Teaching and Lecture Notes
Current (2022):
Investimento e Cálculo Financeiro (Investment and Financial Calculus), UFMG, BA in Management and BA in Controlling and Finance, 30 hours.
Finanças Comportamentais (Behavioral Finance), UFMG, BA in Management, 30 hours.
Métodos Econométricos (Econometric Methods), UFMG, BA in Controlling and Finance, 90 hours.
Métodos Econométricos em Finanças (Econometric Methods in Finance), UFMG, PhD/advanced MSc, 30 hours.
Introdução à Inferência Causal (Introduction to Causal Inference), UFMG, PhD/advanced MSc, 30 hours.
Lecture notes [in Portuguese]
Investiment and Financial Calculus: Lecture notes
Fixed Income Securities: Lecture notes excel files
Market Risk Analysis: Lecture notes excel files
Econometric Methods (updated in 2016): Lecture notes excel files
Econometric Methods in Finance:
Lectures 1-2 - Matrix Algebra, basic probability and OLS excel files
Lectures 3-4 - Restricted and Unrestricted Models, F-tests and Functional Forms excel/R files
Lecutres 5-6 - Maximum Likelihood, Heterosketasticity, Generalized Least Squares and introduction to GMM excel/R files
Lectures 7-8 Introduction to Panel Data Analysis excel files
Financial Econometrics (2016):