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.

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
I semestre Oct 1, 2013 Jan 31, 2014
II semestre Mar 3, 2014 Jun 13, 2014
Exam sessions
Session From To
Sessione straordinaria Feb 3, 2014 Feb 28, 2014
Sessione estiva Jun 16, 2014 Jul 31, 2014
Sessione autunnale Sep 1, 2014 Sep 30, 2014
Degree sessions
Session From To
Sessione autunnale Oct 15, 2013 Oct 15, 2013
Sessione straordinaria Dec 9, 2013 Dec 9, 2013
Sessione invernale Mar 18, 2014 Mar 18, 2014
Sessione estiva Jul 21, 2014 Jul 21, 2014
Holidays
Period From To
Vacanze Natalizie Dec 22, 2013 Jan 6, 2014
Vacanze di Pasqua Apr 17, 2014 Apr 22, 2014
Festa del S. Patrono S. Zeno May 21, 2014 May 21, 2014
Vacanze Estive Aug 11, 2014 Aug 15, 2014

Exam calendar

Exam dates and rounds are managed by the relevant Science and Engineering 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

A B C D F G L M O S Z

Angeleri Lidia

symbol email lidia.angeleri@univr.it symbol phone-number 045 802 7911

Baldo Sisto

symbol email sisto.baldo@univr.it symbol phone-number 045 802 7935

Bellin Gianluigi

symbol email gianluigi.bellin@univr.it symbol phone-number +39 045 802 7969

Bos Leonard Peter

symbol email leonardpeter.bos@univr.it symbol phone-number +39 045 802 7987

Caliari Marco

symbol email marco.caliari@univr.it symbol phone-number +39 045 802 7904

Castellani Umberto

symbol email umberto.castellani@univr.it symbol phone-number +39 045 802 7988

Daldosso Nicola

symbol email nicola.daldosso@univr.it symbol phone-number +39 045 8027076 - 7828 (laboratorio)

Di Persio Luca

symbol email luca.dipersio@univr.it symbol phone-number +39 045 802 7968

Franco Giuditta

symbol email giuditta.franco@univr.it symbol phone-number +39 045 802 7045

Gregorio Enrico

symbol email Enrico.Gregorio@univr.it symbol phone-number 045 802 7937

Mantese Francesca

symbol email francesca.mantese@univr.it symbol phone-number +39 045 802 7978

Marigonda Antonio

symbol email antonio.marigonda@univr.it symbol phone-number +39 045 802 7809

Mariotto Gino

symbol email gino.mariotto@univr.it symbol phone-number +39 045 8027031

Monti Francesca

symbol email francesca.monti@univr.it symbol phone-number 045 802 7910

Morato Laura Maria

symbol email laura.morato@univr.it symbol phone-number 045 802 7904

Orlandi Giandomenico

symbol email giandomenico.orlandi at univr.it symbol phone-number 045 802 7986
Marco Squassina,  January 5, 2014

Squassina Marco

symbol email marco.squassina@univr.it symbol phone-number +39 045 802 7913

Zampieri Gaetano

symbol email gaetano.zampieri@univr.it symbol phone-number +39 045 8027979

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:
activated in the A.Y. 2014/2015
ModulesCreditsTAFSSD
6
B
MAT/05

1° Year

ModulesCreditsTAFSSD
A course to be chosen among the following

2° Year activated in the A.Y. 2014/2015

ModulesCreditsTAFSSD
6
B
MAT/05
Modules Credits TAF SSD
Between the years: 1°- 2°
Other training activities
4
F
-
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.




S Placements in companies, public or private institutions and professional associations

Teaching code

4S001109

Credits

6

Coordinatore

Luca Di Persio

Language

English en

Location

VERONA

Scientific Disciplinary Sector (SSD)

MAT/06 - PROBABILITY AND STATISTICS

The teaching is organized as follows:

Teoria 2

Credits

4

Period

I semestre

Location

VERONA

Academic staff

Leonard Peter Bos

Esercitazioni

Credits

1

Period

I semestre

Location

VERONA

Academic staff

Luca Di Persio

Teoria 1

Credits

1

Period

I semestre

Location

VERONA

Academic staff

Luca Di Persio

Learning outcomes

The Mathematical Finance course for the internationallized Master's Degree (delivered completely in English) aims to introduce the main concepts of stochastic discrete and continuous time part of the modern theory of financial markets. In particular, the fundamental purpose of the course is to provide the mathematical tools characterizing the setting of Itȏ stochastic calculus for the determination, the study and the analysis of models for options and / or interest rates determined by stochastic differential equations driven by Brownian motion. Basic ingredients are the foundation of the theory of continuous-time martingale, Girsanov theorems and Faynman-Kac theorem and their applications to the theory of option pricing with specific examples in equities, also considering path-dependent options, and within the framework of interest rates models.

_______
Please refer to: http://lucadipersio.wordpress.com/ for details about the course: course material, seminars, special events, etc. [ in particular take a look to the Teaching area and the "principal page" of annuncements ]

Program

Discrete time models
Contingent claims, value process, hedging strategies, completness, arbitrage
Fundamental theorems of Asset Pricing (in discrete time)

The Binomial model for Assset Pricing
One period / multiperiod Binomial model
A Random Walk (RW) interludio (scaled RW, symmetric RW, martingale property and quadratic variation of the symmetric RW, limiting distribution)
Derivation of the Black-Scholes formula (continuous-time limit)

Brownian Motion (BM)
review of the main properties of the BM: filtration generated by BM, martingale property, quadratic variation, volatility, reflection properties, etc.

Stochastic Calculus
Itȏ's integral
Itȏ-Döblin formula
Black-Scholes-Merton Equation
Evolution of Portfolio/Option Value
Solution to the Black-Scholes-Merton Equation
Sensitiveness analysis

Risk-Neutral Pricing
Risk-Neutral Measure and Girsanov's Theorem
Pricing under the Risk-Neutral Measure
Fundamental Theorems of Asset Pricing
Existence/uniqueness of the Risk-Neutral Measure
Dividend/continuously-Paying
Forwards and Futures

Stochastic Differential Equations
The Markov Property
Interest Rate Models
Multidimensional Feynman-Kac Theorems
Lookback, asian, amaerican Option

Term structure models
Affine-Yield Models
Two-Factor Vasicek Model
Two-Factor CIR Model
Heath-Jarrow-Morton (HJM) Model
HJM Under Risk-Neutral Measure

Examination Methods

Written exam

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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.

Double degree

The University of Verona, through a network of agreements with foreign universities, offers international courses that enable students to gain a Double/Joint degree at the time of graduation. Indeed, students enrolled in a Double/Joint degree programme will be able to obtain both the degree of the University of Verona and the degree issued by the Partner University abroad - where they are expected to attend part of the programme -, in the time it normally takes to gain a common Master’s degree. The institutions concerned shall ensure that both degrees are recognised in the two countries.

Places on these programmes are limited, and admissions and any applicable grants are subject to applicants being selected in a specific Call for applications.

The latest Call for applications for Double/Joint Degrees at the University of Verona is available now!


Alternative learning activities

In order to make the study path more flexible, it is possible to request the substitution of some modules with others of the same course of study in Mathematics at the University of Verona (if the educational objectives of the modules to be substituted have already been achieved in the previous career), or with others of the course of study in Mathematics at the University of Trento.

Attachments


Attendance

As stated in the Teaching Regulations for the A.Y. 2022/2023, except for specific practical or lab activities, attendance is not mandatory. Regarding these activities, please see the web page of each module for information on the number of hours that must be attended on-site.
Please refer to the Crisis Unit's latest updates for the mode of teaching.


Career management


Student login and resources


Graduation

Deadlines and administrative fulfilments

For deadlines, administrative fulfilments and notices on graduation sessions, please refer to the Graduation Sessions - Science and Engineering service.

Need to activate a thesis internship

For thesis-related internships, it is not always necessary to activate an internship through the Internship Office. For further information, please consult the dedicated document, which can be found in the 'Documents' section of the Internships and work orientation - Science e Engineering service.

Final examination regulations

Upon completion of the Master’s degree dissertation students are awarded 32 CFU. The final examination consists of a written dissertation on a specific topic agreed with a supervising professor and presented to a commission (Dissertation Committee).

The dissertation can be high-level theoretical or experimental (in the latter case, it may focus on either basic or applied research), it can deal with a theoretical topic or propose the resolution of a specific problem, or description of a work project, and may be carried out at universities, research institutions, schools, laboratories and companies in the framework of internships, traineeships, study stays in Italy and abroad. The dissertation must be original and written by the student under the guidance of a Supervisor. At the request of the student, the dissertation may be written and presented in Italian.

Professors belonging to the Mathematics Teaching Committee, the Department of Computer Science, and any associated departments may be appointed as Supervisors, as well as any professors from the University of Verona whose area of interest (SSD - Scientific-disciplinary Sector) is included in the teaching regulations of the degree programme.

Students may take the final exam only if meeting all requirements set by the School of Sciences and Engineering.

The Master's degree in Mathematics is obtained by successfully passing the final examination and thus earning the 120 CFU included in the study plan.

The material submitted by the student for the final examination will be examined by the Dissertation Committee, which comprises three professors, possibly including the Supervisor, and appointed by the President of the Teaching Committee. The final examination will be assessed based on the following criteria: the student’s performance during the entire study programme, the knowledge acquired during the dissertation work, their understanding of the topic and autonomy of judgment, their ability to apply such knowledge, and communicate effectively and fully all the outcomes of the work and the main results obtained.

The final examination and the degree ceremony will be carried out, in one of the four graduation sessions throughout the academic year, by the Final Examination Committee appointed by the President of the Teaching Committee, and made up of a president and at least four members chosen from among the professors of the University.

For further information, please refer to the Final examination regulations.

Attachments

Title Info File
Doc_Univr_pdf 1. Come scrivere una tesi 31 KB, 02/11/22 
Doc_Univr_pdf 2. How to write a thesis 31 KB, 02/11/22 
Doc_Univr_pdf 5. Regolamento tesi (valido da luglio 2022) 171 KB, 02/11/22 

List of theses and work experience proposals

theses proposals Research area
Controllo di sistemi multiagente Calculus of variations and optimal control; optimization - Hamilton-Jacobi theories, including dynamic programming
Controllo di sistemi multiagente Calculus of variations and optimal control; optimization - Manifolds
Controllo di sistemi multiagente Calculus of variations and optimal control; optimization - Optimality conditions
Formule di rappresentazione per gradienti generalizzati Mathematics - Analysis
Formule di rappresentazione per gradienti generalizzati Mathematics - Mathematics
Mathematics Bachelor and Master thesis titles Various topics
Stage Research area
Internship proposals for students in mathematics Various topics