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.

Academic calendar

Course calendar

The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..

Definition of lesson periods
Period From To
Primo semestre Magistrali Sep 26, 2016 Jan 13, 2017
Secondo Semestre Magistrali Feb 27, 2017 Jun 1, 2017
Exam sessions
Session From To
Appelli esami sessione invernale Jan 16, 2017 Feb 17, 2017
Appelli esami sessione estiva Jun 5, 2017 Jul 7, 2017
Appelli esami sessione autunnale Aug 28, 2017 Sep 15, 2017
Degree sessions
Session From To
Sessione autunnale Nov 30, 2016 Dec 1, 2016
Sessione invernale Apr 5, 2017 Apr 7, 2017
Sessione estiva Sep 11, 2017 Sep 13, 2017
Holidays
Period From To
Vacanze natalizie Dec 23, 2016 Jan 5, 2017
Vacanze pasquali Apr 14, 2017 Apr 18, 2017
Vacanze estive Aug 7, 2017 Aug 25, 2017

Exam calendar

Exam dates and rounds are managed by the relevant Economics 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.

Exam calendar

Should you have any doubts or questions, please check the Enrollment FAQs

Academic staff

B C D F G L M N O P R S T V

Bottiglia Roberto

symbol email roberto.bottiglia@univr.it symbol phone-number 045 802 8224

Campolmi Alessia

symbol email alessia.campolmi@univr.it symbol phone-number 045 802 8071

Carluccio Emanuele Maria

symbol email emanuelemaria.carluccio@univr.it symbol phone-number 045 802 8487

De Mari Michele

symbol email michele.demari@univr.it symbol phone-number 045 802 8226

Frigo Paolo

symbol email paolo.frigo@univr.it

Gnoatto Alessandro

symbol email alessandro.gnoatto@univr.it symbol phone-number 045 802 8537

Grossi Luigi

symbol email luigi.grossi@univr.it symbol phone-number 045 802 8247

Lubian Diego

symbol email diego.lubian@univr.it symbol phone-number 045 802 8419

Minozzo Marco

symbol email marco.minozzo@univr.it symbol phone-number 045 802 8234

Noto Sergio

symbol email sergio.noto@univr.it symbol phone-number 045 802 8008

Oliva Immacolata

symbol email immacolata.oliva@univr.it symbol phone-number +39 0458028768

Pichler Flavio

symbol email flavio.pichler@univr.it symbol phone-number 045 802 8273

Renò Roberto

symbol email roberto.reno@univr.it symbol phone-number 045 802 8526

Rutigliano Michele

symbol email michele.rutigliano@univr.it symbol phone-number 0458028610

Scricciolo Catia

symbol email catia.scricciolo@univr.it symbol phone-number 045 8028341
Foto,  September 13, 2019

Taschini Luca

symbol email luca.taschini@univr.it symbol phone-number 045 802 8736

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.

CURRICULUM TIPO:

1° Year 

ModulesCreditsTAFSSD
9
B
SECS-P/11

2° Year   activated in the A.Y. 2017/2018

ModulesCreditsTAFSSD
activated in the A.Y. 2017/2018
ModulesCreditsTAFSSD
Modules Credits TAF SSD
Between the years: 1°- 2°

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.




S Placements in companies, public or private institutions and professional associations

Teaching code

4S02483

Coordinator

Roberto Renò

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

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

Period

Primo Semestre Magistrali dal Oct 2, 2017 al Dec 22, 2017.

Learning outcomes

The course is prepared for students who followed the courses “Stochastic Models for Finance” and “Mathematical Finance”. The Black-Scholes model is considered a prerequisite.

The objective of the course is to describe and analyze the main mathematical models used for the valuation of financial derivatives. The course is divided into four pillars, which correspond to the four main financial markets: interest rate derivatives, credit derivatives, equity derivatives and FX derivatives. The course will also introduce practical tools for the implementation of the mathematical models with standard scientific software, and the calibration of these models to market data.

Program

1. Interest rate derivatives a. Absence of arbitrage and risk-neutral probabilities b. FRA, swaps c. Black's model: caps, floors, swaptions d. Short term models: Vasicek, CIR e. Forward measure f. The “double curve” model 2. Credit derivatives a. Exponential distribution b. Poisson processes c. Reduced form models for credit risk d. Risky bonds evaluation e. Credit default swaps f. Credit Valuation Adjustment 3. Equity derivatives a. The limitations of the Black & Scholes model b. Greeks c. Stochastic volatility in discrete time d. Stochastic volatility in continuous time: Hull and White, Heston, SABR e. Model free implied volatility: the VIX index f. Multi-factor and jump-diffusion models 4. Derivati su valute a. The Garman-Kolhagen formula b. Currency swaps c. Quotation methods d. Exotics e. The Vanna-Volga model Textbooks Hull, Opzioni, Futures e altri derivati, Pearson Ed. Additional reading: Brigo e Mercurio, Interest Rate Models-theory and Practice: With Smile, Inflation and Credit, Springer Ed. Brigo, Morini, Pallavicini, Counterparty Credit Risk, Collateral and Funding, Wiley Ed. Castagna, FX Options and Smile Risk, Wiley Ed.

Reference texts
Author Title Publishing house Year ISBN Notes
HULL J. Opzioni, futures e altri derivati (Edizione 8) Pearson Education Italia, Prentice Hall, Milano 2012 9788871927794

Examination Methods

Written exam (70%) + Project Work (30%).
The Project Work, to be decided with the Teacher, is a small paper, with length less than 10 pages, dealing with one of the following jobs:
1) application of a model to market data
2) a simulation or numerical approximation of proposed models
3) the valuation of a contract involving derivatives
4) a valuable discussion of some part of the theory
5) the discussion of a recent scientific article
The Project Work needs to be completed to gain access to the written exam.

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

Type D and Type F activities

List of courses with unassigned period
years Modules TAF Teacher
Programming in Matlab D Not yet assigned
Programming in SAS D Not yet assigned
Programming Stata (3 cfu) D Not yet assigned
1° 2° Advanced Excel Laboratory (Verona) D Marco Minozzo (Coordinator)
1° 2° Excel Laboratory (Verona) D Marco Minozzo (Coordinator)

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 soon also via the Univr app.

Graduation

List of theses and work experience proposals

theses proposals Research area
Tesi di laurea magistrale - Tecniche e problemi aperti nel credit scoring Statistics - Foundational and philosophical topics
Fattori ESG e valutazione d'azienda Various topics
Il metodo Monte Carlo per la valutazione di opzioni americane Various topics
Il Minimum Requirement for own funds and Eligible Liabilities (MREL) Various topics
L'acquisto di azioni proprie Various topics
Proposte Tesi A. Gnoatto Various topics

Linguistic training CLA


Gestione carriere


Internships


Student login and resources