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.

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
IUS/04
9
B
SECS-P/05
9
B
SECS-P/11
9
C
SECS-P/11
9
B
SECS-P/11
6
B
SECS-P/01
9
B
SECS-S/06

2° Year   activated in the A.Y. 2016/2017

ModulesCreditsTAFSSD
6
B
SECS-P/11
9
B
SECS-S/03
6
B
SECS-P/09
9
C
SECS-P/11
6
F
-
15
E
-
activated in the A.Y. 2016/2017
ModulesCreditsTAFSSD
6
B
SECS-P/11
9
B
SECS-S/03
6
B
SECS-P/09
9
C
SECS-P/11
6
F
-
15
E
-
Modules Credits TAF SSD
Between the years: 1°- 2°
9
D
-

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.

A Basic activities
B Characterizing activities
C Related or complementary activities
D Activities to be chosen by the student
E Final examination
F Other training activities
S Placements in companies, public or private institutions and professional associations

Financial statistics  (2016/2017)

Teaching code

4S00489

Teacher

Luigi Grossi

Coordinator

Luigi Grossi

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

SECS-S/03 - ECONOMIC STATISTICS

Period

Primo semestre Magistrali dal Sep 26, 2016 al Jan 13, 2017.

MoodleMoodle Seminars 0

Learning outcomes

The goal of the course is to introduce students to the modern econometric and time series tools for analyzing and modeling financial returns and volatility.
The course provides students with theoretical and practical knowledge of the statistical and computational skills needed for the identification, estimation and test of stochastic processes used by the financial operators to manage risk and develop investment strategies.
At the end of the course, students will be able to critically compare the price dynamic of different assets and to estimate the parameters of the stochastic processes that captures the main stylized facts observed in the financial markets.

Program

1. Prices and stock indexes

2. Stylized facts of financial returns

3. Linear and non-linear models for financial returns

4. Volatility models



Suggested textbooks
- G. M. Gallo, B. Pacini, Metodi quantitativi per i mercati finanziari, Carocci, Roma, 2002.
- Bee M., Santi F., Finanza Quantitativa con R, Apogeo, 2013


Types of classes: lectures, seminars and exercises

Reference texts
Author Title Publishing house Year ISBN Notes
GALLO M.-PACINI B. Metodi quantitativi per i mercati finanziari Carocci editore 2002 8843023063

Examination Methods

Written exam. Oral exam is optional.

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