Financial Innovation and Hedge Funds 2016/2017

3.5 ECTs / Trimester / Inglês

The course provides an overview hedge funds and structured products. The course is divided into two major parts. The first one deals with hedge funds, their typical trading strategies, risk and return, historical performance, and portfolio decisions involving hedge funds. The second part of the course covers the basics of structured products and securitization. The focus in this part will be on the role of structured products in the recent financial crisis. Case studies and exercises are used to apply these concepts and methods to practical problems.  

Pre-requisites: Financial Derivatives