Publication in the Diário da República: Despacho nº 13851/2011 - 14/10/2011
5 ECTS; 1º Ano, 2º Semestre, 41,0 TP , Cód. 300718.
Lecturer
- Ricardo Jorge Viegas Covas (2)
(1) Docente Responsável
(2) Docente que lecciona
Prerequisites
Not applicable.
Objectives
At the end of the course students will have solid foundations in the areas of Risk Assessment and Management and have developed basic derivatives modelling techniques and apply them in real contexts.
Program
Theories and principles for managing a company's risk portfolio. Use derivatives in corporate finance. Exotic options and financial innovation.
Evaluation Methodology
Written test and exam
Bibliography
- Capinski, M. (2003). An Introduction to Financial Engineering. Springer: Springer
- Neftci, S. (2008). Principles of Financial Engineering. Academic Press: Academic Press
- Stampfli, J. e Goodman, V. (2009). The Matehmatics of Finance. AMS: American Mathematical Society
Teaching Method
Lectures
Software used in class
