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
First semester Sep 26, 2011 Dec 22, 2011
Second semester Feb 27, 2012 May 25, 2012
Exam sessions
Session From To
Sessione invernale Jan 9, 2012 Feb 24, 2012
Sessione estiva May 28, 2012 Jul 6, 2012
Sessione autunnale Aug 27, 2012 Sep 21, 2012

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


Bottiglia Roberto

symbol email symbol phone-number 045 802 8224

Carluccio Emanuele Maria

symbol email symbol phone-number 045 802 8487

Centanni Silvia

symbol email symbol phone-number 045 8425460

Grossi Luigi

symbol email symbol phone-number 045 802 8247

Lubian Diego

symbol email symbol phone-number 045 802 8419

Malachini Luigi

symbol email symbol phone-number 045 8054933

Mariani Francesca

symbol email symbol phone-number 045 8028736

Minozzo Marco

symbol email symbol phone-number 045 802 8234

Pichler Flavio

symbol email symbol phone-number 045 802 8273

Rossi Francesco

symbol email symbol phone-number 045 8028067

Roventini Andrea

symbol email

Rutigliano Michele

symbol email symbol phone-number 0458028610

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.


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








Scientific Disciplinary Sector (SSD)



secondo semestre dal Feb 18, 2013 al May 24, 2013.

Learning outcomes

Numerical methods for derivative pricing and risk managment:
- binomial and trinomial methods;
- finite differences methods (implicit, explicit, Crank-Nicholson)
- Monte Carlo methods.
Each of the above topic includes practical implementations with Matlab.
P. Wilmott, "Paul Wilmott introduces quantitative finance", Wiley 2006
P. Glasserman, "Monte Carlo methods for financial engineering", Springer 2004


Scope 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:
- Optimization and inversion algorithms.
- Binomial and trinomia 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: the case of the Black and Scholes model and of the stochastic volatility models. Use of Monte Carlo methods for derivative pricing and for the computation of Value at Risk.

P. Wilmott, "Paul Wilmott introduces quantitative finance", Wiley 2006
P. Glasserman, "Monte Carlo methods for financial engineering", Springer 2004

Examination Methods

Saranno formati gruppi di studio di massimo 5 allievi che analizzeranno uno o piu' problemi indicati dal docente, dalla presa di visione del materiale alla implementazione in Matlab. Tali gruppi produrranno un project work, ossia un elaborato scritto e un insieme di codici Matlab, da inviarsi al docente, via mail, per la valutazione. Tale project work sara' diviso in due parti, la prima delle quali dovrà essere sviluppata, redatta e sottoposta alla valutazione del docente entro la fine del periodo di sospensione delle lezioni previsto nel mese di novembre.
Il project work nella sua veste completa e definitiva dovrà essere inviato via mail al docente per l’approvazione durante il periodo che va dal termine delle lezioni ad almeno una settimana prima dell’appello d’esame cui gli studenti coinvolti sono interessati. Solo dopo valutazione positiva del project work si potrà accedere all'esame.
Il project work rientra nelle metodiche di partecipazione attiva degli allievi al corso ed è introdotto con lo scopo di:
stimolare lo studente allo studio sistematico ed assiduo della materia man mano che si affrontano i vari temi;
migliorare le capacità e qualità nelle relazioni interpersonali e in particolare del lavorare in team;
migliorare le capacità e qualità di presentazione/esposizione utilizzando schemi e lessico tipici della finanza quantitativa.

L’esame consiste in una prova al computer su tutto il programma, seguito dalla parte orale.

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

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 soon also via the Univr app.


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


Student login and resources