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 (lauree magistrali) | Oct 5, 2020 | Dec 23, 2020 |
| secondo semestre (lauree magistrali) | Mar 1, 2021 | Jun 1, 2021 |
| Session | From | To |
|---|---|---|
| sessione invernale | Jan 11, 2021 | Feb 12, 2021 |
| sessione estiva | Jun 7, 2021 | Jul 23, 2021 |
| sessione autunnale | Aug 23, 2021 | Sep 17, 2021 |
| Session | From | To |
|---|---|---|
| sessione autunnale (validità a.a. 2019/20) | Dec 9, 2020 | Dec 11, 2020 |
| sessione invernale (validità a.a. 2019/20) | Apr 7, 2021 | Apr 9, 2021 |
| sessione estiva (validità a.a. 2020/21) | Sep 6, 2021 | Sep 8, 2021 |
| Period | From | To |
|---|---|---|
| Vacanze di Natale | Dec 24, 2020 | Jan 6, 2021 |
| Vacanze di Pasqua | Apr 3, 2021 | Apr 6, 2021 |
| Vacanze estive | Aug 9, 2021 | Aug 15, 2021 |
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
laura.chiaramonte@univr.it
mauro.cortese@univr.it
cecilia.mancini@univr.it
Santi Flavio
flavio.santi@univr.it
045 802 8239
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. 2021/2022
| 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.
Computational methods for finance (2021/2022)
Teaching code
4S00535
Academic staff
Coordinatore
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 4, 2021 al Dec 17, 2021.
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.
Bibliography
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 |
|---|---|---|---|
| 1° 2° | Future matters | D |
Alessandro Bucciol
(Coordinatore)
|
| 1° 2° | Future matters | D |
Alessandro Bucciol
(Coordinatore)
|
| years | Modules | TAF | Teacher |
|---|---|---|---|
| 1° 2° | The fashion lab (1 ECTS) | D |
Maria Caterina Baruffi
(Coordinatore)
|
| 1° 2° | The fashion lab (2 ECTS) | D |
Maria Caterina Baruffi
(Coordinatore)
|
| 1° 2° | The fashion lab (3 ECTS) | D |
Maria Caterina Baruffi
(Coordinatore)
|
| years | Modules | TAF | Teacher |
|---|---|---|---|
| 1° 2° | Design and Evaluation of Economic and Social Policies | D |
Federico Perali
(Coordinatore)
|
| 1° 2° | Public debate and scientific writing - 2020/2021 | D |
Martina Menon
(Coordinatore)
|
| 1° 2° | Wake up Italia - 2020/2021 | D |
Sergio Noto
(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.
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.
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 |
| Il metodo Monte Carlo per la valutazione di opzioni americane | Various topics |
| L'acquisto di azioni proprie | Various topics |
| Proposte Tesi A. Gnoatto | Various topics |
