Português
| Teaching Year | Semester | Course Name | Degree(s) | Coordinator |
|---|---|---|---|---|
| 2024/2025 | 2º | Asset Pricing I | Doctorate Degree (PhD) in Economics; Doctorate Degree (PhD) in Finance; | Yes |
| 2024/2025 | 2º | Asset and Liability Management | Master Degree in Finance; | Yes |
| 2024/2025 | 2º | Investments | Bachelor Degree in Management; | No |
| 2024/2025 | 1º | Fundamentals of Computational Finance | Institutional Degree in ISCTE Business School; | Yes |
| 2024/2025 | 1º | Research Project in Finance | -- | Yes |
| 2024/2025 | 1º | Phd Thesis in Finance | -- | Yes |
| 2024/2025 | 1º | Investments and Financial Markets | Bachelor Degree in Computer Science and Business Management; | No |
| 2024/2025 | 1º | Financial Derivatives | Post Graduation Program in Financial Markets and Risk Management; | Yes |
| 2024/2025 | 1º | Phd Thesis in Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2024/2025 | 1º | Investment in Derivatives, Commodities and Foreign Exchange | Other programme in Applied Online Financial Markets: Creation and Management of Portfolios.; | Yes |
| 2024/2025 | 1º | Futures, Forwards and Swaps | Master Degree in Finance; | Yes |
| 2023/2024 | 2º | Asset Pricing I | Doctorate Degree (PhD) in Economics; Doctorate Degree (PhD) in Finance; | Yes |
| 2023/2024 | 2º | Asset and Liability Management | Master Degree in Finance; | Yes |
| 2023/2024 | 2º | Investments | Bachelor Degree in Management; | No |
| 2023/2024 | 1º | Fundamentals of Computational Finance | Institutional Degree in ISCTE Business School; | Yes |
| 2023/2024 | 1º | Investments and Financial Markets | Bachelor Degree in Computer Science and Business Management; | No |
| 2023/2024 | 1º | Investment in Derivatives, Commodities and Foreign Exchange | Other programme in Applied Online Financial Markets: Creation and Management of Portfolios.; | Yes |
| 2023/2024 | 1º | Futures, Forwards and Swaps | Master Degree in Finance; | Yes |
| 2022/2023 | 2º | Asset Pricing I | Doctorate Degree (PhD) in Economics; Doctorate Degree (PhD) in Finance; | Yes |
| 2022/2023 | 2º | Asset and Liability Management | Master Degree in Finance; | Yes |
| 2022/2023 | 2º | Investments | Bachelor Degree in Management; | No |
| 2022/2023 | 1º | Fundamentals of Computational Finance | Institutional Degree in ISCTE Business School; | Yes |
| 2022/2023 | 1º | Investments and Financial Markets | Bachelor Degree in Computer Science and Business Management; | No |
| 2022/2023 | 1º | Futures, Forwards and Swaps | Master Degree in Finance; | Yes |
| 2021/2022 | 2º | Asset Pricing I | Doctorate Degree (PhD) in Economics; Doctorate Degree (PhD) in Finance; | Yes |
| 2021/2022 | 2º | Asset and Liability Management | Master Degree in Finance; | Yes |
| 2021/2022 | 2º | Investments | Bachelor Degree in Management; | No |
| 2021/2022 | 1º | Fundamentals of Computational Finance | Institutional Degree in ISCTE Business School; | Yes |
| 2021/2022 | 1º | Investments | Bachelor Degree in Finance and Accounting; | No |
| 2021/2022 | 1º | Futures, Forwards and Swaps | Master Degree in Finance; | Yes |
| 2020/2021 | 2º | Asset Pricing I | Doctorate Degree (PhD) in Economics; Doctorate Degree (PhD) in Finance; | Yes |
| 2020/2021 | 2º | Asset and Liability Management | -- | Yes |
| 2020/2021 | 2º | Fundamentals of Finance | Bachelor Degree in Economics; | No |
| 2020/2021 | 2º | Financial Derivatives | Master Degree in Monetary and Financial Economics; | Yes |
| 2020/2021 | 1º | Fundamentals of Computational Finance | Institutional Degree in ISCTE Business School; | Yes |
| 2019/2020 | 2º | Financial Derivatives | Master Degree in Monetary and Financial Economics; | Yes |
| 2019/2020 | 1º | Fundamentals of Computational Finance | Institutional Degree in ISCTE Business School; | Yes |
Teaching Activities
Supervisions
Ph.D. Thesis (3)
Ongoing (2)
| Student Name | Title/Topic | Language | Status | Institution | Initial Year |
|---|---|---|---|---|---|
| João Diogo Barros Moura | Financial Options: Options Returns, Hedging Strategy and Static Hedge Portfolio | English | Developing | Iscte | 2022 |
| Luís Simão Almeida Ferreira | Exact Simulation of Jump Diffusion Processes | English | Developing | Iscte | -- |
Concluded (1)
| Student Name | Title/Topic | Language | Institution | Initial Year | Concluding Year |
|---|---|---|---|---|---|
| Carlos Miguel Aguiar da Glória | Essays on Dynamic Asset Pricing | English | Iscte | 2022 | 2024 |
M.Sc. Dissertations (10)
Ongoing (5)
| Student Name | Title/Topic | Language | Status | Institution | Initial Year |
|---|---|---|---|---|---|
| João Pedro Gonçalves Frazão do Rosário | The joint SPX/VIX calibration | Developing | Iscte | 2025 | |
| Rafael Carreiras Ré | The S&P 500 Risk-Neutral Moments | Developing | Iscte | 2024 | |
| Miguel Natal de Brito Boto | Implied Risk Neutral Distribution: Mixtures of t-distributions | Developing | Iscte | 2024 | |
| José Miguel Mateus Serejo Rocha das Neves | Risk-neutral distributions implied from stochastic volatility jump-diffusion models | Developing | Iscte | 2024 | |
| Cláudio dos Santos Machado | Implied risk-neutral distribution | Developing | Iscte | 2024 |
Concluded (5)
| Student Name | Title/Topic | Language | Institution | Initial Year | Concluding Year |
|---|---|---|---|---|---|
| Mafalda Amaro Caneira | the variance risk premium | English | Iscte | 2024 | 2024 |
| Duarte Miguel da Cunha Domingues Amador Marques | Empirical Comparison of S&P 500 Index Options: Black-Scholes-Merton Model and Heston Model | English | Iscte | 2023 | 2023 |
| Raquel Lopes Coutinho | Option pricing using machine learning methods | Portuguese | Iscte | 2023 | 2023 |
| João Pedro Gonçalves Cordeiro da Silva | S&P 500 options term structure | English | Iscte | 2022 | 2022 |
| Pedro Miguel Tomás Carvalho | The VIX Premium Puzzle | Portuguese | Iscte | 2021 | 2021 |
