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.

A.A. 2014/2015

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 Sep 15, 2014 Jan 9, 2015
secondo semestre Feb 19, 2015 May 29, 2015
Exam sessions
Session From To
sessione invernale Jan 12, 2015 Feb 18, 2015
sessione estiva Jun 4, 2015 Jul 11, 2015
sessione autunnale Aug 24, 2015 Sep 9, 2015
Degree sessions
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
Holidays
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.

Exam calendar

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

Academic staff

B C D F G L M N P R V

Borello Giuliana

giuliana.borello@univr.it 045 802 8273

Bottiglia Roberto

roberto.bottiglia@univr.it 045 802 8224

Carluccio Emanuele Maria

emanuelemaria.carluccio@univr.it 045 802 8487

Centanni Silvia

silvia.centanni@univr.it 045 8425460

De Mari Michele

michele.demari@univr.it 045 802 8226

Frigo Paolo

paolo.frigo@univr.it

Grossi Luigi

luigi.grossi@univr.it 045 802 8247

Lubian Diego

diego.lubian@univr.it 045 802 8419

Mariani Francesca

francesca.mariani@univr.it 045 8028736

Minozzo Marco

marco.minozzo@univr.it 045 802 8234

Pichler Flavio

flavio.pichler@univr.it 045 802 8273

Rossi Francesco

francesco.rossi@univr.it 045 8028067

Rutigliano Michele

michele.rutigliano@univr.it 0458028610

Vaona Andrea

andrea.vaona@univr.it 045 8028537

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 enrolment year.

CURRICULUM TIPO:
ModulesCreditsTAFSSD
9
B
(SECS-P/11)
6
B
(SECS-P/01)
9
B
(SECS-S/06)
9
B
(SECS-S/06)
ModulesCreditsTAFSSD
6
B
(SECS-P/11)
9
C
(SECS-S/06)
6
F
(-)

1° Year

ModulesCreditsTAFSSD
9
B
(SECS-P/11)
6
B
(SECS-P/01)
9
B
(SECS-S/06)
9
B
(SECS-S/06)

2° Year

ModulesCreditsTAFSSD
6
B
(SECS-P/11)
9
C
(SECS-S/06)
6
F
(-)
Modules Credits TAF SSD

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.




SPlacements in companies, public or private institutions and professional associations

Teaching code

4S00535

Coordinatore

Silvia Centanni

Credits

6

Scientific Disciplinary Sector (SSD)

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

Language

Italian

Period

primo semestre dal Sep 15, 2014 al Jan 9, 2015.

Learning outcomes

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

Program

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:
- 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: 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.

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

Examination Methods

The exam is developed in two parts: a practical work with Matlab, followed by a spoken exam. The practical work is organized in exercises and will last 3 hours. The spoken exam is devoted to the assessment of student's learning during the course, the understanding of items, the ability to connect knowledges.

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.

Gestione carriere


Internships


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
Il metodo Monte Carlo per la valutazione di opzioni americane Various topics

Linguistic training CLA


Further services

I servizi e le attività di orientamento sono pensati per fornire alle future matricole gli strumenti e le informazioni che consentano loro di compiere una scelta consapevole del corso di studi universitario.