Models in Finance (1 º Sem 2020/2021)

Dear Students,

I hope everything is well with you.

Regarding the Re-Sit Exam of Models in Finance (Época de Recurso) of February 2, 2021, 15:00, the written and computational exams will be held exclusively online through the Teams platform (I will send the link by e-mail and it will also be available at the teams page in the Team “Exam of Models in Finance – February 2”). The students must have their cameras on, sound on and should also share their screen.

In February, 8, if needed, we will have short oral examinations, also trough Teams. If you need to present to this short oral examination to confirm your marks in the written exam, I will send you an email before February 6. If you do not need to present to oral examination, I will send you also an email with that information.

The basic rules are as follows:

1. In February, 2, 15:00 (Portuguese time) the students registered in the Exam (Época de Recurso) should login in the MIF exam Teams Page, with the video camera on, the sound on and you should also share the screen. You can download from Aquila your exam paper questions. 
2. At 17:15 you should finish your theoretical exam and then you have 15 minutes (until 17:30)  to send the scanned pages of your exam, if possible in a zip file (and if possible, scan your pages to pdf files and then zip your files and send the zip file). You should send the zip file trough aquila and also by e-mail until 17:35 (my e-mail is jguerra@iseg.ulisboa.pt)
3. At 17:40 (Portuguese time) you should start the computational exam (you should previously install R and the R studio in your computer, and install also the packages fOptions and sde).  You can download the questions of the computational exam from Aquila. 
4. At 18:40 you should finish your computational exam. You then have 10 minutes to send the files with your script files, plots and answers (you can write your answers as comments in your script files).  You should zip all the files and send it to me by Aquila and by e-mail. After that, you can disconnect from Teams.
5. In February 8, 15:00 (Portuguese time), if you need to do the oral examination, you should connect to the Oral Examination team in Teams. I  will send you the link until February, 6, if you need to do this.

I will send by e-mail more detailed rules for the students registered for the exam. 

Best regards,

João Guerra

Dear students,

The solutions of the theoretical exam and an example of R code for the computational exam (without final answers or comments) are now in the webpage. 

The final marks of the January 5 Exam are also on the webpage. If any student wants to know the marks in each question or in the computational exam or discuss the correction of some question, please send me an e-mail until the end of January, 14. 

Best regards, 

João Guerra