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 |
---|---|---|
Periodo generico | Oct 1, 2022 | May 31, 2023 |
Primo semestre (lauree magistrali) | Oct 3, 2022 | Dec 23, 2022 |
Secondo semestre (lauree magistrali) | Feb 20, 2023 | May 19, 2023 |
Session | From | To |
---|---|---|
Sessione invernale (lauree magistrali) | Jan 9, 2023 | Feb 17, 2023 |
Sessione estiva (lauree magistrali) | May 22, 2023 | Jul 7, 2023 |
Sessione autunnale (lauree magistrali) | Aug 28, 2023 | Sep 22, 2023 |
Session | From | To |
---|---|---|
Sessione autunnale | Dec 5, 2022 | Dec 7, 2022 |
Sessione invernale | Apr 4, 2023 | Apr 6, 2023 |
Sessione estiva | Sep 5, 2023 | Sep 7, 2023 |
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.
Academic staff

Santi Flavio
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 enrollment year.
1° Year
Modules | Credits | TAF | SSD |
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2° Year activated in the A.Y. 2023/2024
Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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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.
Financial Risk Management (2022/2023)
Teaching code
4S006189
Teacher
Coordinator
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 Feb 20, 2023 al May 19, 2023.
Learning objectives
The goal of the lecture is to present the theoretical foundations and the models employed by financial institutions to manage different sources of financial risk. A particular focus will be put on numerical methods (Monte Carlo simulations) and their implementation using modern IT-Tools (Java, Eclipse).
Prerequisites and basic notions
A good working knowledge of mathematical analysis (limits/derivatives/integration). The ability to solve standard first and second order equations/inequations.
A good working knowledge of basic statistics (probability distributions, conditional probabilities, random variables, central limit theorem, law of large numbers, statistical tests, conditional/unconditional expected values/moments).
Programming: the lecture does not assume that students are experienced Java programmers, anyway attendance of the block-lecture Introduction to Java Programming, offered before the lectures starts, is recommended. It is assumed that students are able to write simple programs in any language such as Matlab, Python, Visual Basic, Turbo Pascal etc. In summary, it is assumed that students are able to think in an algorithmic way, independently of any programming language. Practical tutorials for the Java programming language will be provided.
Program
Part 1: Monte Carlo Methods Basic notions: expectation, Lp spaces, classical inequalities (Markov, Chebychev etc...) Classical numerical integration Monte Carlo integration (code) Generation of random draws and discretization of stochastic processes (code) Variance reduction techniques (code)
Part 2: Market Risk Introduction: IR, Equity, FX, Commodities, Options Risk Measures: general theory VaR/ES calculation
- Historical approach (code)
- Analytical approach
- Monte Carlo simulations (code)
Optional: Basel II regulations
Part 3: Credit Risk Basic risks in a default-free setting: duration and convexity Structural Models Rating based models Reduced form models Optional: Basel II regulations
Part 4: Counterparty Credit Risk Funding and collateral (xVA) CVA DVA FVA Monte Carlo for xVA (code) Optional: Basel III/Basel IV regulations
Prerequisites:
- A good working knowledge of mathematical analysis (limits/derivatives/integration). The ability to solve standard first and second order equations/inequations.
- A good working knowledge of basic statistics (probability distributions, conditional probabilities, random variables, central limit theorem, law of large numbers, statistical tests, conditional/unconditional expected values/moments).
- Programming: the lecture does not assume that students are experienced Java programmers, anyway attendance of the block-lecture Introduction to Java Programming, offered before the lectures starts, is recommended. It is assumed that students are able to write simple programs in any language such as Matlab, Python, Visual Basic, Turbo Pascal etc. In summary, it is assumed that students are able to think in an algorithmic way, independently of any programming language. Practical tutorials for the Java programming language will be provided.
Bibliography
Didactic methods
Standard lecture with programming examples.
Learning assessment procedures
The exam consists of two parts: the first is a Project Work that has to be completed by using the Java programming language. The mark on the project work has a weight of 30% on the final grade.
The Project Work can be completed by groups consisting of up to 4 people.
Aims of the project work are:
implement and deepen the understanding of the methods illustrated during the lecture.
improve the ability to work in teams.
The grade of the project work has unlimited validity.
Students get access to the written exam only if the project work has a positive valuation. Those who do not submit any solution will not be accepted to the exam.
The second part of the exam consists of a written exam on all topics of the lecture. The exam contain theoretical and practical exercises together with programming questions related to the Java programming language. In case the grade is greater or equal to 18, the written exam has a weight of 70% on the final mark.
IMPORTANT: students working full time should contact the lecturer at the beginning of the semester in order to agree on an individual project work.
Evaluation criteria
Level of knowledge of the course material. The ability to apply the theory via theoretical and programming exercises also in contexts which have not been perfectly covered during the lecture.
Criteria for the composition of the final grade
30% PW + 70% Final Exam if approved (see details in the section above)
Exam language
Italiano
Type D and Type F activities
SOFT SKILLS
Find out more about the Soft Skills courses for Univr students provided by the University's Teaching and Learning Centre: https://talc.univr.it/it/competenze-trasversali
CONTAMINATION LAB
The Contamination Lab Verona (CLab Verona) is an experiential course with modules on innovation and enterprise culture that offers the opportunity to work in teams with students from all areas to solve challenges set by companies and organisations.
Upon completion of a CLab, students will be entitled to receive 6 CFU (D- or F-type credits).
Find out more: https://www.univr.it/clabverona
PLEASE NOTE: In order to be admitted to any teaching activities, including those of your choice, you must be enrolled in the academic year in which the activities in question are offered. Students who are about to graduate in the December and April sessions are therefore advised NOT to undertake extracurricular activities in the new academic year in which they are not enrolled, as these graduation sessions are valid for students enrolled in the previous academic year. Therefore, students who undertake an activity in an academic year in which they are not enrolled will not be granted CFU credits.
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Ciclo tematico di conferenze: “Conflitti. Riconoscere, prevenire, gestire” - 2022/2023 | D |
Riccardo Stacchezzini
(Coordinator)
|
1° 2° | Securitisation transactions - Focus on securitisations of OF NPL / NPE /UTP | D |
Michele De Mari
(Coordinator)
|
1° 2° | The Fashion Lab - 2022/23 | D |
Caterina Fratea
(Coordinator)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Economic Thinking and Thesis Writing | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Data Analysis Laboratory with R (Verona) | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Data Visualization Laboratory | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Python Laboratory | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Data Science Laboratory with SAP | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Advanced Excel Laboratory (Verona) | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Excel Laboratory (Verona) | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Laboratory on research methods for business | D |
Cristina Florio
(Coordinator)
|
1° 2° | Laboratory on research methods for business | D |
Cristina Florio
(Coordinator)
|
1° 2° | Piano di marketing 2022/23 | D |
Fabio Cassia
(Coordinator)
|
1° 2° | Programming in Mathlab | D |
Marco Minozzo
(Coordinator)
|
1° 2° | Programming in SAS | D |
Marco Minozzo
(Coordinator)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Business & predictive analytics for International Firms (with Excel Applications) - 2022/23 | D |
Angelo Zago
(Coordinator)
|
1° 2° | Elements of Financial Risk Management - 2022/23 | D |
Claudio Zoli
(Coordinator)
|
1° 2° | Soft skills training for economics - 2022/23 | D |
Claudio Zoli
(Coordinator)
|
1° 2° | Topics in applied economics and finance - 2022/23 | D |
Claudio Zoli
(Coordinator)
|
1° 2° | Experience 3 Days as a Manager | D |
Riccardo Stacchezzini
(Coordinator)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | The Chartered Accountant as a business consultant | D |
Riccardo Stacchezzini
(Coordinator)
|
1° 2° | Integrated Financial Planning 2022/2023 | D |
Riccardo Stacchezzini
(Coordinator)
|
1° 2° | Introduction to Java programming | D |
Alessandro Gnoatto
(Coordinator)
|
1° 2° | Professional Communication for Economics 2022/2023 | D |
Claudio Zoli
(Coordinator)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° | Project "B-EDUCATION: ideas that count" - 1 cfu | D |
Roberto Bottiglia
(Coordinator)
|
1° 2° | Project "B-EDUCATION: ideas that count" - 2 cfu | D |
Roberto Bottiglia
(Coordinator)
|
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 also via the Univr app.
Modalità di frequenza, erogazione della didattica e sedi
Le lezioni di tutti gli insegnamenti del corso di studio, così come le relative prove d’esame, si svolgono in presenza.
Peraltro, come ulteriore servizio agli studenti, è altresì previsto che tali lezioni siano videoregistrate e che le videoregistrazioni vengano messe a disposizione sui relativi spazi e-learning degli insegnamenti, salvo diversa comunicazione del singolo docente.
La frequenza non è obbligatoria.
Maggiori dettagli in merito all'obbligo di frequenza vengono riportati nel Regolamento del corso di studio disponibile alla voce Regolamenti nel menu Il Corso. Anche se il regolamento non prevede un obbligo specifico, verifica le indicazioni previste dal singolo docente per ciascun insegnamento o per eventuali laboratori e/o tirocinio.
È consentita l'iscrizione a tempo parziale. Per saperne di più consulta la pagina Possibilità di iscrizione Part time.
Le sedi di svolgimento delle lezioni e degli esami sono le seguenti
Graduation
List of thesis proposals
theses proposals | Research area |
---|---|
Tesi di laurea magistrale - Tecniche e problemi aperti nel credit scoring | Statistics - Foundational and philosophical topics |
I covered bond | 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 |
Linguistic training CLA
Gestione carriere
Internships
The curriculum of the three-year degree courses (CdL) and master's degree courses (CdLM) in the economics area includes an internship as a compulsory training activity. Indeed, the internship is considered an appropriate tool for acquiring professional skills and abilities and for facilitating the choice of a future professional outlet that aligns with one's expectations, aptitudes, and aspirations. The student can acquire further competencies and interpersonal skills through practical experience in a work environment.