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. 2021/2022

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 Oct 4, 2021 Jan 28, 2022
Secondo semestre Mar 7, 2022 Jun 10, 2022
Exam sessions
Session From To
Sessione invernale d'esame Jan 31, 2022 Mar 4, 2022
Sessione estiva d'esame Jun 13, 2022 Jul 29, 2022
Sessione autunnale d'esame Sep 1, 2022 Sep 29, 2022
Degree sessions
Session From To
Sessione di laurea estiva Jul 21, 2022 Jul 21, 2022
Sessione di laurea autunnale Oct 13, 2022 Oct 13, 2022
Sessione di laurea invernale Mar 16, 2023 Mar 16, 2023

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 G M O R S Z

Albi Giacomo

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

Angeleri Lidia

lidia.angeleri@univr.it 045 802 7911

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

Dai Pra Paolo

paolo.daipra@univr.it +39 0458027093

Daldosso Nicola

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

Di Persio Luca

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

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

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

Raffaele Alice

alice.raffaele@univr.it

Rizzi Romeo

romeo.rizzi@univr.it +39 045 8027088

Sansonetto Nicola

nicola.sansonetto@univr.it 049-8027932

Solitro Ugo

ugo.solitro@univr.it +39 045 802 7977

Zorzi Margherita

margherita.zorzi@univr.it +39 045 802 7908

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°
Further 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

Secondo semestre dal Mar 7, 2022 al Jun 10, 2022.

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

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

Le attività formative di tipologia D o F comprendono gli insegnamenti impartiti presso l'Università di Verona o periodi di stage/tirocinio professionale.
Nella scelta delle attività di tipo D, gli studenti dovranno tener presente che in sede di approvazione si terrà conto della coerenza delle loro scelte con il progetto formativo del loro piano di studio e dell'adeguatezza delle motivazioni eventualmente fornite. Dal 1° dicembre 2021 al 27 febbraio 2022 e dal 2 maggio 2022 al 15 luglio 2022, tramite il presente modulo gli studenti possono richiedere l'inserimento di attività didattiche in TAF D ed F che non possono inserire autonomamente nel proprio piano di studi tramite la procedura on-line.

COMPETENZE LINGUISTICHE - dal 1° ottobre 2021 (Delibera del Consiglio della Scuola di Scienze e Ingegneria del 30 marzo 2021) per gli immatricolati dall'A.A. 2021/2022

  • Lingua inglese: vengono riconosciuti automaticamente 3 CFU per ogni livello di competenza superiore a quello richiesto dal corso di studio (se non già riconosciuto nel ciclo di studi precedente).
  • Altre lingue e italiano per stranieri: vengono riconosciuti automaticamente 3 CFU per ogni livello di competenza a partire da A2 (se non già riconosciuto nel ciclo di studi precedente).
Tali CFU saranno riconosciuti, fino ad un massimo di 6 CFU complessivi, di tipologia F se il piano didattico lo consente, oppure di tipologia D.
Ulteriori crediti a scelta per conoscenze linguistiche potranno essere riconosciuti solo se coerenti con il progetto formativo dello studente e se adeguatamente motivati.

COMPETENZE TRASVERSALI
Scopri i percorsi formativi promossi dal  Teaching and learning centre dell'Ateneo, destinati agli studenti iscritti ai corsi di laurea, volti alla promozione delle competenze trasversali:

List of courses with unassigned period
years Modules TAF Teacher
1° 2° Mathematics mini courses Sisto Baldo (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.

Gestione carriere


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

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


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!


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.