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.
Course calendar
The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..
Period | From | To |
---|---|---|
Semester 1 | Oct 3, 2022 | Jan 27, 2023 |
Semester 2 | Mar 6, 2023 | Jun 16, 2023 |
Session | From | To |
---|---|---|
Sessione invernale d'esame | Jan 30, 2023 | Mar 3, 2023 |
Sessione estiva d'esame | Jun 19, 2023 | Jul 31, 2023 |
Sessione autunnale d'esame | Sep 4, 2023 | Sep 29, 2023 |
Session | From | To |
---|---|---|
Sessione estiva di laurea | Jul 20, 2023 | Jul 20, 2023 |
Sessione autunnale di laurea | Oct 12, 2023 | Oct 12, 2023 |
Sessione autunnale di laurea - dicembre | Dec 6, 2023 | Dec 6, 2023 |
Sessione invernale di laurea | Mar 14, 2024 | Mar 14, 2024 |
Period | From | To |
---|---|---|
Ponte Festa di tutti i Santi | Oct 31, 2022 | Nov 1, 2022 |
Ponte dell'Immacolata Concezione | Dec 8, 2022 | Dec 9, 2022 |
Vacanze natalizie | Dec 23, 2022 | Jan 8, 2023 |
Vacanze di Pasqua | Apr 7, 2023 | Apr 10, 2023 |
Festa della Liberazione | Apr 24, 2023 | Apr 25, 2023 |
Festa del lavoro | May 1, 2023 | May 1, 2023 |
Festa del Santo Patrono | May 21, 2023 | May 21, 2023 |
Festa della Repubblica | Jun 2, 2023 | Jun 2, 2023 |
Chiusura estiva | Aug 14, 2023 | Aug 19, 2023 |
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.
Academic staff
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 enrollment year.
1° Year
Modules | Credits | TAF | SSD |
---|
2° Year activated in the A.Y. 2023/2024
Modules | Credits | TAF | SSD |
---|
3° Year activated in the A.Y. 2024/2025
Modules | Credits | TAF | SSD |
---|
Modules | Credits | TAF | SSD |
---|
Modules | Credits | TAF | SSD |
---|
Modules | Credits | TAF | SSD |
---|
Modules | Credits | TAF | SSD |
---|
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.
Financial mathematics (2024/2025)
Teaching code
4S008402
Teacher
Coordinator
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Period
Semester 1 dal Oct 1, 2024 al Jan 31, 2025.
Courses Single
Authorized
Learning objectives
The aim of the first smaller part of the course is to present some tools and topics of classical financial mathematics (compounding regimes, mortgages, bonds). The second larger part of the lecture provides an in-depth introduction to modern financial mathematics and stochastic methods in discrete time (stochastic processes and martingales in discrete time) that are useful in view of more advanced lectures on the topic. Students will have the opportunity to learn the terminology and the concepts that are useful for the understanding and use the techniques of classical and modern mathematical finance. The lecture provides important examples of applications of concepts from the lectures on probability.
Prerequisites and basic notions
Analysis, Linear Algebra, Probability.
Program
Part 1: Classical financial mathematics - Reference text: Finance Manual. 1) Financial Regimes: financial operations, simple interest, advanced interest, capitalization of interest, exponential regime. 2) Annuities and amortization: non-elementary investments and financing, annuities with constant installments, annuities with installments in geometric progression, amount of an annuity, amortization plans, common forms of amortization, variable rate amortization. 3) Choice between certain options: return for elementary investments, return for generic investments, choice criteria for investments, choice criteria for financing 4) Bonds: classification of bonds, bonds without coupons, bonds with fixed coupon. Maturity structure of rates: yield curve, rate curve, complete and incomplete markets, securities indexed to interest rates 5) Financial immunization: Macaulay duration, Macaulay Convexity, immunized portfolios, general maturity structures. Part 2: modern mathematical finance under conditions of uncertainty - Reference texts: Bjork 6) Review of Fundamentals of probability theory: probability spaces, independence, Radon-Nikodym theorem, Expected value, Variance, Conditional expected value, Martingale, Convergence of random variables 7) Theory of arbitrage in a period: foundations and the fundamental theorem of asset pricing, contingent claims, market completeness. 8) Arbitrage theory in discrete multiperiod models: foundations on multiperiod models, absence of arbitrage, European contingent claims, binomial model (Cox-Ross-Rubinstein) 9) Continuous-time models: evaluation and coverage of European contingent claims Time permitting: Risk preferences and aversion. Expected utility criterion (St. Petersburg Paradox). Von Neumann Morgenstern Axioms, Stochastic Dominance. Mean-variance criterion and static portfolio optimization. CAPM
Bibliography
Didactic methods
Frontal lesson.
Learning assessment procedures
Intermediate test + 90 minute written exam. Alternatively, a two-hour written exam for those who do not take the intermediate exam. The tests will contain exercises and theory questions (demonstration of statements) Objectives: - to know and have understood the fundamental concepts of classical financial mathematics in a deterministic setting - to know and have understood the fundamental concepts of modern stochastic financial mathematics - to have adequate ability of analysis and synthesis and abstraction - knowing how to apply this knowledge to solve problems and exercises, knowing how to argue with mathematical rigor.
Evaluation criteria
Mathematical rigor in procedures and demonstrations. Correctness of calculations.
Criteria for the composition of the final grade
For those participating in the intermediate test. 25% intermediate exam 75% final exam (9 CFU) 100% final exam for others.
Exam language
italiana
Type D and Type F activities
Le attività formative di tipologia D sono a scelta dello studente, quelle di tipologia F sono ulteriori conoscenze utili all’inserimento nel mondo del lavoro (tirocini, competenze trasversali, project works, ecc.). In base al Regolamento Didattico del Corso, alcune attività possono essere scelte e inserite autonomamente a libretto, altre devono essere approvate da apposita commissione per verificarne la coerenza con il piano di studio. Le attività formative di tipologia D o F possono essere ricoperte dalle seguenti attività.
1. Insegnamenti impartiti presso l'Università di Verona
Comprendono gli insegnamenti sotto riportati e/o nel Catalogo degli insegnamenti (che può essere filtrato anche per lingua di erogazione tramite la Ricerca avanzata).
Modalità di inserimento a libretto: se l'insegnamento è compreso tra quelli sottoelencati, lo studente può inserirlo autonomamente durante il periodo in cui il piano di studi è aperto; in caso contrario, lo studente deve fare richiesta alla Segreteria, inviando a carriere.scienze@ateneo.univr.it il modulo nel periodo indicato.
2. Attestato o equipollenza linguistica CLA
Oltre a quelle richieste dal piano di studi, per gli immatricolati dall'A.A. 2021/2022 vengono riconosciute:
- Lingua inglese: vengono riconosciuti 3 CFU per ogni livello di competenza superiore a quello richiesto dal corso di studio (se non già riconosciuto nel ciclo di studi precedente).
- Altre lingue e italiano per stranieri: vengono riconosciuti 3 CFU per ogni livello di competenza a partire da A2 (se non già riconosciuto nel ciclo di studi precedente).
Tali cfu saranno riconosciuti, fino ad un massimo di 6 cfu complessivi, di tipologia F se il piano didattico lo consente, oppure di tipologia D. Ulteriori crediti a scelta per conoscenze linguistiche potranno essere riconosciuti solo se coerenti con il progetto formativo dello studente e se adeguatamente motivati.
Gli immatricolati fino all'A.A. 2020/2021 devono consultare le informazioni che si trovano qui.
Modalità di inserimento a libretto: richiedere l’attestato o l'equipollenza al CLA e inviarlo alla Segreteria Studenti - Carriere per l’inserimento dell’esame in carriera, tramite mail: carriere.scienze@ateneo.univr.it
3. Competenze trasversali
Scopri i percorsi formativi promossi dal TALC - Teaching and learning center dell'Ateneo, destinati agli studenti regolarmente iscritti all'anno accademico di erogazione del corso https://talc.univr.it/it/competenze-trasversali
Modalità di inserimento a libretto: non è previsto l'inserimento dell'insegnamento nel piano di studi. Solo in seguito all'ottenimento dell'Open Badge verranno automaticamente convalidati i CFU a libretto. La registrazione dei CFU in carriera non è istantanea, ma ci saranno da attendere dei tempi tecnici.
4. CONTAMINATION LAB
Il Contamination Lab Verona (CLab Verona) è un percorso esperienziale con moduli dedicati all'innovazione e alla cultura d'impresa che offre la possibilità di lavorare in team con studenti e studentesse di tutti i corsi di studio per risolvere sfide lanciate da aziende ed enti. Il percorso permette di ricevere 6 CFU in ambito D o F. Scopri le sfide: https://www.univr.it/clabverona
ATTENZIONE: Per essere ammessi a sostenere una qualsiasi attività didattica, incluse quelle a scelta, è necessario essere iscritti all'anno di corso in cui essa viene offerta. Si raccomanda, pertanto, ai laureandi delle sessioni di dicembre e aprile di NON svolgere attività extracurriculari del nuovo anno accademico, cui loro non risultano iscritti, essendo tali sessioni di laurea con validità riferita all'anno accademico precedente. Quindi, per attività svolte in un anno accademico cui non si è iscritti, non si potrà dar luogo a riconoscimento di CFU.
5. Periodo di stage/tirocinio
Oltre ai CFU previsti dal piano di studi (verificare attentamente quanto indicato sul Regolamento Didattico): qui informazioni su come attivare lo stage.
Insegnamenti e altre attività che si possono inserire autonomamente a libretto
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° 3° | Algorithms | D |
Roberto Segala
(Coordinator)
|
1° 2° 3° | Basis of general chemistry | D |
Chiara Nardon
|
1° 2° 3° | Genetics | D |
Massimo Delledonne
(Coordinator)
|
1° 2° 3° | Introduction to Docker | D |
Franco Fummi
(Coordinator)
|
1° 2° 3° | Mobile app design by using React Native | D |
Graziano Pravadelli
(Coordinator)
|
years | Modules | TAF | Teacher |
---|---|---|---|
1° 2° 3° | Algebraic Geometry | D |
Rosanna Davison Laking
|
1° 2° 3° | Algorithms | D |
Roberto Segala
(Coordinator)
|
1° 2° 3° | LaTeX Language | D |
Enrico Gregorio
(Coordinator)
|
1° 2° 3° | Python programming language | D |
Carlo Combi
(Coordinator)
|
1° 2° 3° | Organization Studies | D |
Serena Cubico
(Coordinator)
|
1° 2° 3° | History and Didactics of Geology | D |
Guido Gonzato
(Coordinator)
|
years | Modules | TAF | Teacher | |
---|---|---|---|---|
1° | Subject requirements: mathematics | D |
Franco Zivcovich
|
|
1° 2° 3° | ECMI modelling week | F | Not yet assigned | |
1° 2° 3° | ESA Summer of code in space (SOCIS) | F | Not yet assigned | |
1° 2° 3° | Federated learning from zero to hero | D |
Gloria Menegaz
|
|
1° 2° 3° | Google summer of code (GSOC) | F | Not yet assigned |
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: only in this way will you be able to receive notification of all the notices from your teachers and your secretariat via email and also via the Univr app.
Graduation
Documents
Title | Info File |
---|---|
1. Come scrivere una tesi | pdf, it, 31 KB, 29/07/21 |
2. How to write a thesis | pdf, it, 31 KB, 29/07/21 |
5. Regolamento tesi | pdf, it, 171 KB, 20/03/24 |
List of thesis proposals
theses proposals | Research area |
---|---|
Formule di rappresentazione per gradienti generalizzati | Mathematics - Analysis |
Formule di rappresentazione per gradienti generalizzati | Mathematics - Mathematics |
Proposte Tesi A. Gnoatto | Various topics |
Mathematics Bachelor and Master thesis titles | Various topics |
THESIS_1: Sensors and Actuators for Applications in Micro-Robotics and Robotic Surgery | Various topics |
THESIS_2: Force Feedback and Haptics in the Da Vinci Robot: study, analysis, and future perspectives | Various topics |
THESIS_3: Cable-Driven Systems in the Da Vinci Robotic Tools: study, analysis and optimization | Various topics |
Attendance modes and venues
As stated in the Teaching Regulations , 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.
Part-time enrolment is permitted. Find out more on the Part-time enrolment possibilities page.
The course's teaching activities take place in the Science and Engineering area, which consists of the buildings of Ca‘ Vignal 1, Ca’ Vignal 2, Ca' Vignal 3 and Piramide, located in the Borgo Roma campus.
Lectures are held in the classrooms of Ca‘ Vignal 1, Ca’ Vignal 2 and Ca' Vignal 3, while practical exercises take place in the teaching laboratories dedicated to the various activities.
Career management
Student login and resources
Erasmus+ and other experiences abroad
Ongoing orientation for students
The committee has the task of guiding the students throughout their studies, guiding them in their choice of educational pathways, making them active participants in the educational process and helping to overcome any individual difficulties.
It is composed of professors Lidia Angeleri, Sisto Baldo, Marco Caliari, Paolo dai Pra, Francesca Mantese, and Nicola Sansonetto
To send an email to professors: name.surname@univr.it