Teaching
Courses
The catalog covers four levels: advanced undergraduate courses in quantitative finance and financial econometrics, master's courses, doctoral empirical asset pricing, and executive programs for practitioners.
Undergraduate
Quantitative Finance
A course in portfolio construction
A quantitative portfolio-construction course in 14 sessions: return and risk measurement, portfolio construction, and full strategy backtesting, with worked Python examples throughout.
Taught in English
Financial Econometrics
Measuring risk and return (undergraduate)
The undergraduate edition of the course: the same two toolkits, expected returns and risk, calibrated for advanced undergraduates over 13 two-hour sessions.
Taught in English
Master's
Quantitative Finance
A course in portfolio construction (graduate)
The graduate edition of the portfolio-construction course: the same arc from return and risk measurement to full strategy backtesting, taken at master's depth.
Taught in English
Financial Econometrics
Measuring risk and return
The econometric methods that produce the two inputs every portfolio needs: expected returns and risk.
Taught in English
Investments
Finanças I — Professional Master's in Economics
An SDF-first master's investments course built from one equation: p = E[mx].
Taught in English
PhD
Empirical Asset Pricing
Doctoral course
A doctoral course organized entirely around the stochastic discount factor: theory is taken as given and confronted with data.
Taught in English
Asset Pricing
Theory and empirical methods (Finanças I, graduate/Ph.D.)
A graduate course in asset pricing, from basic theory to empirical methods (not taught since 2019).
Taught in English
Executive Education
Asset Pricing and Allocation
An introduction to investments
A first course in investments and financial markets, built chapter by chapter on Bodie, Kane & Marcus and taught entirely through live spreadsheet modeling: every model is rebuilt in Excel during class.
Taught in Portuguese
How Family Offices (Should) Invest
Foundational and Advanced tracks
A practitioner program on the family-office investment process, in two tracks.
Taught in Portuguese/English
Wealth Management for Advisors
An executive program preparing junior wealth advisors to deliver fiduciary-quality advice across the wealth-management lifecycle, integrating global private-wealth best practice with Brazil-specific regulation, taxation, and products.
Taught in Portuguese
Pension Fund Portfolio and Risk Management
Intermediate and Advanced tracks
Two complementary 30-hour courses on portfolio and risk management for Brazilian pension entities, benchmarked against IORP II, ERISA, and OECD frameworks.
Taught in Portuguese