Currículo

Financial Mathematics MAFI-E

Contextos

ECTS

6.0 (para cálculo da média)

Objectivos

- Acquisition of the bases of Financial Mathematics, including an introduction to equity and fixed income investments and to financial derivatives. - Development of the ability to take into account the time value of money, and to understand the term structure of interest rates and simple stochastic interest rate models. - Acquisition of the skills to problem solving exercises covering a number of different cases.

Programa

- Introduction to interest rates; - Present values; - Annuities certain and loan schedules; - Cash flow techniques; - Investments; - Term structure of interest rates; - Stochastic interest rate models.

Método de Avaliação

Lectures are theoretical and practical, focused on the models used to address problems of a financial nature, in varied situations. Since they are real life problems, about which students are somehow aware, it is possible a mix of verbal methods with active methods and even with intuitive methods. Final grades are determined by continuous knowledge assessment and a final exam.

Carga Horária

Bibliografia

Não foi definida bibliografia principal

Disciplinas de Execução

2026/2027 - 2 Semestre