Numerical Methods in Finance (2 º Sem 2019/2020)
EMF (Economia Monetária e Financeira) , MF (Mathematical Finance)
Assessment Process
In the first half of the semester, the lectures, although theoretical-practical, have a more theoretical nature. In the second half, they are dominantly practical, and take place in a computer lab.
The final grade, on a 0-20 scale, is obtained on the basis of either continuous evaluation or final exam.
The continuous evaluation comprises:
- A financial numerical study with MATLAB to be developed in group (marked on a 0-10 scale);
- An individual written test covering the whole syllabus (marked on a 0-10 scale).
The final exam includes:
- A numerical exercise with MATLAB (marked on a 0-10 scale);
- An individual written test covering the whole syllabus (marked on a 0-10 scale).
In either case, the minimum grade of 4/10 is required for both the work with MATLAB and the written test.
The final grade, on a 0-20 scale, is obtained on the basis of either continuous evaluation or final exam.
The continuous evaluation comprises:
- A financial numerical study with MATLAB to be developed in group (marked on a 0-10 scale);
- An individual written test covering the whole syllabus (marked on a 0-10 scale).
The final exam includes:
- A numerical exercise with MATLAB (marked on a 0-10 scale);
- An individual written test covering the whole syllabus (marked on a 0-10 scale).
In either case, the minimum grade of 4/10 is required for both the work with MATLAB and the written test.