The aim of this work is to study different ways of improving the academic performance of students who access University for the first time. The measures which we propose are implemented within the new teaching-learning model which the European Higher Education Area has established. We start from the conviction that university teachers currently organize learning environments which involve their students through appropriate strategies and activities. In this framework, we believe that the students' tutored and self-directed learning favors their acquiring the knowledge and skills necessary to pursue their university studies and to achieve successful integration into the labor market. To carry out the study we have chosen students who study Financial Mathematics in the second semester of the first year of the Double Degree in Finance and Accounting and Law in the 2015-16 academic year. We have done so due to this subject having very high absenteeism and failure rates. This is why we, the teachers, decided that modifications in the teaching-learning process were necessary. A subject which is taught in the second semester of the first year has additional inconveniences. If students do not adapt well to the university world in the first semester, in the second they will have to study not only the subjects of that semester but also continue preparing one or more subjects which are pending from the first semester and that, therefore, they will have to try and pass in the July sitting. Likewise, it is to be said that Business Mathematics I is among the subjects which tend to have a high failure rate. This means that when, in the second semester, the students attend the first classes of Financial Mathematics, their inclination is not very positive. Specific measures need to be adopted to correct this attitude. All this has led us to put into place in the 2015-16 academic year a Project of Methodological and Evaluating Teaching Innovation which has had three main goals: to reduce the drop-out rate, to increase the number of students who pass this subject and to boost the students' self-directed learning. To achieve the first two objectives, we believed that it was necessary to have more information about the students (personal and academic characteristics) in order to make changes in the evaluation system and to foster the use of tutoring. With respect to the third target - to improve self-directed learning-we wanted the students to become aware that, given the subject's characteristics (6 ECTs), they had to work more independently for an average of six hours per week to be able to acquire the knowledge and skills necessary to pass the subject, and also that this work would be supervised. Having studied the results obtained it may be said that we have achieved what we proposed.