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 | Sep 15, 2014 | Jan 9, 2015 |
| Secondo semestre | Feb 19, 2015 | May 29, 2015 |
| Session | From | To |
|---|---|---|
| prove intermedie (primo semestre) | Nov 3, 2014 | Nov 7, 2014 |
| sessione invernale | Jan 12, 2015 | Feb 18, 2015 |
| prove intermedie (secondo semestre) | Apr 13, 2015 | Apr 17, 2015 |
| sessione estiva | Jun 4, 2015 | Jul 11, 2015 |
| sessione autunnale | Aug 24, 2015 | Sep 9, 2015 |
| Session | From | To |
|---|---|---|
| sessione autunnale | Dec 12, 2014 | Dec 19, 2014 |
| sessione invernale | Apr 8, 2015 | Apr 10, 2015 |
| sessione estiva | Sep 10, 2015 | Sep 11, 2015 |
| Period | From | To |
|---|---|---|
| festività natalizie | Dec 22, 2014 | Jan 5, 2015 |
| festività pasquali | Apr 3, 2015 | Apr 7, 2015 |
| vacanze estive | Aug 10, 2015 | Aug 22, 2015 |
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 Enrollment FAQs
Academic staff
doriano.benedetti@univr.it
Brentari Eugenio
eugenio.brentari@univr.it
giovanna.caramia@univr.it
roberto.fini@univr.it
Lionzo Andrea
andrea.lionzo@univr.it
francesca.rossignoli@univr.it
0444 393941 (Ufficio Vicenza) 0458028261 (Ufficio Verona)
giuseppe.trabucchi@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 enrollment year.
1° Year
| Modules | Credits | TAF | SSD |
|---|
2° Year activated in the A.Y. 2015/2016
| Modules | Credits | TAF | SSD |
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3° Year activated in the A.Y. 2016/2017
| 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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| 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 mathematics (2016/2017)
Teaching code
4S00393
Academic staff
Coordinator
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Period
primo semestre triennali dal Sep 19, 2016 al Jan 13, 2017.
Learning outcomes
The course introduces the basic quantitative tools for the analysis and evaluation of key financial transactions, contracts and financing of investment projects. They will also be addressed models for the introduction and discussion of the financial decisions in uncertain environment and in the presence of constraints.
While there will be no formal prerequisites to make profitable learning, it may also have already passed the examinations in Mathematics of the first year and Statistics of the second year.
The course consists of 72 hours of lectures and tutorials. There are also the hours of tutoring.
Program
Program
1. Read and financial regimes
Financial transactions: capitalization and discounting. Financial laws: upright, present value, interest, discount, interest rate and discount rate. Regime of simple interest, capitalization several times a year, compound interest, the discount trade. Equivalence between different laws and between interest rates of different periods. Force of interest. Financial arbitrage, severability of financial laws, spot rate, forward rates. Currency transactions. Nominal interest rates, inflation, real interest rates.
2. Financial transactions made
Financial transactions made and their classification. Current value and upright of a set of financial movements. Net present value (VAN or NPV). Evaluation of the installment, the number of installments, the implicit rate (TIR or IRR). Consumer credit, TAN and TAEG. Amortization schedules and closing conditions. Straight-capital basis, in equal installments on a straight interest paid in advance, with shares of accumulation. The pre-amortization. Early repayment of a mortgage. Rate mortgages indexed. Financial leasing. Savings plans.
Bonds and assessment of the price of a bond, estimates of the term structure of interest rates. Control / hedging of interest rate risk: duration and convexity.
Criteria for choosing between operations / financial projects: NPV, IRR, TRM, WACC.
3. Portfolio selection with two risky assets
Reminders of probability: the expected value, variance, correlation. Investment in assets yielding haphazard. Expected return and volatility / risk of a portfolio of assets. Risk aversion and Markowitz's model. Return and risk of a portfolio: an activity to yield randomly and one in certain return, two activities to yield uncertain, two activities to yield randomly and one in certain return. Capital Allocation Line. Capital Market Line.
4. Portfolio selection with n risky assets
Recalls matrix calculation. Correlation matrices and the covariance. Choices in the presence of constraints: the methods of Lagrange and Kuhn-Tucker. Markowitz's model with n risky assets. The conditions of the first order. The presence of activity in certain return. The separation theorem. The Capital Asset Pricing Model (CAPM). Eigenvalues and eigenvectors of a matrix. Principal Component Analysis (PCA).
Libri di testo
Notes and teaching material available online through the page e-learning course.
E. CASTAGNOLI, L. PECCATI, Matematica in azienda 1: calcolo finanziario con applicazioni, EGEA Bocconi, Quarta Edizione Milano 2010.
A. BASSO, P. PIANCA, Introduzione alla Matematica Finanziaria, Cedam, Padova, 2010.
P. BORTOT, U. MAGNANI, G. OLIVIERI, F.A. ROSSI, M. TORRIGIANI, Matematica finanziaria, seconda edizione con esercizi, Monduzzi, Bologna, 1998.
Examination Methods
It 'will be a final examination intermediate.
The intermediate test is introduced in order to stimulate students to the systematic study and regular matter during the course, in order to improve the learning process in view of the close functionality, the methods and models from time to time discussed with subsequent arguments.
Such evidence shall be in writing and shall cover the program topics addressed until then.
The intermediate test is optional.
Type D and Type F activities
Modules not yet included
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.
Graduation
List of thesis proposals
| theses proposals | Research area |
|---|---|
| Tesi di laurea - Il credit scoring | Statistics - Foundational and philosophical topics |
