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Financial Markets
1 Semestre 2025/2026
pt
en
VaR Calculation.
!label.attachments!
VaR.xlsx
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Syllabus
Presentation
Slides - Chapter 1
Slides - Chapter 2
Single Index Models (spreadsheet-slide 146)
Risk-Return for Different Correlations
Exam - Jun.21
Exam - Jun.21: Correction
Techniques for Calculating the Efficient Frontier
Risk Tolerance Functions
Slides - Chapter 3
YTM - Spreadsheet
VaR Calculation
Utility Functions
Exam - Jul.22
Exam - Jul22: Correction
Examples
Exam - Jun23: Correction
Weights for Efficient Frontier spreadsheet
Exam - June 2024
Exam - June 2024: Correction
Slides - Chapters 4 and 5
Exercises
Exam - May25
Exam - May25: Correction
Exam - Jun25
Exam - Jun25: Correction
Grades
Exam - Dec25
Retake Exam - Grades
Retake Exam - Correction Criteria