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MF  >  Plano Curricular

Mestrado em Mathematical Finance

Plano Curricular Mathematical Finance

Descrição do Plano Curricular

Study Programme 2016-18

120 Credits (ECTS)
 
1st Year
2nd Year
1st semester
1st semester

Mathematical Methods in Finance
Financial Markets and Instruments
Programming Techniques
Probability Theory and Stochastic Processes

Stochastic Finance in Continuous Time
Interest Rate and Credit Risk Models
Optimisation and Control Theory in Finance
Lévy Processes and Applications in Finance
MSc Final Work 1 (Thesis/Internship/Project)

2nd semester
2nd semester

Stochastic Calculus
Financial Econometrics
Foundations of Finance Theory
Numerical Methods in Finance

MSc Final Work 2 (Thesis/Internship/Project)