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. 2013/2014

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 23, 2013 Jan 10, 2014
secondo semestre Feb 17, 2014 May 30, 2014
Exam sessions
Session From To
Sessione Invernale Esami Jan 13, 2014 Feb 15, 2014
Sessione Estiva esami Jun 3, 2014 Jul 12, 2014
Sessione Autunnale Esami Aug 25, 2014 Sep 10, 2014
Degree sessions
Session From To
Sessione di Lauree - Novembre Nov 7, 2013 Nov 8, 2013
Sessione di Lauree - Aprile - Verona Apr 9, 2014 Apr 10, 2014
Sessione di Lauree - Settembre Sep 11, 2014 Sep 12, 2014
Holidays
Period From To
Vacanze Natalizie Dec 23, 2013 Jan 4, 2014
Vacanze Estive Aug 11, 2014 Aug 23, 2014

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

Berardi Andrea

andrea.berardi@univr.it 045 8425452

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

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

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
9
C
(SECS-S/06)
6
B
(SECS-P/11)
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
9
C
(SECS-S/06)
6
B
(SECS-P/11)
6
F
(-)
Modules Credits TAF SSD
Between the years: 1°- 2°

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

Coordinatore

Andrea Berardi

Credits

9

Scientific Disciplinary Sector (SSD)

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

Language

Italian

Period

primo semestre dal Sep 23, 2013 al Jan 10, 2014.

Learning outcomes

The course focuses on applied mathematical models for derivative pricing.
Practical computer sessions are planned.

Program

1. Forward and Futures
Valuation models for the pricing of forward and futures contracts on stocks, stock indices, currencies, interest rates and bonds. Cheapest-to-deliver calculation.
2. Options
Black-Scholes-Merton valuation models and extensions for the pricing of options on stock indices, currencies and futures. The "Greeks": delta, gamma, theta, vega, rho. Risk management of option portfolios: delta hedging, delta-gamma-vega hedging.
3. Swaps
Valuation models for interest rate swap and currency swap contracts.
4. Interest rate options
Standard valuation models for caps, floors, collars, swaptions.
5. Credit derivatives
Standard valuation models for credit default swaps.
6. Stochastic term structure models
Equilibrium models: Vasicek and Cox-Ingersoll-Ross. Pure non-arbitrage models: Ho-Lee and Hull-White. Trinomial trees for the pricing of zero coupon bond options, caps and floors.
7. Real options
Trinomial tree valuation of investment projects.

Reference
J. HULL, Options, futures, and other derivatives, (VIII edition). Prentice Hall, 2012.
(chapters 1-18, 24, 28, 30, 34).

Examination Methods

Written exam.

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.