Mathematics of Finance
Understand the principles of Financial Mathematics and apply them in a wide range of financial transactions or investment funding (investment savings in time deposits, housing loans or consumption etc..).
Apply specific methods relating to financial annuities, loan repayments, investment and financial evaluation of investments.
Maria de Lourdes Belchior Afonso
Weekly - 3
Total - 52
MATEUS, J. (2000) Cálculo financeiro; Edições Sílabo,
MATIAS, R. (2007) Cálculo financeiro : teoria e prática; Escolar Editora.
Jorion, Philippe (2006) Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk; McGraw-Hill
the topics are introduced through an oral presentation, whose main objective is to motivate student interest in the study of this subject, at the same time it draws attention to the important aspects of the subject under study. The oral presentation is made under the support of "slides". Exercises are proposed and corrected in class.
1 - Basics
2 - Capitalization Regimes
3 - Equity Capitals
4 - Financial Annuities
5 - Reimbursement of Loans
6 - Bond Loans
7 - Calculus and Financial Applications Capital
8 - Risk Measures of Interest Rate