Gestão de Risco

Mestrado em Auditoria e Análise Financeira
5 ECTS; 1º Ano, 2º Semestre, 41,0 TP

Lecturer

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

Method of interaction
Lectures

Software used in class