Risk Management

Master's degree in Auditing and Financial Analysis, Publication in the Diário da República - Despacho nº 13851/2011 - 14/10/2011

5 ECTS; 1º Ano, 2º Semestre, 41,0 TP


Not applicable.

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.

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

- 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

Method of interaction

Software used in class