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.
Course calendar
The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..
| Period | From | To |
|---|---|---|
| First semester | Sep 26, 2011 | Dec 22, 2011 |
| Second semester | Feb 27, 2012 | May 25, 2012 |
| 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.
Should you have any doubts or questions, please check the Enrolment FAQs
Academic staff
045 802 8224
marina.digiacinto@univr.it
andrea.roventini@univr.it
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.
| Modules | Credits | TAF | SSD |
|---|
| Modules | Credits | TAF | SSD |
|---|
1° Year
| Modules | Credits | TAF | SSD |
|---|
2° Year activated in the A.Y. 2012/2013
| 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.
Derivatives (2012/2013)
Teaching code
4S02483
Teacher
Coordinatore
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Period
primo semestre dal Sep 24, 2012 al Dec 21, 2012.
Learning outcomes
The course is aimed at gaining basic derivative valuation methodologies and mathematical models which are in use in the financial industry. Each model is practically implemented and its use is exemplified during computer room sessions.
Program
Forwards and Futures.
Valuation of Forward and Future contracts written on
single name stocks, stock indices, currencies and commodities.
Options.
Basic properties of options on stocks. Option strategies. Binomial tree valuation models. Black-Scholes-Merton valuation approach for options on single name stocks, stock indices, currencies and \textit{futures}. Risk management for options portfolios: delta hedging, theta, gamma, vega, rho. Exotic options.
Swaps.
Valuation models for interest rates and currency swaps.
Futures and Options on interest rates.
Interest rate futures. Cheapest to deliver. Options on
fixed income securities, caps, floors, collars e swaptions.
Credit derivatives.
Credit risk management using credit derivatives. Credit default swap valuation models.
| Author | Title | Publishing house | Year | ISBN | Notes |
|---|---|---|---|---|---|
| HULL J. | Opzioni, futures e altri derivati (Edizione 8) | Pearson Education Italia, Prentice Hall, Milano | 2012 | 9788871927794 | Capitoli 1-7, 9-14, 16-18, 24-25, 28 |
Examination Methods
The final exam consists of a computer room test exercise.
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.
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 |
