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. 2012/2013

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 24, 2012 Dec 21, 2012
secondo semestre Feb 18, 2013 May 24, 2013

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 G L M P R

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

Grossi Luigi

luigi.grossi@univr.it 045 802 8247

Lubian Diego

diego.lubian@univr.it 045 802 8419

Malachini Luigi

luigi.malachini@univr.it 045 8054933

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

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
C
(SECS-S/06)
6
B
(SECS-P/11)
6
F
(-)

2° Year

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

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

4S02483

Credits

9

Scientific Disciplinary Sector (SSD)

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

Language

Italian

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.

Bibliografia

Reference texts
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.

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

Gestione carriere


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.