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.

A.A. 2020/2021

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 semestre Oct 1, 2020 Jan 29, 2021
II semestre Mar 1, 2021 Jun 11, 2021
Exam sessions
Session From To
Sessione invernale d'esame Feb 1, 2021 Feb 26, 2021
Sessione estiva d'esame Jun 14, 2021 Jul 30, 2021
Sessione autunnale d'esame Sep 1, 2021 Sep 30, 2021
Degree sessions
Session From To
Sessione di laurea estiva Jul 22, 2021 Jul 22, 2021
Sessione di laurea autunnale Oct 14, 2021 Oct 14, 2021
Sessione di laurea invernale Mar 16, 2022 Mar 16, 2022
Holidays
Period From To
Festa dell'Immacolata Dec 8, 2020 Dec 8, 2020
Vacanze Natalizie Dec 24, 2020 Jan 3, 2021
Vacanze Pasquali Apr 2, 2021 Apr 5, 2021
Festa del Santo Patrono May 21, 2021 May 21, 2021
Festa della Repubblica Jun 2, 2021 Jun 2, 2021
Vacanze estive Aug 9, 2021 Aug 15, 2021

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 R S

Albi Giacomo

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

Baldo Sisto

sisto.baldo@univr.it 045 802 7935

Bos Leonard Peter

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

Caliari Marco

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

Castellini Alberto

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

Cubico Serena

serena.cubico@univr.it 045 802 8132

Dai Pra Paolo

paolo.daipra@univr.it +39 0458027093

Daldosso Nicola

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

Delledonne Massimo

massimo.delledonne@univr.it 045 802 7962; Lab: 045 802 7058

Dipasquale Federico Luigi

federicoluigi.dipasquale@univr.it

Di Persio Luca

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

Favretto Giuseppe

giuseppe.favretto@univr.it +39 045 802 8749 - 8748

Gregorio Enrico

Enrico.Gregorio@univr.it 045 802 7937

Mantese Francesca

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

Marigonda Antonio

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

Mattiolo Davide

davide.mattiolo@univr.it

Mazzuoccolo Giuseppe

giuseppe.mazzuoccolo@univr.it +39 0458027838

Monti Francesca

francesca.monti@univr.it 045 802 7910

Orlandi Giandomenico

giandomenico.orlandi at univr.it 045 802 7986

Rapa Alessandro

alessandro.rapa@univr.it

Rizzi Romeo

romeo.rizzi@univr.it +39 045 8027088

Rubio Y Degrassi Lleonard

lleonard.rubioydegrassi@univr.it

Sala Pietro

pietro.sala@univr.it 0458027850

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

Segala Roberto

roberto.segala@univr.it 045 802 7997

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

1° Year

ModulesCreditsTAFSSD

2° Year

ModulesCreditsTAFSSD
6
B
(MAT/05)
Final exam
32
E
-
Modules 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

4S001114

Coordinatore

Leonard Peter Bos

Credits

6

Scientific Disciplinary Sector (SSD)

MAT/08 - NUMERICAL ANALYSIS

Language

English en

Period

II semestre dal Mar 1, 2021 al Jun 11, 2021.

Learning outcomes

The course will discuss various numerical methods for the pricing of the main financial instruments. An emphasis will be made on finance in the Energy industry. At the end of the course the student is expected to have the ability to construct and develop mathematical models for the stochastic processes of finance, to be able to analyze their limits and applicability and to solve them numerically.

Program

Programme:

Binary Trees
Continuous time models (Geometric Brownian Motion, Black-Scholes, Feynman-Kac)
Estimating the volatility from historical data
Accelerating the back-folding of a tree
Path Dependent Options
Numerical Methods for Advection-Diffusion equations (Euler, Crank-Nicholson, application to the Black-Scholes PDE)
American and Asian Options
Jump Diffusions and the Merton Model
The Fast Gauss Transform and its application to the pricing of Options
Calibration of a model from historical data
Monte Carlo Methods
Numerical methods for SDE
Applications to Finance in Energy markets

Bibliografia

Reference texts
Author Title Publishing house Year ISBN Notes
L. Bos Course Notes 2017
P. Wilmott, S. Howison, J. Dewynne. The Mathematics of Financial Derivatives, A student introduction (Edizione 1) Cambridge University Press 1995

Examination Methods

To pass the exam the student must demonstrate the ability to mathematically model problems in finance and to solve them numerically using the methods discussed during the course. To that end the student will be assigned a project that will involve the implementation and study of some numerical methods for a problem in mathematical finance.

Type D and Type F activities

I semestre From 10/1/20 To 1/29/21
years Modules TAF Teacher
1° 2° Algorithms D Roberto Segala (Coordinatore)
1° 2° Scientific knowledge and active learning strategies F Francesca Monti (Coordinatore)
1° 2° Genetics D Massimo Delledonne (Coordinatore)
1° 2° History and Didactics of Geology D Guido Gonzato (Coordinatore)
II semestre From 3/1/21 To 6/11/21
years Modules TAF Teacher
1° 2° Advanced topics in financial engineering F Luca Di Persio (Coordinatore)
1° 2° Algorithms D Roberto Segala (Coordinatore)
1° 2° Python programming language D Vittoria Cozza (Coordinatore)
1° 2° Organization Studies D Giuseppe Favretto (Coordinatore)
List of courses with unassigned period
years Modules TAF Teacher
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° Introduzione all'analisi non standard F Sisto Baldo
1° 2° C Programming Language D Pietro Sala (Coordinatore)
1° 2° LaTeX Language D Enrico Gregorio (Coordinatore)
1° 2° Mathematics mini courses F Marco Caliari (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.

Attendance

As stated in point 25 of the Teaching Regulations for the A.Y. 2021/2022, 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.

Graduation

Attachments

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

Gestione carriere


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!


Alternative learning activities

In order to make the study path more flexible, it is possible to request the substitution of some modules with others of the same course of study in Mathematics at the University of Verona (if the educational objectives of the modules to be substituted have already been achieved in the previous career), or with others of the course of study in Mathematics at the University of Trento.

Attachments


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.