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:

Laurea in Matematica applicata - 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.

1° Year

ModulesCreditsTAFSSD
12
A
MAT/02 ,MAT/03
12
A
MAT/05
12
A
FIS/01
6
B
MAT/01
12
A
INF/01
6
E
-

2° Year  activated in the A.Y. 2015/2016

ModulesCreditsTAFSSD
6
A
MAT/02
12
B
MAT/05
12
B
MAT/08
6
B
MAT/03
6
B
MAT/06
6
B
MAT/05
Uno tra i seguenti insegnamenti
6
C
SECS-P/01
6
C
FIS/01
Uno tra i seguenti insegnamenti
6
C
MAT/05
6
C
SECS-P/01

3° Year  activated in the A.Y. 2016/2017

ModulesCreditsTAFSSD
6
C
SECS-P/05
6
B
MAT/08
6
B
MAT/09
6
B
MAT/06
Uno o due insegnamenti tra i seguenti per un totale di 12 cfu
12
C
SECS-S/06
6
C
MAT/07
6
C
MAT/05
Prova finale
6
E
-
activated in the A.Y. 2015/2016
ModulesCreditsTAFSSD
6
A
MAT/02
12
B
MAT/05
12
B
MAT/08
6
B
MAT/03
6
B
MAT/06
6
B
MAT/05
Uno tra i seguenti insegnamenti
6
C
SECS-P/01
6
C
FIS/01
Uno tra i seguenti insegnamenti
6
C
MAT/05
6
C
SECS-P/01
activated in the A.Y. 2016/2017
ModulesCreditsTAFSSD
6
C
SECS-P/05
6
B
MAT/08
6
B
MAT/09
6
B
MAT/06
Uno o due insegnamenti tra i seguenti per un totale di 12 cfu
12
C
SECS-S/06
6
C
MAT/07
6
C
MAT/05
Prova finale
6
E
-
Modules Credits TAF SSD
Between the years: 1°- 2°- 3°
12
D
-
Between the years: 1°- 2°- 3°
Altre attività formative
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.

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

Financial mathematics  (2016/2017)

Teaching code

4S00393

Teacher

Luigi Malachini

Coordinator

Luigi Malachini

Credits

12

Language

Italian

Scientific Disciplinary Sector (SSD)

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

Period

I sem. dal Oct 3, 2016 al Jan 31, 2017.

MoodleMoodle Seminars 0

Learning outcomes

This course presents the basic models for the analysis and evaluation of financial operations, both under conditions of certainty and randomness. The main goal of the course is to equip the student with the ability to model and solve some basic mathematical problems, commonly encountered in the financial practice.

Program


1. Financial operations. Present and future value. Simple and compound interest. Spot and forward rates. Market rates.
2. Present value of a cash flow. Amortizement of a debt. Computation of the instalments. Choice criteria among cash flows: Net Present Value and Internal Rate of Return. Fixed and floating rate mortgages. Coupon bonds and term structure. Immunization, duration and convexity.
3. Portfolio selection. Investing in stocks. Expected return and volatility of a portfolio. Risk aversion and Markowitz criterium. Efficient portfolios when investing in: a stock and a bond, two stocks, two stocks and a bond. Constrained optimization techniques (Lagrange) Covariance matrix and efficient portfolios with N stocks. The Capital Market Line and the Capital Asset Pricing Model.
4. Derivatives: Futures, Forward, Swap, Options, Credit Default Swap

Reference texts
Author Title Publishing house Year ISBN Notes
P. Bortot, U. Magnani, G. Olivieri, F. A. Rossi, M. Torrigiani Matematica finanziaria Monduzzi 1998
Scandolo Giacomo Matematica finanziaria - Esercizi Amon 2013
John C. Hull Options, Futures, and Other Derivatives Prentice Hall College Div  

Examination Methods

Written

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