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

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 Economia e commercio - 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
9
A
IUS/01
9
A
SECS-P/07
9
B
SECS-P/08
9
A
SECS-P/01
9
A
SECS-S/06
9
C
SECS-P/12
English language B1 level
3
E
-

2° Year  activated in the A.Y. 2021/2022

ModulesCreditsTAFSSD
6
B
SECS-P/07
9
C
SECS-P/09
6
A
IUS/04
9
B
SECS-P/01
9
B
SECS-P/07
9
B
SECS-P/03
9
B
SECS-S/01

3° Year  activated in the A.Y. 2022/2023

ModulesCreditsTAFSSD
9
B
IUS/07
9
B
SECS-P/05
9
B
SECS-S/06
6
B
SECS-P/02
2 modules to be chosen among the following
6
C
SECS-P/02
6
C
SECS-S/01
6
C
SECS-P/01
6
C
SECS-S/06
6
C
SECS-P/05
6
C
SECS-P/02
Training
6
F
-
Final exam
3
E
-
ModulesCreditsTAFSSD
9
A
IUS/01
9
A
SECS-P/07
9
B
SECS-P/08
9
A
SECS-P/01
9
A
SECS-S/06
9
C
SECS-P/12
English language B1 level
3
E
-
activated in the A.Y. 2021/2022
ModulesCreditsTAFSSD
6
B
SECS-P/07
9
C
SECS-P/09
6
A
IUS/04
9
B
SECS-P/01
9
B
SECS-P/07
9
B
SECS-P/03
9
B
SECS-S/01
activated in the A.Y. 2022/2023
ModulesCreditsTAFSSD
9
B
IUS/07
9
B
SECS-P/05
9
B
SECS-S/06
6
B
SECS-P/02
2 modules to be chosen among the following
6
C
SECS-P/02
6
C
SECS-S/01
6
C
SECS-P/01
6
C
SECS-S/06
6
C
SECS-P/05
6
C
SECS-P/02
Training
6
F
-
Final exam
3
E
-
Modules Credits TAF SSD
Between the years: 1°- 2°- 3°
12
D
-

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 Market Models  (2022/2023)

Teaching code

4S008962

Teacher

Athena Picarelli

Coordinator

Athena Picarelli

Credits

6

Language

Italian

Scientific Disciplinary Sector (SSD)

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

Period

Secondo semestre (lauree) dal Feb 20, 2023 al May 31, 2023.

Lessons timetable MoodleMoodle Seminars 0

Learning objectives

The objectives of the course are the introduction of advanced quantitative models for finance.
The course the main concepts underlying advanced asset valuation, and in particular of portfolio management.
At the end of the course, the student is expected to be able to perform operations involving the financial instruments explained in class, and to understand the theoretical ideas illustrated in the course.
While not being a mandatory prerequisite, the previous attendance to the course Financial Mathematics is strongly recommended.

Prerequisites and basic notions

The previous attendance to the course Financial Mathematics is strongly recommended.

Program

- Basic notions on portfolio theory. Portfolio risk and return. Volatility and return estimates based on historical data.
- Stochastic dominance and criteria for evaluating the performance of a portfolio. Expected utility: how to build a utility function. Certain equivalent, risk aversion.
- Value at Risk and Expected shortfall;
- Constrained optimization; dynamic optimization (hints).
- Markowitz portfolio theory. CAPM. Criticisms of Markowitz's theory.
- Resampling

Bibliography

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Didactic methods

The course consists of 48 classroom hours.

Learning assessment procedures

The final exam is a written test.

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

The written test includes multiple choice questions and exercises.

Criteria for the composition of the final grade

The final grade is given by the result obtained in the written test. No mid-exams are planned.

Exam language

Italiano