Project/Dissertation in Quantitative Finance

Recommended Prerequisites

The knowledge acquired during the courses of the master program.

Teaching Methods

At the beginning of the second semester, a dissertation topic and its bibliography will be given, including research papers within the scientific area of the dissertation. A first stage, under the guidance of the thesis adviser, will consist of reading and studying. In the third semester the student must write a text which will turn into a dissertation: a synthesis of his or her own, on the work done during the year.

Learning Outcomes

The main goal is delivering a dissertation on the topic of the area of the master program, under the supervision of a faculty member.

The dissertation course aims at developing the following skills: knowledge of mathematical and financial results; ability to formulate and solve problems; ability to communicate well and clearly, in speaking and writing. At the personal level it also allows to develop self-learning, research, and communication skills.

Work Placement(s)

No

Syllabus

The program will be established by the thesis adviser within the area of the master program.

Head Lecturer(s)

Ercília Cristina da Costa e Sousa

Assessment Methods

Assessment
Public defense of the dissertation under a committee, at the end of the 3rd semester: 100.0%

Bibliography

Bibliografia diversa, tipicamente capítulos de livros e artigos de investigação sobre o tema da dissertação a elaborar.