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 magistrali | Sep 30, 2019 | Dec 20, 2019 |
secondo semestre magistrali | Feb 24, 2020 | May 29, 2020 |
Session | From | To |
---|---|---|
Sessione invernale magistrali | Jan 7, 2020 | Feb 21, 2020 |
Sessione estiva magistrali | Jun 3, 2020 | Jul 10, 2020 |
Autumn Session exams | Aug 24, 2020 | Sep 11, 2020 |
Session | From | To |
---|---|---|
Autumn Session | Dec 2, 2019 | Dec 4, 2019 |
Winter Session | Apr 7, 2020 | Apr 9, 2020 |
Summer session | Sep 7, 2020 | Sep 9, 2020 |
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
![Virginia Vannucci, October 25, 2020](https://docs.univr.it/documenti//Persona/foto/foto612139.jpg)
Vannucci Virginia
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 enrollment year.
1° Year
Modules | Credits | TAF | SSD |
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2° Year activated in the A.Y. 2020/2021
Modules | Credits | TAF | SSD |
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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.
Computational methods for finance (2020/2021)
Teaching code
4S00535
Academic staff
Coordinator
Credits
6
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Period
primo semestre (lauree magistrali) dal Oct 5, 2020 al Dec 23, 2020.
Learning outcomes
The course aims at analyzing the main numerical methods for derivative pricing and risk managment, in particular: - tree methods; - finite differences methods (implicit, explicit, Crank-Nicholson) - Monte Carlo methods. At the end of the course, tudents are able to efficiently implement the previous methods, by using Matlab. Although no formal prerequisites is needed, the knowledge of the topics related to Stochastic Models for Finance and Mathematical Finance is strongly recommended.
Program
The course is devoted to introducing the main numerical methods used for the calculation of financial quantities, for the evaluation of derivative instruments and for the management of financial risk. These numerical methods will be developed with Matlab software.
In particular, the following topics will be covered:
- Tree methods for derivatives evaluation.
- Monte Carlo methods: Euler scheme for the simulation of stochastic processes.
- Finite difference methods for the evaluation of European and American derivatives.
Author | Title | Publishing house | Year | ISBN | Notes |
---|---|---|---|---|---|
L. Clewlow and C. Strickland | Implementing Derivatives Models | Wiley | 1998 | ||
Desmond J. Higham e Nicholas J. Higham | MATLAB Guide | SIAM | 2005 | ||
P. Glasserman | Monte Carlo Methods for Financial Engineering | Springer | 2004 | ||
Fabrice D. Rouah, Steven L. Heston | The Heston Model and its Extensions in Matlab and C# | 2013 |
Examination Methods
The final exam is a written test: programming exercises and open questions.
The possibility to participate remotely to the exam is guaranteed for all the requesting students.
The content, the allowed time and the evaluation criteria of the test will be the same both for the students in the classroom and for the remote ones.
Type D and Type F activities
years | Modules | TAF | Teacher | |
---|---|---|---|---|
2° | Simulation and Implementation of Economic Policies | D |
Federico Perali
(Coordinator)
|
|
1° 2° | Enactus Verona 2020 | D |
Paola Signori
(Coordinator)
|
|
1° 2° | Parlare in pubblico e economic writing | D |
Martina Menon
(Coordinator)
|
|
1° 2° | Samsung Innovation Camp | D |
Marco Minozzo
(Coordinator)
|
years | Modules | TAF | Teacher | |
---|---|---|---|---|
2° | Simulation and Implementation of Economic Policies | D |
Federico Perali
(Coordinator)
|
|
1° 2° | Predictive analytics for business decisions - 2019/20 | D |
Claudio Zoli
(Coordinator)
|
|
1° 2° | Professional communication for economics - 2019/20 | D |
Claudio Zoli
(Coordinator)
|
|
1° 2° | Parlare in pubblico e economic writing | D |
Martina Menon
(Coordinator)
|
|
1° 2° | Regulation, procurement and competition - 2019/20 | D |
Claudio Zoli
(Coordinator)
|
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 |
---|---|
Tesi di laurea magistrale - Tecniche e problemi aperti nel credit scoring | Statistics - Foundational and philosophical topics |
I covered bond | Various topics |
Il metodo Monte Carlo per la valutazione di opzioni americane | Various topics |
Il Minimum Requirement for own funds and Eligible Liabilities (MREL) | Various topics |
L'acquisto di azioni proprie | Various topics |
Proposte Tesi A. Gnoatto | Various topics |
Linguistic training CLA
Gestione carriere
Internships
Student login and resources
Modalità di frequenza, erogazione della didattica e sedi
Le lezioni di tutti gli insegnamenti del corso di studio, così come le relative prove d’esame, si svolgono in presenza.
Peraltro, come ulteriore servizio agli studenti, è altresì previsto che tali lezioni siano videoregistrate e che le videoregistrazioni vengano messe a disposizione sui relativi spazi e-learning degli insegnamenti, salvo diversa comunicazione del singolo docente.
La frequenza non è obbligatoria.
Maggiori dettagli in merito all'obbligo di frequenza vengono riportati nel Regolamento del corso di studio disponibile alla voce Regolamenti nel menu Il Corso. Anche se il regolamento non prevede un obbligo specifico, verifica le indicazioni previste dal singolo docente per ciascun insegnamento o per eventuali laboratori e/o tirocinio.
È consentita l'iscrizione a tempo parziale. Per saperne di più consulta la pagina Possibilità di iscrizione Part time.
Le sedi di svolgimento delle lezioni e degli esami sono le seguenti