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
This information is intended exclusively for students already enrolled in this course.If you are a new student interested in enrolling, you can find information about the course of study on the course page:
Laurea magistrale in Banca e finanza - Enrollment from 2025/2026The 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
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2° Year It will be activated in the A.Y. 2025/2026
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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 risk management (2024/2025)
Teaching code
4S012445
Credits
12
Coordinator
Language
Italian
Courses Single
AuthorizedThe teaching is organized as follows:
Learning objectives
The goal of the lecture is to present the theoretical foundations and the models employed by financial institutions to manage different sources of financial risk. A particular focus will be put on numerical methods (Monte Carlo simulations) and their implementation using modern IT-Tools (Java, Eclipse).
Prerequisites and basic notions
The course does not have any strict prerequisite. However, for an adequate understanding of the material covered, it is useful to possess a good knowledge of the basic concepts from mathematical analysis (limits, derivatives, integrals) and statistics (random variables, probability distributions, estimators, hypothesis tests).
Bibliography
Criteria for the composition of the final grade
The course consists of two modules. The final mark of each module is expressed on a scale from 0 to 30. To pass the exam one needs to get at least 18 in each module. In this case, the overall mark is obtained by taking the weighted average of the two marks. The weight of the two modules reflects the respective teaching load and is given by 25% and 75%.