;
* Stochastic processes at discrete time: recalls and emphasis on random walk (starting from the binomial model, also in more than 1 dimension);
* Different constructions of the Brownian motion: Kolmogorov Consistency Theorem / Kolmogorov-
Cénstor Th.eorem;
* Properties of the Brownian motion
* Derivation/construction of the Stochastic Integral(s) notion(s)
* Ito-Doeoblin rule: Levy's Criteria / Martingale Representation
* Stratonovich approach / Ito representation Theorem (applications/examples)
* Markov processes and relation(s) with the Brownian motion sp [further Bm's properties]
* Girsanov formula / Cameron-Martin (Girsanov) Theorem and Exponential Martingales
* Construction and rigorous derivation of Stochastic Differential Equations
* Strong solutions / Gronwall Lemma / Weak solutions (for SDEs)
* Diffusions / Semi-group approach / Markov property(ies)
* Dynkin's formula / Kolmogorov equation(s) / Feynman-Kac theorem
* Interplay between PDEs and SPDEs (via F-K theorem)
* SDEs application w.r.t. the Financial framework

Bibliografia

Reference texts
Author Title Publishing house Year ISBN Notes
I. Karatzas and S. Shreve Brownian motion and stochastic calculus  
D. Revuz and M. Yor Continuous martingales and Brownian motion  
L. Rogers and D. Williams Diffusions, Markov Processes and Martingales (Vol 2.)  
Hoel, P. G., Port, S. C. and Stone, C. J. Introduction to Stochastic Processes Houghton Mifflin, Boston 1972
B. Øksendal Stochastic Differential Equations  
N. Ikeda and S. Watanabe Stochastic Differential Equations and Diffusion Processes  
P. Protter Stochastic integration and differential equations  

Examination Methods

Oral exam with written exercise:
the exam is based on open questions and/or on the presentation of a project agreed with the course professor and or on the resolution of written exercises to be solved during the test itself. Questions, open-ended and exercises, aim at verify both the knowledge about arguments developed within the course, the solution of concrete problems belonging to Mathematical Finance, and to the acquired acquaintance of associated tools of stochastic analysis.

Tipologia di Attività formativa D e F

Academic year
I semestre From 10/1/19 To 1/31/20
years Teachings TAF Teacher
1° 2° Python programming language D Maurizio Boscaini (Coordinatore)
1° 2° SageMath F Zsuzsanna Liptak (Coordinatore)
1° 2° History of Modern Physics 2 D Francesca Monti (Coordinatore)
1° 2° History and Didactics of Geology D Guido Gonzato (Coordinatore)
II semestre From 3/2/20 To 6/12/20
years Teachings TAF Teacher
1° 2° Advanced topics in financial engineering D Luca Di Persio (Coordinatore)
1° 2° C Programming Language D Sara Migliorini (Coordinatore)
1° 2° C++ Programming Language D Federico Busato (Coordinatore)
1° 2° LaTeX Language D Enrico Gregorio (Coordinatore)
List of courses with unassigned period
years Teachings TAF Teacher
1° 2° Axiomatic set theory for mathematical practice F Peter Michael Schuster (Coordinatore)
1° 2° Corso Europrogettazione D Not yet assigned
1° 2° Corso online ARPM bootcamp F Not yet assigned
1° 2° ECMI modelling week F Not yet assigned
1° 2° ESA Summer of code in space (SOCIS) F Not yet assigned
1° 2° Google summer of code (GSOC) F Not yet assigned
1° 2° Higher Categories - Seminar course F Lidia Angeleri (Coordinatore)

Career prospects


Avvisi degli insegnamenti e del corso di studio

Per la comunità studentesca

Se sei già iscritta/o a un corso di studio, puoi consultare tutti gli avvisi relativi al tuo corso di studi nella tua area riservata MyUnivr.
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Graduation

List of theses and work experience proposals

theses proposals Research area
Controllo di sistemi multiagente Calculus of variations and optimal control; optimization - Hamilton-Jacobi theories, including dynamic programming
Controllo di sistemi multiagente Calculus of variations and optimal control; optimization - Manifolds
Controllo di sistemi multiagente Calculus of variations and optimal control; optimization - Optimality conditions
Formule di rappresentazione per gradienti generalizzati Mathematics - Analysis
Formule di rappresentazione per gradienti generalizzati Mathematics - Mathematics
Mathematics Bachelor and Master thesis titles Various topics
Stage Research area
Internship proposals for students in mathematics Various topics

Double degree

The University of Verona, through a network of agreements with foreign universities, offers international courses that enable students to gain a Double/Joint degree at the time of graduation. Indeed, students enrolled in a Double/Joint degree programme will be able to obtain both the degree of the University of Verona and the degree issued by the Partner University abroad - where they are expected to attend part of the programme -, in the time it normally takes to gain a common Master’s degree. The institutions concerned shall ensure that both degrees are recognised in the two countries.

Places on these programmes are limited, and admissions and any applicable grants are subject to applicants being selected in a specific Call for applications.

The latest Call for applications for Double/Joint Degrees at the University of Verona is available now!


University Language Centre - 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.