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.
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.
The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..
Definition of lesson periods
Oct 1, 2018
Jan 31, 2019
Mar 4, 2019
Jun 14, 2019
Sessione invernale d'esame
Feb 1, 2019
Feb 28, 2019
Sessione estiva d'esame
Jun 17, 2019
Jul 31, 2019
Sessione autunnale d'esame
Sep 2, 2019
Sep 30, 2019
Sessione di laurea estiva
Jul 22, 2019
Jul 22, 2019
Sessione di laurea autunnale
Oct 15, 2019
Oct 15, 2019
Sessione di laurea autunnale straordinaria
Nov 21, 2019
Nov 21, 2019
Sessione di laurea invernale
Mar 19, 2020
Mar 19, 2020
Sospensione attività didattica
Nov 2, 2018
Nov 3, 2018
Vacanze di Natale
Dec 24, 2018
Jan 6, 2019
Vacanze di Pasqua
Apr 19, 2019
Apr 28, 2019
Aug 5, 2019
Aug 18, 2019
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.
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.
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.
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
P. Bortot, U. Magnani, G. Olivieri, F. A. Rossi, M. Torrigiani
Matematica finanziaria - Esercizi
John C. Hull
Options, Futures, and Other Derivatives
Prentice Hall College Div
The exam consists of a written test to solve a number of practical problems to ensure the achievement of the learning objectives (for both attending and non-attending students). The exam aims to verify the student's ability to identify the correct resolution, knowledge of basic financial laws and sophisticated assessment models, and the ability to apply acquired knowledge to concrete cases in new and variable contexts. Attending and non-attending students will be able to count on the material provided to the teacher: lesson slides and practical problems faced in class. Attending students will also be able to participate in the exercises conducted by an external exercitat. The teacher is also available at the student reception.
Type D and Type F activities
Modules not yet included
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.
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.
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.