Métodos de Avaliação

From the slides of the first class presentation:

  • 2 MAPs, 60 minutes each.

  • Dates (during lectures).
  1. 12/03/2025, 15:30–16:30.
  2. 04/04/2025, 15:00–16:00.

  • Grade
    max(0.5MAP1 + 0.5MAP2, RE)

    (RE= resit exam)
    All the MAPs are compulsory, and you need to have at least 7 out of 20 points in each MAP; otherwise you need to do the resit exam.

  • Exam: 16/04/2025, 10:30–12:30.

MAP1 includes: 

Part I: Finance concepts.
  1. Financial products (interest rates, stocks, options, futures).
  2. Arbitrage and first properties of prices of derivatives.
  3. Binomial model: pricing an option in discrete time.

Part II: Stochastic calculus.

  1. Basics: Probability spaces, σ–algebras, stochastic processes, filtrations, stopping times, martingales.