Publication in the Diário da República: Despacho n.º 10361/2016 - 17/08/2016
5 ECTS; 2º Ano, 1º Semestre, 30,0 TP , Cód. 392514.
Lecturer
- Pedro Miguel Azeitona Gonzaga Barroso (1)(2)
(1) Docente Responsável
(2) Docente que lecciona
Prerequisites
Basics of financial calculus and statistics.
Objectives
Students are expected to learn about financial markets and investments, evaluate the best investment alternatives taking into account the profitability and risk of the various financial products on the international market, based on existing theories and models.
Program
International Finance.
2 Portfolio management theories;
3 Arbitration model;
4 Capital asset balance - CAPM;
5 - Capital market efficiency;
6 - Portfolio analysis;
7 - Derivatives: Options valuation, long-term contracts and futures markets
Evaluation Methodology
A mark of 10/20 exempts students from exam. One individual assignment with in-class presentation and discussion (100%).
Bibliography
- Bodie, Z. e Kane, A. e Marcus, A. (2008). Investments. : McGrawHill
- Fabozzi, F. e Modigliani, F. (1996). Capital Markets. (Vol. ). : Prentice Hall
- Haugen, R. (2004). Modern Investment theory. (Vol. ). : Prentice Hall
- Pires, C. (2011). Mercados e Investimentos Financeiros. : Escolar Editora
Teaching Method
Teaching and learning methodologies involve theoretical presentations, problem-solving and discussions
Software used in class
