Financial Markets

Code:

LGE512

Acronym:

MF

Keywords
Classification	Keyword
OFICIAL	Business Sciences

Instance: 2006/2007 - 2S

Active?	Yes
Web Page:	http://www.fep.up.pt/disciplinas/lge512
Responsible unit:	Department of Management
Course/CS Responsible:	Business Administration

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
ECO	120	Official Curricular Structure since 2004	4	2		-
GES	83	Official Curricular Structure since 2004	4	2		-

Objectives

The area of financial markets comprises a wide range of issues such as the conversion of the economies’ savings into investment, asset pricing and resources allocation into different investment possibilities.
In the last few decades this area has experienced a remarkable development not only in terms of economic relevance and dimension but also in the number of new instruments that come to live. The financial industry is probably the most important one at world level for job and wealth creation.
In the course we analyse the main financial markets: stocks, bonds and derivatives. Students will be asked to deal with real life problems related to the financial markets by going through the management of a simulated portfolio using real time data.

Program

I. Introduction to Financial Markets
II. Analysis and Management of Bonds
III. Analysis and Management of Stocks
IV. Analysis and Management of Derivatives and Alternative Investments
V. Assets Management

Main Bibliography

Reilly, Frank K. and Brown, Keith C., 2000, "Investment Analysis and Portfolio Management",The Dryden Press, 6ª edição.

Levy, Haim, 2002, "Fundamentals of Investments" Prentice Hall.

Complementary Bibliography

Fischer, Donald E. and Jordan, Ronald J., 1995, Security Analysis and Portfolio Management, Prentice Hall, 6ª edição.

Warwick, Ben, 2000, Searching for Alpha: The Quest for Exceptional Investment Performance, John Wiley & Sons .

Software

Simulation software "stocksquest"

Evaluation Type

Distributed evaluation with final exam

Examinations or Special Assignments

Simulation: Real time management of a portfolio