Capital Markets

« Return

Objectives

The aim of this course is to provide the student with a strong foundation on financial markets, providing the tools to manage international portfolios. At the end of the course students should be able to: understand the functioning of financial markets; examine the relation between risk and return; use models of financial assets valuation; understand the factors that are relevant in managing portfolios; and examine the measures of portfolio performance evaluation.

Program

The topics covered in the course include: financial markets; portfolio theory and financial assets valuation models; fixed income securities; portfolio performance evaluation; and managing portfolios;

Teaching Methodologies

The teaching methodology relies on 50% of theoretical lectures and 50% of tutorials. During the theoretical lectures the topics are presented by the professor and discussed with the students individually or in group. In the tutorials the students discuss several exercises pre-assigned by the professor.

Bibliography

Bodie, Z., Kane, A. e Allan J. Marcus, Investments and Portfolio Management, 9th Edition, Global Edition, McGraw-Hill, 2011.

Benninga, S., Principles of Finance with Excel, 2nd edition, Oxford University Press, 2010.

Code

0201022

ECTS Credits

7.5

Classes

  • Teóricas - 30 hours
  • Teórico-Práticas - 30 hours

Evaluation Methodology

  • Frequency: 55%
  • Game of portfolio simulation – Stock Trak: 5%
  • Group course works covering the topics of portfolio theory and financial assets valuation models: 40%