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
primo semestre magistrali Sep 30, 2019 Dec 20, 2019
secondo semestre magistrali Feb 24, 2020 May 29, 2020
Exam sessions
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
Degree sessions
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.

Exam calendar

Should you have any doubts or questions, please check the Enrolment FAQs

Academic staff


Baruffi Maria Caterina

Bottiglia Roberto 045 802 8224

Bracco Emanuele 045 802 8293

Brunetti Federico 045 802 8494

Bucciol Alessandro 045 802 8278

Carluccio Emanuele Maria 045 802 8487

Chiaramonte Laura

Cortese Mauro

De Mari Michele 045 802 8226

Faccincani Lorenzo 045 802 8610

Gnoatto Alessandro 045 802 8537

Grossi Luigi 045 802 8247

Mancini Cecilia

Menon Martina

Minozzo Marco 045 802 8234

Noto Sergio 045 802 8008

Patacca Marco 0458028788

Perali Federico 045 802 8486

Picarelli Athena 045 8028242

Pichler Flavio 045 802 8273

Renò Roberto 045 802 8526

Rossi Francesco 045 8028067

Scricciolo Catia 045 802 8341

Stacchezzini Riccardo 045 802 8186
Virginia Vannucci,  October 25, 2020

Vannucci Virginia

Zoli Claudio 045 802 8479

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
Between the years: 1°- 2°

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



Roberto Renò





Scientific Disciplinary Sector (SSD)



primo semestre (lauree magistrali) dal Oct 5, 2020 al Dec 23, 2020.

Learning outcomes

The course is prepared for students who followed the courses “Stochastic Models for Finance” and “Mathematical Finance”. The Black-Scholes model is considered a prerequisite. The objective of the course is to describe and analyze the main mathematical models used for the valuation of financial derivatives. The course is divided into four pillars, which correspond to the four main financial markets: interest rate derivatives, credit derivatives, equity derivatives and FX derivatives. The course will also introduce practical tools for the implementation of the mathematical models with standard scientific software, and the calibration of these models to market data.


1. Interest rate derivatives a. Absence of arbitrage and risk-neutral probabilities b. FRA, swaps c. Black's model: caps, floors, swaptions d. Short term models: Vasicek, CIR e. Forward measure f. The “double curve” model 2. Credit derivatives a. Exponential distribution b. Poisson processes c. Reduced form models for credit risk d. Risky bonds evaluation e. Credit default swaps f. Credit Valuation Adjustment 3. Equity derivatives a. The limitations of the Black & Scholes model b. Greeks c. Stochastic volatility in discrete time d. Stochastic volatility in continuous time: Hull and White, Heston, SABR e. Model free implied volatility: the VIX index f. Multi-factor and jump-diffusion models 4. Derivati su valute a. The Garman-Kolhagen formula b. Currency swaps c. Quotation methods d. Exotics e. The Vanna-Volga model Textbook: Hull, Options Futures and Other Derivatives, Pearson Ed. Lecture notes are provided. Additional reading: Brigo e Mercurio, Interest Rate Models-theory and Practice: With Smile, Inflation and Credit, Springer Ed. Brigo, Morini, Pallavicini, Counterparty Credit Risk, Collateral and Funding, Wiley Ed. Castagna, FX Options and Smile Risk, Wiley Ed.

Reference texts
Author Title Publishing house Year ISBN Notes
HULL J. Opzioni, futures e altri derivati (Edizione 8) Pearson Education Italia, Prentice Hall, Milano 2012 9788871927794

Examination Methods

** Winter exams, 2020/21

Summer exams will be Oral (70%) + Project Work (30%). The student needs a functioning camera.

** General

Written exam (70%) + Project Work (30%).
The Project Work, to be decided with the Teacher, is a small paper, with length less than 10 pages, dealing with one of the following jobs:
1) application of a model to market data
2) a simulation or numerical approximation of proposed models
3) the valuation of a contract involving derivatives
4) a valuable discussion of some part of the theory
5) the discussion of a recent scientific article
The Project Work needs to be completed to gain access to the written exam. It can be re-submitted. The final valuation will use the latest Project Work submitted.

Type D and Type F activities

Second semester bachelor degree From 2/17/20 To 6/5/20
years Modules TAF Teacher
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)
secondo semestre magistrali From 2/24/20 To 5/29/20
years Modules TAF Teacher
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)
List of courses with unassigned period
years Modules TAF Teacher
1° 2° Advanced Risk and Portfolio Management Bootcamp (3 cfu) - 2019 D Roberto Renò (Coordinatore)
1° 2° Advanced Risk and Portfolio Management Bootcamp (6 cfu) - 2019 D Roberto Renò (Coordinatore)
1° 2° Elements of financial risk management D Claudio Zoli (Coordinatore)
1° 2° English for business and economics D Claudio Zoli (Coordinatore)
1° 2° Il Futuro Conta! D Alessandro Bucciol (Coordinatore)
1° 2° Il Futuro Conta! D Alessandro Bucciol (Coordinatore)
1° 2° Introduction to Java Programming D Alessandro Gnoatto (Coordinatore)
1° 2° Data Analysis Laboratory with R D Marco Minozzo (Coordinatore)
1° 2° Data Analysis Laboratory with R (Verona) D Marco Minozzo (Coordinatore)
1° 2° Data Visualization Laboratory D Marco Minozzo (Coordinatore)
1° 2° Python Laboratory D Marco Minozzo (Coordinatore)
1° 2° Data Science Laboratory with SAP D Marco Minozzo (Coordinatore)
1° 2° Advanced Excel Laboratory (Verona) D Marco Minozzo (Coordinatore)
1° 2° Excel Laboratory (Verona) D Marco Minozzo (Coordinatore)
1° 2° The fashion lab (1 ECTS) D Angela Broglia (Coordinatore)
1° 2° The fashion lab (2 ECTS) D Angela Broglia (Coordinatore)
1° 2° The fashion lab (3 ECTS) D Angela Broglia (Coordinatore)
1° 2° Methods and tools to support strategic marketing and business management decisions - 2019 D Claudia Bazzani (Coordinatore)
1° 2° Marketing Plan D Ilenia Confente (Coordinatore)
1° 2° Presente e futuro del pianeta D Federico Brunetti (Coordinatore)
1° 2° Programming in Matlab D Marco Minozzo (Coordinatore)
1° 2° Programming in SAS D Marco Minozzo (Coordinatore)
1° 2° Robo-Ethics D Giorgio Mion (Coordinatore)
1° 2° Univero' - Job Orienteering festival D Paola Signori (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.


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
Il metodo Monte Carlo per la valutazione di opzioni americane Various topics
Proposte Tesi A. Gnoatto Various topics


Linguistic training CLA

Gestione carriere

Area riservata studenti