Program / Curriculum

Curriculum

1st year/1st semester

Units
ECTS
Computacional Methods 9
Topics of Inference and Statistical Modeling 6
Theory of Probability and Discrete Models in Finance 9
Mathematical Economics 3
Investments and Financial Markets 3


1st year/2nd semester

Units
ECTS
Stochastic Calculus and Applications to Finance 6
Partial Differential Equations in Finance 6
Market Risk and Credit Risk 6
Entrepreneurship 3
Seminar in Financial Mathematics 3
Free Block Unit (a) 6
(a) 6 ECTS credits in curricular units chosen by the student from a list, approved annually by the FCT / UNL Scientific Council, which includes units from all scientific areas of the FCT / UNL.


2nd year/3rd semester

Units
ECTS
Numerical Methods in Finance 6
Econometric and Financial Statistics 6
Options and Interest Rate Models 6
Advanced Training Option (b) 12

2nd year/4th semester

Units
ECTS
Advanced Training Option (b) 30
(b) Students may choose between a Dissertation, a Stage Report or a Project Work.

Advanced Training Option

Units
ECTS
Dissertation in Mathematics and Applications (Financial Mathematics) 42
Internship with Report in Mathematics and Applications (Financial Mathematics) 42
Project in Mathematics and Applications (Financial Mathematics) 42