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ISLA IPGT 13056

Calculus and Financial Investment II

Business Management
  • ApresentaçãoPresentation
    Analysis and evaluation of financial assets (bonds, shares and rights over shares). Understanding the organization and functioning of financial markets. Analysis and evaluation according to the binomial risk and return.
  • ProgramaProgramme
    INTRODUCTION TO FINANCIAL MARKETS The economy and financial markets The segmentation of the financial market Financial market operations The functioning and organization of financial markets PORTFOLIO THEORY AND ASSET PRICING MODELS Risk and return of a financial asset Constitution and portfolio diversification effect Capital asset pricing model (CAPM) Performance evaluation Efficiency and market anomalies BONDS Type of bonds Term structure of interest rates Bond valuation Rates of return Volatility, duration and convexity STOCKS Type of stocks Stock valuation Market multiples Increases in capital and stock splits
  • ObjectivosObjectives
    At the end of the course students should be able to: explain the major transactions in each segment of the financial market, understand the mechanisms of settlement of various financial assets; read and interpret the technical details of a bond, evaluate and make a decision negotiation for a bond; calculate the rate of return associated with an investment in the bond market, characterize and manage the risk associated with an asset portfolio, analyze the efficiency associated with a portfolio of assets; analyze the performance of a portfolio of assets, estimate the market risk of a portfolio, evaluate and formulate a negotiated decision for a stock, identify the main sources of value in a stock.
  • BibliografiaBibliography
    PIRES, Cesaltina, "Mercados e Investimentos Financeiros" (3ª Edição), Escolar Editora, 2011 PINHO, Carlos e Isabel Soares, "Finanças - Mercados e Instrumentos", 3ª edição, Edições Sílabo, 2018  
  • MetodologiaMethodology
    Lectures exposure to the topics (lecture and interrogative method). Exercises and case studies for students (active and participatory method). The evaluation of the UC can be done by one of the following two modalities: Distributed evaluation, with two individual evaluation tests (with a weighting of 50%) each on dates to be agreed with the students; Final assessment, with an individual global assessment test on a date to be agreed with the students (with a weighting of 100%).
  • LínguaLanguage
    Português
  • TipoType
    Semestral
  • ECTS
    5
  • NaturezaNature
    Mandatory
  • EstágioInternship
    Não