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.

Study Plan

A.A. 2024/2025 A.A. 2023/2024 A.A. 2022/2023 A.A. 2021/2022 A.A. 2020/2021 A.A. 2019/2020 A.A. 2018/2019 A.A. 2017/2018 A.A. 2016/2017 A.A. 2015/2016 A.A. 2014/2015 A.A. 2013/2014 A.A. 2012/2013 A.A. 2011/2012 A.A. 2010/2011 A.A. 2009/2010

This information is intended exclusively for students already enrolled in this course.
If you are a new student interested in enrolling, you can find information about the course of study on the course page:

Master's degree in Mathematics - Enrollment from 2025/2026

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 enrollment year.

CURRICULUM TIPO:

1° Year 

ModulesCreditsTAFSSD
6
B
MAT/07
6
B
MAT/06
6
B
MAT/03
12
B
MAT/05
6
B
MAT/05

2° Year   activated in the A.Y. 2024/2025

ModulesCreditsTAFSSD
6
B
MAT/05
Final exam
32
E
-
activated in the A.Y. 2024/2025
ModulesCreditsTAFSSD
6
B
MAT/05
Final exam
32
E
-
Modules Credits TAF SSD
Between the years: 1°- 2°
1 module among the following
6
B
MAT/08
6
B
MAT/08
Between the years: 1°- 2°
1 module between the following (a.a. 2023/24 Homological Algebra not activated - a.a. 2024/25 Computational Algebra not activated)
6
B
MAT/02
6
B
MAT/02
Between the years: 1°- 2°
3 modules among the following
6
C
MAT/03
6
C
MAT/02 ,MAT/03
6
C
MAT/02
6
C
MAT/08
6
C
MAT/08
6
C
MAT/02
6
C
MAT/06
6
C
INF/01
6
C
MAT/05
6
C
MAT/09
6
C
MAT/02
6
C
MAT/08
6
C
MAT/08
6
C
MAT/07
6
C
INF/01 ,MAT/06
Between the years: 1°- 2°
12
D
-
Between the years: 1°- 2°
Further activities
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.

A Basic activities
B Characterizing activities
C Related or complementary activities
D Activities to be chosen by the student
E Final examination
F Other training activities
S Placements in companies, public or private institutions and professional associations

Numerical methods for mathematical finance (seminar course)  (2023/2024)

Teaching code

4S001114

Teacher

Elena Gaburro

Coordinator

Elena Gaburro

Credits

6

Language

English en

Scientific Disciplinary Sector (SSD)

MAT/08 - NUMERICAL ANALYSIS

Period

Semester 2 dal Mar 4, 2024 al Jun 14, 2024.

Courses Single

Authorized

Lessons timetable Seminars 0

Learning objectives

The course will discuss various numerical methods for the pricing of the main financial instruments. An emphasis will be made on finance in the Energy industry. At the end of the course the student is expected to have the ability to construct and develop mathematical models for the stochastic processes of finance, to be able to analyze their limits and applicability and to solve them numerically.

Prerequisites and basic notions

Basic tools of applied probability.
Basic knowledge of the theory of stochastic processes.

Program

The course includes 8 hours of frontal teaching, corresponding to 1 ECTS credit.
The remaining 5 ECTS credits will be dedicated to the student’s independent work, consisting of the development of an individual project to be presented during a seminar.
A feedback service will be available throughout the project development phase to support students in their progress.

Didactic methods

- Frontal teaching
- Independent activity to develop an individual project
- Feedback during the development of the project

Learning assessment procedures

Submission of an individual project, the topic of which will be agreed upon with the instructor, and presentation of the project in a seminar.

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE

Evaluation criteria

Quality and completeness of the submitted project
Methodological consistency with the covered topics
Critical analysis skills and autonomy in development
Clarity, effectiveness, and rigor in the oral presentation

Criteria for the composition of the final grade

The final grade will be determined by weighting each criterion equally and expressed on a 30-point scale.

Exam language

Inglese