Currículo
Financial Markets FM-E
Contextos
Groupo: Management > 1º Ciclo > Unidades Curriculares Optativas
ECTS
6.0 (para cálculo da média)
Objectivos
The curricular unit aims to introduce the student to the theory of the portfolio, the models of equilibrium in the financial market, the hypothesis of efficient markets, and the various financial assets and their respective characterisation. Finally, the concept of value at risk is analyzed, and ethical issues are presented in the financial markets.
Programa
1. Portfolio management 1.1. The economic theory of choice 1.2. Portfolio theory 1.2.1. Risk and retur n on an asset and on a portfolio 1.2.2. The opportunity set under risk and the efficient frontier 1.2.3. The optimum portfolio 1.3. The single-index model 1.4. Multi-index models 2. Models of equilibrium in Capital Markets 2.1. Capital asset pricing model (CAPM) 2.2. Arbitrage pricing theory (APT) 3. Efficiency in financial markets 3.1. Definition 3.2. Forms of e fficiency and empirical tests 4. Stocks 4.1. Instrument and market characterization 4.2. The valuation process 5. Bonds 5.1. Instrument and market characterization 5.2. The many definitions of rates 5.3. Term structures 5.4. Interest rate risk measures 5.5. Bond portfolio management 6. Options 6.1. Instrument and market characterization 6.2. Binomial and Black-Scholes models 6.4. Uses of options 7. Futures 7.1. Instrument and market characterization
Método de Avaliação
- Problem sets (20% of final grade) and final exam (80% of final grade, with a minimum grade of 8.5/20), or - Final Exam.
Carga Horária
Carga Horária de Contacto -
Trabalho Autónomo - 108.0
Carga Total -