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.

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 Magistrali Sep 26, 2016 Jan 13, 2017
Secondo Semestre Magistrali Feb 27, 2017 Jun 1, 2017
Exam sessions
Session From To
Appelli esami sessione invernale Jan 16, 2017 Feb 17, 2017
Appelli esami sessione estiva Jun 5, 2017 Jul 7, 2017
Appelli esami sessione autunnale Aug 28, 2017 Sep 15, 2017
Degree sessions
Session From To
Sessione autunnale Nov 30, 2016 Dec 1, 2016
Sessione invernale Apr 5, 2017 Apr 7, 2017
Sessione estiva Sep 11, 2017 Sep 13, 2017
Holidays
Period From To
Vacanze natalizie Dec 23, 2016 Jan 5, 2017
Vacanze pasquali Apr 14, 2017 Apr 18, 2017
Vacanze estive Aug 7, 2017 Aug 25, 2017

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.

Exam calendar

Should you have any doubts or questions, please check the Enrollment FAQs

Academic staff

B C D F G L M N O P R S T V

Bottiglia Roberto

symbol email roberto.bottiglia@univr.it symbol phone-number 045 802 8224

Campolmi Alessia

symbol email alessia.campolmi@univr.it symbol phone-number 045 802 8071

Carluccio Emanuele Maria

symbol email emanuelemaria.carluccio@univr.it symbol phone-number 045 802 8487

De Mari Michele

symbol email michele.demari@univr.it symbol phone-number 045 802 8226

Frigo Paolo

symbol email paolo.frigo@univr.it

Gnoatto Alessandro

symbol email alessandro.gnoatto@univr.it symbol phone-number 045 802 8537

Grossi Luigi

symbol email luigi.grossi@univr.it symbol phone-number 045 802 8247

Lubian Diego

symbol email diego.lubian@univr.it symbol phone-number 045 802 8419

Minozzo Marco

symbol email marco.minozzo@univr.it symbol phone-number 045 802 8234

Noto Sergio

symbol email sergio.noto@univr.it symbol phone-number 045 802 8008

Oliva Immacolata

symbol email immacolata.oliva@univr.it symbol phone-number +39 0458028768

Pichler Flavio

symbol email flavio.pichler@univr.it symbol phone-number 045 802 8273

Renò Roberto

symbol email roberto.reno@univr.it symbol phone-number 045 802 8526

Rutigliano Michele

symbol email michele.rutigliano@univr.it symbol phone-number 0458028610

Scricciolo Catia

symbol email catia.scricciolo@univr.it symbol phone-number 045 8028341
Foto,  September 13, 2019

Taschini Luca

symbol email luca.taschini@univr.it symbol phone-number 045 802 8736

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.

CURRICULUM TIPO:

1° Year 

ModulesCreditsTAFSSD
9
B
SECS-P/11

2° Year   activated in the A.Y. 2017/2018

ModulesCreditsTAFSSD
activated in the A.Y. 2017/2018
ModulesCreditsTAFSSD
Modules Credits TAF SSD
Between the years: 1°- 2°

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.




S Placements in companies, public or private institutions and professional associations

Teaching code

4S00535

Credits

6

Language

Italian

Scientific Disciplinary Sector (SSD)

SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES

Period

Primo Semestre Magistrali dal Oct 2, 2017 al Dec 22, 2017.

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, students 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 main goal of the course is the introduction of the main numerical methods used for numerical computation of financial quantities, derivative pricing and risk evaluation in finance. Such methods will be developed with the use of the software Matlab.

In particular, the following topics will be treated:

- Tree methods for the pricing of European contingent claims and empirical check of the convergence of the results to the Black and Scholes formula in the case of put and call options. Computation of the delta. Application of the methods in the case of American contingent claims.

- Finite differences methods (implicit, explicit, Crank-Nicholson) for the pricing of European and American contingent claims. Stability and convergence.

- Monte Carlo methods: Euler scheme for the simulation of trajectories of stochastic processes. Use of Monte Carlo methods for derivative pricing.

TEXTBOOKS:

P. Glasserman, "Monte Carlo Methods for Financial Engineering", Springer (2004)

L. Clewlow and C. Strickland, "Implementing Derivatives Models", Wiley (1998)

F. D. Rouah and S. L. Heston "The Heston Model and its Extensions in Matlab and C#", Wiley (2013)

Reference texts
Author Title Publishing house Year ISBN Notes
L. Clewlow and C. Strickland Implementing Derivatives Models Wiley 1998
Desmond J. Higham e Nicholas J. Higham MATLAB Guide SIAM 2005
P. Glasserman Monte Carlo Methods for Financial Engineering Springer 2004
Fabrice D. Rouah, Steven L. Heston The Heston Model and its Extensions in Matlab and C# 2013

Examination Methods

The exam consists in a practical work with Matlab, organized in exercises and/or essay questions.

The oral test is optional, and it is devoted to the assessment of student's learning during the course, the understanding of items and the ability to connect knowledges.

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE

Type D and Type F activities

List of courses with unassigned period
years Modules TAF Teacher
Programming in Matlab D Not yet assigned
Programming in SAS D Not yet assigned
Programming Stata (3 cfu) D Not yet assigned
1° 2° Advanced Excel Laboratory (Verona) D Marco Minozzo (Coordinator)
1° 2° Excel Laboratory (Verona) D Marco Minozzo (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 soon also via the Univr app.

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
Fattori ESG e valutazione d'azienda 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
Proposte Tesi A. Gnoatto Various topics

Linguistic training CLA


Gestione carriere


Internships


Student login and resources