Training and Research
PhD Programme Courses/classes - 2020/2021
Academic writing in latex and academic presentation
Credits: 2,5
Language: Italian
Advanced English for Academic Skills
Credits: 2,5
Language: Italian
Agenda dell’organizzazione delle nazioni unite 2030 sullo sviluppo sostenibile, ricerca e diritto antidiscriminatorio: strumenti ed esperienze nelle università
Credits: 1
Language: Italian
Artificial intelligence, cybersecurity e diritto
Credits: 1
Language: Italian
Behavioral and Experimental Economics
Credits: 5
Language: Italian
Teacher: Luca Zarri, Simone Quercia, Maria Vittoria Levati
Comunicare la scienza: il ruolo dei ricercatori e il rapporto tra esperti, cittadini e istituzioni
Credits: 0,5
Language: Italian
Corporate Governance
Credits: 5
Language: Italian
Teacher: Alessandro Lai
Corso di inglese B1/certificazione B1
Credits: 2,5
Language: Italian
Corso di inglese B2/certificazione B2
Credits: 2,5
Language: Italian
Corso di inglese C1/certificazione C1
Credits: 2,5
Language: Italian
Corso di lingua italiana per stranieri
Credits: 2,5
Language: Italian
Corso di programmazione con matlab
Credits: 2
Language: Italian
Medical statistics with R
Credits: 3
Language: Italian
Basic statistics course
Credits: 2,5
Language: Italian
Intermediate statistics course
Credits: 2,5
Language: Italian
(Meta-analysis using the statistical software Stata and R
Credits: 1,5
Language: Italian
Corso teorico-pratico di microscopia di base
Credits: 1
Language: Italian
Development economics
Credits: 5
Language: Italian
Teacher: Federico Perali
Diritto d'autore e brevetti
Credits: 1
Language: Italian
Dissemination dei risultati della ricerca
Credits: 1
Language: Italian
Econometrics for management
Credits: 7,5
Language: Italian
Teacher: Diego Lubian, Francesca Rossi, Alessandro Bucciol
Economia dei Mercati Energetici
Credits: 5
Language: Italian
Teacher: Luigi Grossi
English for academic presentations
Credits: 2,5
Language: Italian
English for academic writing
Credits: 2,5
Language: Italian
Finanza
Credits: 5
Language: Italian
Teacher: Cecilia Mancini
Game Theory
Credits: 5
Language: Italian
Teacher: Francesco De Sinopoli
Inequality
Credits: 5
Language: Italian
Teacher: Francesco Andreoli, Claudio Zoli
Introduzione al “public speaking”
Credits: 1
Language: Italian
La mia archeologia e la mia politica culturale
Credits: 0,5
Language: Italian
Python programming language
Credits: 2,5
Language: Italian
Macro economics
Credits: 5
Language: Italian
Teacher: Michele Imbruno, Alessia Campolmi
Mathematics
Credits: 7,5
Language: Italian
Teacher: Letizia Pellegrini, Alberto Peretti
Microeconomics 1
Credits: 10,5
Language: Italian
Teacher: Tamara Fioroni, Claudio Zoli, Martina Menon
Organization Theory
Credits: 5
Language: Italian
Teacher: Cecilia Rossignoli
Political economy
Credits: 5
Language: Italian
Teacher: Emanuele Bracco, Roberto Ricciuti, Marcella Veronesi
Presentation of Horizon Europe framework programme
Credits: 1
Language: English
Probability
Credits: 7,5
Language: Italian
Teacher: Marco Minozzo
Project writing for beginners
Credits: 1
Language: Italian
Qualitative methodologies in management studies
Credits: 5
Language: Italian
Teacher: Cecilia Rossignoli, Riccardo Stacchezzini
Quantitative methodologies in management studies
Credits: 5
Language: Italian
Teacher: Riccardo Scarpa, Diego Begalli
Seminario Consigliera di fiducia
Credits: 1
Language: Italian
Software R
Credits: 2,5
Language: Italian
Teacher: Flavio Santi
Spin off e start-up innovative
Credits: 1
Language: Italian
Statistica
Credits: 7,5
Language: Italian
Teacher: Catia Scricciolo
Supply Chain Management
Credits: 5
Language: Italian
Teacher: Barbara Gaudenzi
Protecting psychological well-being in the PhD program: development and enhancement of personal strategies and attitudes that predispose to professional satisfaction and ethical collaboration.
Credits: 1
Language: Italian
Finanza (2020/2021)
Teacher
Referent
Credits
5
Language
Italian
Class attendance
Free Choice
Location
VERONA
Learning outcomes
The course offers an introduction to the main pricing principles used in the quantitative finance.
Program
1. Preliminaries
Bonds, stocks
The pricing problem
Stochastic calculus
2. Principles of Asset Pricing
Pricing under uncertainty: discrete models
Consumption-based pricing: the stochastic discount factor
Risk-neutral pricing
3. Principles of Derivatives Pricing
The Black-Scholes model
Risk hedging
Pricing of European options and of forward contracts
Important knowledge for a successful learning: linear systems, real functions of one or more real variables (in particular: continuous functions, composition of functions, partial derivatives), basic concepts of financial mathematics (interest rate, return of an investment, difference between bonds and shares of a firm, discount factor), fundamental concepts of probability theory (sigma algebra, random variables, expected values, covariance, space
L ^ 2 of rv, independence, conditional probabilities and expected values, equivalent probability measures, probability density, distribution function, Gaussian law, convergence in distribution, in probability, in L ^ 2, almost certain equality)
Preparatory courses: Mathematics, Financial Mathematics, Probability, Statistics
Skills necessary for successful learning: willingness and ability to conduct logical reasoning in a rigorous way, and to motivate each step and the conclusions
Organization of teaching activities: lectures
Author | Title | Publishing house | Year | ISBN | Notes |
---|---|---|---|---|---|
T. Bjork | Arbitrage theory in continuous time (Edizione 3) | Oxford University Press | 2009 | 978-0-199-57474-2 | |
John H. Cochrane | Asset pricing (Edizione 2) | Princeton University Press | 2005 |
Examination Methods
The exam consists of a written test. Also an oral examination could be compulsory, in case the teacher needs for specific insights
The written test consists of practical exercises and theoretical questions, and can cover the whole programme of the course. Using notes or books or similar material during the test is forbidden
The exam is not passed if the mark in the written test is less than D.
The final exam mark is awarded considering mainly the outcome of the written test.
In case of oral exam, the mark may become insufficient if inconsistencies are found with what is written. The mark score may increase if parts of exercises have not been evaluated for doubt of interpretation.
Requests for further questions to increase the score are not accepted. The necessity of further questions will be only established by the teacher. Such questions may only increase the grade marginally
Characteristics of the expected performance. The student is required to demonstrate a critical and in-depth knowledge of the topics covered in the course. The concepts must not be exposed mechanically but in a reasoned way, connections among different parts of the program may be required and advanced level exercises (marginally) can be proposed.
The concise but comprehensive exposure, the rigor, the direct pointing towards the core of the matter will be particularly appreciated. Vague, inaccurate, poorly justified or incorrect answers will be penalized
PhD school courses/classes - 2020/2021
PhD School training offer to be defined
Faculty
Manzoni Elena
elena.manzoni@univr.it 8783Santi Flavio
flavio.santi@univr.it 045 802 8239PhD students
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