Financial Markets and Operations

Code:

2MEAE12

Acronym:

MOF

Keywords
Classification	Keyword
OFICIAL	Management Studies

Instance: 2021/2022 - 1S

Active?	Yes
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	6	Official Syllabus after 2021-2022	2	-	6	42	162

Teaching language

Portuguese

Objectives

In this course the objective is for students to acquire an in depth knowledge of both theory 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

 Duration and convexity; strategies for the active management of bond portfolios; investing in active funds and their technical measures 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.

Evaluation Type

Evaluation with final exam

Assessment Components

Designation	Weight (%)
Exame	100,00
Total:	100,00

Amount of time allocated to each course unit

Designation	Time (hours)
Frequência das aulas	3,00
Total:	3,00

Eligibility for exams

final exam.

Calculation formula of final grade

Final grade=final exam