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)

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.