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Master Dissertation in Financial Calculus
(2
º Sem
2019/2020)
Code:
01062
Acronym:
01062
Level:
2nd Cycle
Basic:
No
Teaching Language(s):
Portuguese
Friendly languages:
Be English-friendly or any other language-friendly means that UC is taught in a language but can either of the
following conditions:
1. There are support materials in English / other language;
2. There are exercises, tests and exams in English / other language;
3. There is a possibility to present written or oral work in English / other language.
2
30.0
0.0 h/sem
0.0 h/sem
0.0 h/sem
0.0 h/sem
0.0 h/sem
0.0 h/sem
32.0 h/sem
32.0 h/sem
808.0 h/sem
0.0 h/sem
840.0 h/sem
1
12.0
0.0 h/sem
0.0 h/sem
0.0 h/sem
0.0 h/sem
0.0 h/sem
0.0 h/sem
13.0 h/sem
13.0 h/sem
323.0 h/sem
0.0 h/sem
336.0 h/sem
Since year
2012/2013
Pre-requisites
Realization of the courses (42 ECTS)
Objectives
Write a thesis on a specific topic related with the scientific areas of Mathematical Finance, applying the theoretical frameworks and specific methodologies to deepen a theoretical issue.
Program
1. Writing the introduction and abstract 2. Definition of a research problem 3. Definition of research goals 4. Literature review 5. Defining hypothesis 6. Data collection methods 7. Data analysis methods 8. Writing conclusions and defining new research paths
Evaluation Method
- Written presentation of the thesis - Oral presentation with the synthesis of the thesis followed by a public defense with a jury.
Teaching Method
In order to develop the competences of diagnosis and of definition of projects the course will use the following methodologies: - Guided study - Collective discussion on tutorial sessions - Practical application of data collection and data analysis
Observations
Basic Bibliographic
Bem, Daryl., 2002, Writing the Empirical Journal Article, in In Darley, J.M., Zanna, M.P., & Roediger III, H.L. (Eds.), The Complete Academic: A Career Guide. Hull, John C., Options, Futures, and Other Derivative Securities, Prentice Hall, EIGHT edition, 2011 Shreve, S., 2004, Stochastic Calculus for Finance II: Continuous-Time Models, Springer
Complementar Bibliographic
Bryman, A. (2003). Business Research Methods. Oxford: Oxford University Press - Fisher, C. (2007). Researching and writing a dissertation: A guidebook for business students. Essex: Prentice Hall
