Master's degree in Auditing and Financial Analysis
5 ECTS; 1º Ano, 1º Semestre, 41,0 TP
On completion of this course the students should have acquired the necessary knowledge of financial markets and investments, be able to assess the best investment alternatives taking into account the profitability and risk of the different financial products based on existing theories and models.
1 - GENERAL CONCEPTS:Financial Markets
2 - PORTFOLIO MANAGEMENT THEORY:risk aversion, choosing the optimal portfolio, factor models.
3 - MODEL ARBITRATION.
4 - BALANCE MODEL FOR FINANCIAL ASSETS -CAPM.
5 - CAPITAL MARKET EFFICIENCY.
6 - PORTFOLIO ANALYSIS.
7 - DERIVATIVES:Valuation of Options, Fixed-term contracts and Futures.
Continuous assessment (mid-term) and examination.
- Pires, C. (2008). Mercados e Investimentos Financeiros. Lisboa: Escolar Editora
- Afonso, A. (2004). Introdução à economia Financeira. Lisboa: Escolar Editora.
Method of interaction
Lectures supported by practical cases and exercises.
Software used in class