Theory and Research in Finance

Scholar Year: 2023/2024 - 2S

Courses

Head Teacher Responsability Paula Alexandra Godinho Pires Heliodoro Head

Weekly workload Hours/week T TP P PL L TC E OT OT/PL TPL O S Type of classes 1,6 Lectures Type Teacher Classes Hours Theoretical-practical Totals 1 1,60 Paula Heliodoro   1,00 Rui Dias   1,00

Teaching language

Portuguese

Intended learning outcomes (Knowledges, skills and competencies to be developed by the students)

Consolidation and deepening of Finance knowledge.
Preparation for reading articles from the financial literature on the main testable concepts
in Finance.
Know financial decision-making practices in other countries.

Syllabus

1. Financial Theory
1.1. The Role of Financial Theory
2. EVOLUTION OF PRODUCTS AND DERIVED MARKETS
2.1. Historic evolution
2.2. Financial Derivatives
2.3. Importance of Derivatives Markets
2.4. Characterization and Functioning of Futures Contracts
2.4.1. Characterization of Market Futures and Stakeholders
2.4.2. Organization and Types of Markets
2.4.3. Futures and Futures Pricing Models
2.4.4. Risk Coverage Strategies - Hedging
2.5. Characterization and Functioning of Options
2.5.1. Characterization of Options and Market Stakeholders
2.5.2. Types of contracts
2.5.3. Determining variables and options properties
2.5.4. Approach to Options Evaluation Models
2.5.5. Binomial Model. Black-Scholes Model
2.5.6. Introduction to Risk and Investment Strategies
3. FINANCING
3.1. Capital Structure Theories
3.2. Investigation of the Determinants of Capital Structure
3.3. Project Finance
3.4. PPP - Public Private Partnerships
4. BEHAVIORAL FINANCE
4.1. Evolution in Finances
4.2. Market Inefficiency
4.3. Study Object - Behavioral Finance
4.4. Behavioral Aspects
4.5. Prospect (or Prospect) Theory
4.6. Empirical Studies
4.7. Strengths and Weaknesses of Behavioral Research

Demonstration of the syllabus coherence with the UC intended learning outcomes

Use of expository method, to introduce theoretical concepts and participatory method
for reflection on the contents. Use of expository and participatory method for resolution
of exercises.

Teaching methodologies

Assessment Type Distribution assessment with final exam Assessment Components

Demonstration of the teaching methodologies coherence with the curricular unit's intended learning outcomes

A avaliação de conhecimentos é constituída por:
 Realização 1 teste escrito (T1)
 Realização 1 trabalho de grupo (T2)

Caso a nota final do teste ou do trabalho de grupo seja inferior a 10 valores, o aluno será reprovado.

Assement and Attendance registers