The area of focus on Financial Engineering involves the application of tools and methods in finance, mathematics, physics, computing, economics and econometrics to solve problems of interest to portfolio/investment management, risk management and consequently the pricing and hedging of derivatives, trading, structured products and asset allocation, among other related subjects.
The focus of this subject is the construction and analysis of investment portfolios, to meet objectives set by individuals or investment funds, based (for example) on optimization, negotiation, and asset and liability management models, among others, using statistical, behavioral and econometric tools.
Specific mandatory subjects in this area of focus: Optimization and Performance, Trading Models and Techniques, Assets and Liabilities Management, and Product Engineering.
The goal of this area is to explore the identification, measurement and management of risks in financial and capital markets, using simulation and quantitative analysis tools, allowing professionals to assess and develop models for their company, for a given instrument or financial asset in particular.
Specific mandatory subjects in this area of focus: Simulations Applied to Finance, Market Risk and Liquidity I, Credit and Counterparty Risk, and Regulatory Aspects.
Data science may be defined as a term used to group techniques for analyzing and developing computer systems able to produce ever better results, by accumulating experience through observation of data. The aim of this area of focus is to explore methods and techniques existing in the field of interdisciplinary research covered by data science, emphasizing applications in finance, in order to prepare professionals to develop, implement and deliver solutions to business problems.
Specific mandatory subjects in this area of focus: Fundamentals of Machine Learning, Data Analytics, Computational Intelligence Techniques I, and Computational Intelligence Techniques II.
The emergence of cryptocurrencies, such as Bitcoin, Ripple and Litecoin, and the development of applications based on Blockchain, have been revolutionizing structures and operations in the financial markets, as well as economic relations in many business sectors, improving the efficiency and security of transactions. The aim of this area of focus is to study and apply new crypto-finance technologies, which have been causing disruptions in the way people work in the markets, and to deepen students’ knowledge of new business paradigms that have appeared recently, concentrating especially on the financial and capital markets.
Specific mandatory subjects in this area of focus: Crypto-Finance, Crypto-Economics, Crypto-Finance and Crypto-Economics Laboratory, and Cyber Security.
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