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CA  >  Actuarial Science  >  Currículo  >  Financial Mathematics

Master in Actuarial Science

Plano Curricular Actuarial Science


Financial Mathematics (MAFI-CA)

UC Competência

Financial Mathematics(Matemática)

UC Execução

Financial Mathematics (2020/2021 - Semestre 1)
Financial Mathematics (2019/2020 - Semestre 1)
Financial Mathematics (2018/2019 - Semestre 1)
Matemática Financeira (2017/2018 - Semestre 1)
Matemática Financeira (2016/2017 - Semestre 1)
Matemática Financeira (2015/2016 - Semestre 1)
Matemática Financeira (2014/2015 - Semestre 1)
Matemática Financeira (2013/2014 - Semestre 1)
Matemática Financeira (2012/2013 - Semestre 1)
Matemática Financeira (2011/2012 - Semestre 1)

Contextos

Grupo: Actuarial Science > 2º Ciclo > Unidades Curriculares Obrigatórias

Período: 1 Ano, 1 Semestre

Peso

6.0 (para cálculo da média)

Objectivos

- To provide a grounding in Financial Mathematics, including an introduction to equity and fixed income investments and to financial derivatives.
- To instil the ability to take into account the time value of money, and to understand the term structure of interest rates and simple stochastic interest rate models.
- To learn how to solve paradigmatic problems in the insurance business.

Programa

- Data and basics of modelling
- Interest rate measurement
- Valuation of annuities
- Loan repayment
- Measuring the rate of return of an investment
- The term structure of interest rates
- Investments

Metodologia de avaliação

Lectures will be theoretical and practical, focused on the models used to carry out financial assessments in various situations. As these situations replicate very often real life problems, of which students are in some way aware, it is possible to use a mix of verbal, active, and even intuitive methods.
The final grade, on the scale 0 to 20, is assigned based on written exam (70%) and a computer based Excel exam (30%).

Bibliografia

Principal

Mathematics of investment and credit

Broverman, S. A.

2010

5th ed., Actex Publications, Winstead.

An Introduction to the Mathematics of Finance

McCutcheon & W. Scott

1986

Heinemann, London.

Cálculo Financeiro

Mateus, A.

1999

5ª ed., Edições Sílabo, Lisboa.

Secundária

Cálculo Financeiro - Teoria e Prática

Matias, R.

2004

Escolar Editora, Lisboa.