Project/Dissertation in Quantitative Finance
1
2019-2020
02011745
Economics/Mathematics
Portuguese
Face-to-face
33.0
Compulsory
2nd Cycle Studies - Mestrado
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)
NoSyllabus
The program will be established by the thesis adviser within the area of the master program.
Head Lecturer(s)
José Luís Esteves dos Santos
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.