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