Código: | 2MiF11 | Sigla: | Dv |
Áreas Científicas | |
---|---|
Classificação | Área Científica |
OFICIAL | Estudos de Gestão |
Ativa? | Sim |
Curso/CE Responsável: | Mestrado em Finanças |
Sigla | Nº de Estudantes | Plano de Estudos | Anos Curriculares | Créditos UCN | Créditos ECTS | Horas de Contacto | Horas Totais |
---|---|---|---|---|---|---|---|
MIF | 47 | Plano Oficial a partir de 2020-2021 | 1 | - | 3 | 21 | 81 |
This course defines the concept of “derivative security” and investigates the mechanics of the markets on which such securities are traded. The significance of derivative securities is analysed both within the context of economic theory as well as from a practitioner’s viewpoint. Special attention is given to the pricing problem of these securities and various methods are studied to solve the problem. It is also discussed how these securities can be used for hedging and risk management. The module analyses the risks associated with derivatives securities, how to measure and manage risk.
The risk management in the perspective both of the investor and of the companies require a deep understanding of its instruments. Given the diversity and complexity of derivative instruments, it is considered to be appropriate to focus on these topics.
1. Forwards and Future Contracts
2. Swaps
3. Options
4.Option Pricing Models
5. Advanced Topics
Designação | Peso (%) |
---|---|
Teste | 60,00 |
Participação presencial | 15,00 |
Trabalho prático ou de projeto | 25,00 |
Total: | 100,00 |
Designação | Tempo (Horas) |
---|---|
Elaboração de projeto | 15,00 |
Estudo autónomo | 45,00 |
Frequência das aulas | 21,00 |
Total: | 81,00 |
One of the following continuous assessment regimes:
The final grade will be computed with the following weights:
- 2 interim exams: 60%
- Group project: 25% (groups of 5 students)
- Engagement: 15%
Minimum Grade for every assessment component: 60 points (out of 200 points).
Group assignment: the subjects will be discussed in class.
Final Exam.
Final Exam and oral examination.