Markets and Financial Operations

Code:

2EAE07

Acronym:

MOF

Keywords
Classification	Keyword
OFICIAL	Economics

Instance: 2015/2016 - 2S

Active?	Yes
Responsible unit:	Agrupamento Científico de Economia
Course/CS Responsible:	Master in Economics and Business Administration

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
EAE	108	Bologna Syllabus since 2012	1	-	7,5	56	202,5
		Syllabus - 2015	1	-	7,5	56	202,5

Teaching language

Portuguese

Objectives

In this course the objective is for studentes to acquire an in depth knowlwdge of both teory and practice of the operations taking place in financial markets.

Learning outcomes and competences

In depth knowledge of the theory and practice of the financial markets.

Working method

Presencial

Program

 Institutional Investors; some important financial products; stock exchange types of orders; price determination in the exchange markets; valuing forward and futuree contracts; valuing bonds; duration and convexity; strategies for the management of bond portfolios; models of single indices; models of multiple indices; the CAPM model; the APT model; Performance measures; behavioral finances.

Mandatory literature

FErnandes, A.L.C.; Paulo Mota; Carlos Alves; Manuel Rocha ; Mercados, Produtos e Valorimetria de Activos Financeiros, Almedina, 2012
Fabozzi, F.; Bond Markets, Analysis and Strategies, Prentice Hall, 5ª edição, 2004
Brwon/ Reilly; Analysis of Investment and Management of Portfolios, South-Western, 9ª edição, 2009
Ross/Westerfield/Jaffe; Corporate Finance, 7th ed., McGraw-Hill, 2005
EJ Elton, MJ Gruber; Modern Portfolio Theory and Investment Analysis, John Wiley & Sons Inc, 1995

Complementary Bibliography

Fernandes, Abel L. Costa; A Economia das Finanças Públicas, Almedina, 2010. ISBN: 978-972-40-4337-1
Fernandes, Abel L Costa; Manual de Gestão Financeira Internacional, Associação Industrial Portuense - Formação Profissional, 1993

Teaching methods and learning activities

THeoretical exposition. Problem solving. Case studies; written term paper.

Evaluation Type

Evaluation with final exam

Assessment Components

Designation	Weight (%)
Exame	80,00
Trabalho escrito	20,00
Total:	100,00

Calculation formula of final grade

Final grade=0.80*grade of the final exam+0.20*grade of the term paper