Case Studies in Financial Engeneering (1 º Sem 2020/2021)

Introduction 

1.       These rules are mandatory, along with those described in the post published in Aquila’s page of the course, on the 26^th Jan.2021. 

2.       The students will have to connect via a link for a Teams meeting that will be provided by the administrative services of ISEG.

3.       The exam has 2 sections, A and B.

4.       Both sections will be made available in Aquila each one at different moments in time. You will find them in the folder “Exam – Feb21” at the time of the exam, immediately before the start of each section. 

5.       These two sections will be done sequentially, starting with section A and having a short break between A and B.

6.       Both sections will be on an open book basis. 

7.       The answers to both sections of the exam have to be handwritten using either a white paper or “ISEG paper”.

8.       At the end of each section of the exam, the students will have to send their digitalized answers by e-mail to both Professors. You may use a scanner or a mobile photo. The emails of your teachers are:

                                                               i.      jduque@iseg.ulisboa.pt

                                                             ii.      jbluis@iseg.ulisboa.pt

9.       After sending the email with your handwritten answers the teachers will acknowledge the reception of these answers sending a confirmation message and only after  you got it you may leave the Teams meeting created for the exam. 

10.   When thought appropriate, an oral exam to confirm the grades in the written exam will be performed at a date and time to be announced by the Professors. 

Section A 

1.       It corresponds to the first part of the lectures, on derivatives. All students will have to answer to it. 

2.       Those students that have gotten a grade from the Case Studies only have to answer to Section A of the exam. Their final grade will take into account the grades obtained in the case studies and the exam, with the weights attached to the exam and to the cases according to those disclosed in the syllabus. 

3.       Section A it will take 1 hour strictly, with no time extensions. 

Section B 

1.       It corresponds to the case studies.  

2.       Only students who didn’t obtain an approval grade in the cases will have to answer to this part.  0

3.       This section will start some minutes after the settlement of Section A as explained before.

4.       For this section, the case studies considered in the questions will be made available at the Aquila, along with the remaining sections of the exam and can only be used to answer to the exam’s questions. Therefore, due to copyright issues, you’re not allowed to keep the cases after the end of the exam and must delete any copy you may have done. 

With our best regards

Joao Duque and Jorge Barros Luís