Produtos e Mercados de Derivados

Gestão e Administração Bancária (Pós-Laboral)
5 ECTS; 3º Ano, 1º Semestre, 60,0 TP

Lecturer

Prerequisites
Not applicable.

Objectives
Provide the students with basic knowledge on derivative markets and products, so they can select the best investment decision, evaluating these products and analyzing the risks and factors that influence its value.

Program
1 - DERIVATIVE MARKET INSTRUMENTS 2 - FORWARD OR LONG-TERM CONTRACTS.3 - "FUTURES" CONTRACTS AND MARKETS.4 - OPTIONS.5 - STRATEGIES WITH OPTIONS IN INVESTMENT DECISIONS AND SPECULATION. 6 - SWAPS.

Evaluation Methodology
Continuous assessment: 2 written closed-book tests.
Final assessment: exam.
A minimum pass mark of 10/20 will exempt the students from taking the exam.

Bibliography
- Ferreira, D. (2005). Opções Financeiras.. Lisboa: Sílabo
- Ferreira, D. (2008). Futuros e Outros Derivados.. Lisboa: Sílabo
- Ferreira, D. (2008). Swaps e derivados de Crédito. Lisboa: Sílabo
- Pires, C. (2008). Mercados e Investimentos Financeiros. Lisboa: Escolar Editora

Method of interaction
Theorical and pratical classes.

Software used in class