Capital Markets and Institutions

Universidade Católica Portuguesa

Course Description

  • Course Name

    Capital Markets and Institutions

  • Host University

    Universidade Católica Portuguesa

  • Location

    Lisbon, Portugal

  • Area of Study

    International Business, International Economics

  • Language Level

    Taught In English

  • Course Level Recommendations

    Upper

    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • ECTS Credits

    5
  • Recommended U.S. Semester Credits
    2.5 - 3
  • Recommended U.S. Quarter Units
    3

  • Overview

    Course overview and objectives
    The aim of the course is to provide a general overview of the current situation across international capital markets. Therefore, the focus will be to characterize the different type of securities available across asset classes and to introduce the relevant concepts to value them. 

    Course Content
    Section I: Financial Institutions
    • Introduction (Chapter 1)
    • Depositary Institutions (Chapter 4)
    • Insurance Companies, Pension Funds and Investment Companies (Chapters 5 & 6)
    • Investment Banking (Chapter 7)
    Section II: Asset Pricing and Derivative Markets
    • Risk/Return and Asset Pricing Models (Chapters 12, 13 & 14)
    • Introduction to Financial Futures Markets (Chapter 9)
    • Introduction to Option Markets (Chapter 10)
    Section III: The Equity Markets
    • Common Stock Market (Chapters 18 & 19)
    • Stock Options Market (Chapter 28)
    • Stock Index Options and Futures Markets
    Section IV: Interest Rate Determination (Chapter 15)
    Section V: The Debt Markets
    • Valuation of Debt Contracts and Their Price Volatility Characteristics (Chapters 16 & 17)
    • Money Market Instruments (Chapter 20)
    • Treasury and Agency Securities Markets (Chapter 21)
    • Corporate Senior Securities Market (Chapter 23)
    • Municipal Securities Market (Chapter 22)
    • The Mortgage Market (Chapters 25 & 26)

    Grading
    The final grade will be a weighted average of the following:
    1. Mid Term Exam: 45%
    2. End Term Exam: 45%
    3. Class Participation: 10%
    Marks lower than 6.5 in any of the exams imply a fail at the course. 

    Bibliography
    Capital Markets: Institutions, Instruments and Risk Management (Hardcover) by Frank J. 
    Fabozzi, Fifth Edition, MIT, 2015.

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