Study plan of Quantitative Finance

A.Y. 2018/2019 - Programme Code: 8854

Study plan for students enrolled in a.y. 2018/19

Classes will be held in the following terms: First term (from 18/09 to 22/10/2018); Second term (from 05/11 to 07/12/2018); Third term (from 18/02 to 23/03/2019); Fourth term (from 15/04 to 24/05/2019).
Lesson Hours: 6 ECTS (CFU) = 30; 3 ECTS (CFU) = 15

First Year

1. Learning activities

period ? The period in which lectures are held ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
81623 Mathematics and Probability (I.C.) 1
75376  Calculus 1 MAT/05 6
81624  Probability 2 MAT/05 6
78156 Economics and Finance (I.C.) 2
75363  Corporate finance 2 SECS-P/09 6
78159  Financial Products and Markets 3 SECS-P/09 6
75366 Statistics and Econometrics (I.C.) 2
75367  Econometrics 2 SECS-P/05 6
75368  Statistics 1 SECS-S/01 6
75317 Actuarial and Financial Mathematics (I.C.) 4
75319  Actuarial Mathematics 4 SECS-S/06 6
75318  Financial mathematics 3 SECS-S/06 6
37264 Economics of Financial Markets 4 SECS-P/01 6
37265 Financial Market Regulation 4 IUS/04 6

2. Laboratories

period ? The period in which lectures are held cfu ? Credits
76528 Laboratory of Computer Programming
lessons: 20 hours
3 0
68356 Laboratory In Mathematics
lessons: 30 hours from 3/9 to 14/9/2018
C 0
68357 Laboratory In Probability
lessons: 20 hours from 3/9 to 14/9/2018
C 0
79568 Laboratory in Economics and Finance
lessons: 20 hours from 3/9 to 14/9/2018
C 0

Second Year

1. Learning activities

Students can anticipate the following choices to the first year: 75383 Workshop in Quantitative Finance or 75385 Internship 6 ects They can also add, among the electives, the 82522 Internship 12 ects to their study plan in the first year. By doing so, students are allowed to start their internship during the summer. However, anticipating these choices is not compulsory nor required.
period ? The period in which lectures are held ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
37278 Numerical Analysis (I.C.) 2
37262  Computer Programming 2 INF/01 6
35433  Numerical Methods 1 MAT/08 6

2. Two activities to be chosen among: (12 CFU)

period ? The period in which lectures are held ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
87281 ADVANCED COMPUTATIONAL FINANCE - Not available for the year  2018/2019 1 SECS-S/06 6
75447 Advanced Methods of Risk Management 1 1 SECS-S/06 6
81626 Advanced Topics in Liquidity Management in the Post Crisis Era 1 SECS-P/01 6
37280 Interest Rate Models 1 SECS-S/06 6
87278 LIFE INSURANCE - Not available for the year  2018/2019 1 SECS-S/06 6
87280 MARKET MICROSTRUCTURE AND HIGH FREQUENCY FINANCE - Not available for the year  2018/2019 1 SECS-S/06 6
87279 NON-LIFE INSURANCE - Not available for the year  2018/2019 1 SECS-S/06 6
75371 Statistics of Financial Markets 1 SECS-S/03 6
37281 Credit Derivatives 2 SECS-S/06 6
37269 Econometrics of Financial Markets 2 SECS-P/05 6
75448 Advanced Methods of Risk Management 2 3 SECS-S/06 6
37757 Statistical Methods for Asset Management 4 SECS-S/01 6

3. One activity to be chosen among: (6 CFU)

period ? The period in which lectures are held cfu ? Credits
81625 ADVANCED TOPICS IN QUANTITATIVE METHODS IN FINANCE - Not available for the year  2018/2019 1 6
75385 INTERNSHIP
150 hours
1 6
75383 Workshop in Quantitative Finance 4 6

4. Electives (12 CFU)

period ? The period in which lectures are held ssd ? Disciplinary-scientific area to which the learning activity belongs cfu ? Credits
82522 Internship
300 hours
1 12
87282 MARKET MICROSTRUCTURE AND HIGH FREQUENCY FINANCE 2 SECS-S/06 6
87284 ADVANCED COMPUTATIONAL FINANCE 3 SECS-S/06 6
82517 Financial Journalism 4 SECS-P/11 3
87864 TOPICS IN LIQUIDITY RISK 4 SECS-S/06 3

5. Final examination (18 CFU)

For those students who carry out the preparation for the final examination abroad, the final examination will be divided in 2 parts: final examination and preparation for the final examination abroad. Double degree students who discuss the final thesis abroad can choose “final examination abroad".
period ? The period in which lectures are held cfu ? Credits
86298 Final Examination 1 6
86299 Final Examination Abroad 1 18
75384 Final Examination Lm 1 18
84548 Preparation for the Final Examination Abroad 1 12