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. 2014/2015

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 sem. Oct 1, 2014 Jan 30, 2015
II sem. Mar 2, 2015 Jun 12, 2015
Exam sessions
Session From To
Sessione straordinaria appelli d'esame Feb 2, 2015 Feb 27, 2015
Sessione estiva appelli d'esame Jun 15, 2015 Jul 31, 2015
Sessione autunnale appelli d'esame Sep 1, 2015 Sep 30, 2015
Degree sessions
Session From To
Sessione autunnale appello di laurea 2014 Oct 23, 2014 Oct 23, 2014
Sessione invernale appello di laurea 2015 Mar 17, 2015 Mar 17, 2015
Sessione estiva appello di laurea 2015 Jul 21, 2015 Jul 21, 2015
Sessione autunnale appello di laurea 2015 Oct 12, 2015 Oct 12, 2015
Sessione invernale appello di laurea 2016 Mar 15, 2016 Mar 15, 2016
Holidays
Period From To
Vacanze di Natale Dec 22, 2014 Jan 6, 2015
Vacanze di Pasqua Apr 2, 2015 Apr 7, 2015
Ricorrenza del Santo Patrono May 21, 2015 May 21, 2015
Vacanze estive Aug 10, 2015 Aug 16, 2015

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 R S Z

Angeleri Lidia

lidia.angeleri@univr.it 045 802 7911

Baldo Sisto

sisto.baldo@univr.it 045 802 7935

Bos Leonard Peter

leonardpeter.bos@univr.it +39 045 802 7987

Caliari Marco

marco.caliari@univr.it +39 045 802 7904

Daldosso Nicola

nicola.daldosso@univr.it +39 045 8027076 - 7828 (laboratorio)

Di Persio Luca

luca.dipersio@univr.it +39 045 802 7968

Ferro Ruggero

ruggero.ferro@univr.it 045 802 7909

Gregorio Enrico

Enrico.Gregorio@univr.it 045 802 7937

Mantese Francesca

francesca.mantese@univr.it +39 045 802 7978

Marigonda Antonio

antonio.marigonda@univr.it +39 045 802 7809

Monti Francesca

francesca.monti@univr.it 045 802 7910

Morato Laura Maria

laura.morato@univr.it 045 802 7904

Orlandi Giandomenico

giandomenico.orlandi at univr.it 045 802 7986

Rizzi Romeo

romeo.rizzi@univr.it +39 045 8027088

Schuster Peter Michael

peter.schuster@univr.it +39 045 802 7029

Solitro Ugo

ugo.solitro@univr.it +39 045 802 7977
Marco Squassina,  January 5, 2014

Squassina Marco

marco.squassina@univr.it +39 045 802 7913

Zampieri Gaetano

gaetano.zampieri@univr.it +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:
ModulesCreditsTAFSSD
6
B
(MAT/05)

2° Year

ModulesCreditsTAFSSD
6
B
(MAT/05)
Modules Credits TAF SSD
Between the years: 1°- 2°A course to be chosen among the following
Between the years: 1°- 2°
Between the years: 1°- 2°
Other activitites
4
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

4S001109

Credits

6

Coordinatore

Leonard Peter Bos

Scientific Disciplinary Sector (SSD)

MAT/06 - PROBABILITY AND STATISTICS

Language

English

The teaching is organized as follows:

Teoria 1

Credits

1

Period

I sem.

Academic staff

Luca Di Persio

Teoria 2

Credits

4

Period

I sem.

Academic staff

Leonard Peter Bos

Esercitazioni

Credits

1

Period

I sem.

Academic staff

Luca Di Persio

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Learning outcomes

The Mathematical Finance course for the internationalized 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 the 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.

Program

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

The Binomial model for Assset Pricing
• One period / multiperiod Binomial model
• A Random Walk (RW) interlude (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 Values
• Solution to the Black-Scholes-Merton Equation
• Sensitivity 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, American 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

There will be a written final 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.

Attendance

As stated in point 25 of the Teaching Regulations for the A.Y. 2021/2022, 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.

Graduation

Attachments

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

Gestione carriere


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


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.