Publication in the Diário da República: Despacho nº 13851/2011 - 14/10/2011
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
- 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
- Capinski, M. (2003). An Introduction to Financial Engineering. Springer: Springer
Software used in class