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.
Should you have any doubts or questions, please check the Enrolment FAQs
Academic staff
mariacaterina.baruffi@univr.it
045 802 8224
laura.chiaramonte@univr.it
mauro.cortese@univr.it
cecilia.mancini@univr.it
martina.menon@univr.it
Vannucci Virginia
virginia.vannucci@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.
| Modules | Credits | TAF | SSD |
|---|
| Modules | Credits | TAF | SSD |
|---|
1° Year
| Modules | Credits | TAF | SSD |
|---|
2° Year activated in the A.Y. 2020/2021
| Modules | Credits | TAF | SSD |
|---|
| Modules | Credits | TAF | SSD |
|---|
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.
Asset Pricing Models (2020/2021)
Teaching code
4S006069
Academic staff
Coordinatore
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Period
secondo semestre (lauree magistrali) dal Mar 1, 2021 al Jun 1, 2021.
Learning outcomes
Il corso ha lo scopo di introdurre modelli avanzati per la valutazione dei titoli finanziari e si rivolge a studenti che hanno già frequentato la maggior parte dei corsi del CdLM. L’obiettivo principale è quello di illustrare gli aspetti teorici avanzati della valutazione in finanza e comprende l’esposizione dei principi primi per la valutazione, la descrizione della modellizzazione necessaria, la stima dei modelli, i metodi numerici di calcolo del valore e le applicazioni finanziarie. Il corso potrà specializzarsi su aspetti monografici su classi di titoli specifici (azioni, derivati, valutazione del rischio di credito).
Program
1. Choices in presence of risk: preliminary aspects
a) utility functions;
b) risk aversion;
c) stochastic dominance.
2. Portfolio theory in a single time period
a) utility maximization;
b) mean-variance. Markowitz portfolio theory;
c) insurance, saving and consumption.
3. General equilibrium theory
a) pareto-optimality;
b) equilibrium theory;
c) fundamental theorem of asset pricing;
d) CCAPM, CAPM e APT models.
4. Asset pricing models
a) historical risk and return;
b) markets efficiency;
c) multi-factor models: CAPM;
d) real options.
5. Dynamic portfolio theory, multiple time periods
a) optimal investment and consumption: dynamic programming principle;
b) equilibrium theory and fundamental theorem of asset pricing;
c) optimal investment and consumption in continuous time: Merton problem.
6. Technical analysis
a) the market system, price and volume dynamics as a function of time;
b) heuristic-quantitative models: indicators and oscillators, logistic function;
c) from basic models to operating systems, qualification of the current market phase, definition of operational
strategy, evaluation of the evolutionary potential and time horizon.
TEACHING METHOD:
The course articulates in lectures. Attending lectures is strongly recommended but not compulsory. Lecture slides will be made available on Moodle platform.
Tutoring activities are scheduled during the course.
| Author | Title | Publishing house | Year | ISBN | Notes |
|---|---|---|---|---|---|
| John J. Murphy | Analisi tecnica dei mercati finanziari | Hoepli, Milano | 2002 | ||
| Berk, J. and DeMarzo, P. | Corporate Finance (Edizione 3) | Pearson | 2014 | ||
| Emilio Barucci, Claudio Fontana | Financial markets theory (Edizione 2) | Springer | 2017 | 9781447173212 |
Examination Methods
The final exam is a written test containing both exercises and theoretical questions.
Type D and Type F activities
| years | Modules | TAF | Teacher | |
|---|---|---|---|---|
| 2° | Simulation and Implementation of Economic Policies | D |
Federico Perali
(Coordinatore)
|
|
| 1° 2° | Enactus Verona 2020 | D |
Paola Signori
(Coordinatore)
|
|
| 1° 2° | Parlare in pubblico e economic writing | D |
Martina Menon
(Coordinatore)
|
|
| 1° 2° | Samsung Innovation Camp | D |
Marco Minozzo
(Coordinatore)
|
|
| years | Modules | TAF | Teacher | |
|---|---|---|---|---|
| 2° | Simulation and Implementation of Economic Policies | D |
Federico Perali
(Coordinatore)
|
|
| 1° 2° | Predictive analytics for business decisions - 2019/20 | D |
Claudio Zoli
(Coordinatore)
|
|
| 1° 2° | Professional communication for economics - 2019/20 | D |
Claudio Zoli
(Coordinatore)
|
|
| 1° 2° | Parlare in pubblico e economic writing | D |
Martina Menon
(Coordinatore)
|
|
| 1° 2° | Regulation, procurement and competition - 2019/20 | D |
Claudio Zoli
(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: 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
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 |
| Fattori ESG e valutazione d'azienda | 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 |
