Português
| Teaching Year | Semester | Course Name | Degree(s) | Coordinator |
|---|---|---|---|---|
| 2025/2026 | 2º | Financial Engineering | Master Degree in Finance; | Yes |
| 2025/2026 | 2º | Real Options | Master Degree in Finance; | Yes |
| 2025/2026 | 2º | Financial Management of Businesses and Projects I | -- | Yes |
| 2025/2026 | 1º | Continuous-Time Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2025/2026 | 1º | Corporate Financial Strategy | -- | Yes |
| 2024/2025 | 2º | Financial Engineering | Master Degree in Finance; | Yes |
| 2024/2025 | 2º | Research Seminar in Finance I | Doctorate Degree (PhD) in Finance; | Yes |
| 2024/2025 | 2º | Real Options | Master Degree in Finance; | Yes |
| 2024/2025 | 2º | Financial Options and Structured Products | Post Graduation Program in Financial Markets and Risk Management; | Yes |
| 2024/2025 | 2º | Credit Risk | Post Graduation Program in Financial Markets and Risk Management; | Yes |
| 2024/2025 | 2º | Analysing investment projects | Other programme in Applied Program Accounting and Financial Analysis for Management; | No |
| 2024/2025 | 2º | Financial Management of Businesses and Projects I | -- | Yes |
| 2024/2025 | 1º | Continuous-Time Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2024/2025 | 1º | Research Seminar in Finance II | Doctorate Degree (PhD) in Finance; | Yes |
| 2023/2024 | 2º | Financial Engineering | Master Degree in Finance; | Yes |
| 2023/2024 | 2º | Research Seminar in Finance I | Doctorate Degree (PhD) in Finance; | Yes |
| 2023/2024 | 2º | Real Options | Master Degree in Finance; | Yes |
| 2023/2024 | 2º | Financial Management of Businesses and Projects I | -- | Yes |
| 2023/2024 | 2º | Credit Risk | -- | Yes |
| 2023/2024 | 1º | Continuous-Time Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2023/2024 | 1º | Research Seminar in Finance II | Doctorate Degree (PhD) in Finance; | Yes |
| 2023/2024 | 1º | Research Project in Finance | -- | Yes |
| 2023/2024 | 1º | Phd Thesis in Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2022/2023 | 2º | Master Dissertation in Finance | -- | Yes |
| 2022/2023 | 2º | Financial Engineering | Master Degree in Finance; | Yes |
| 2022/2023 | 2º | Research Seminar in Finance I | Doctorate Degree (PhD) in Finance; | Yes |
| 2022/2023 | 2º | Phd Thesis in Finance | -- | Yes |
| 2022/2023 | 2º | Real Options | Master Degree in Finance; | Yes |
| 2022/2023 | 2º | Financial Options and Structured Products | Post Graduation Program in Financial Markets and Risk Management; | Yes |
| 2022/2023 | 2º | Credit Risk | Post Graduation Program in Financial Markets and Risk Management; | Yes |
| 2022/2023 | 2º | Phd Thesis in Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2022/2023 | 2º | Financial Management of Businesses and Projects I | -- | Yes |
| 2022/2023 | 2º | Credit Risk | -- | Yes |
| 2022/2023 | 1º | Master Dissertation in Finance | -- | Yes |
| 2022/2023 | 1º | Continuous-Time Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2022/2023 | 1º | Research Seminar in Finance II | Doctorate Degree (PhD) in Finance; | Yes |
| 2022/2023 | 1º | Research Project in Finance | -- | Yes |
| 2022/2023 | 1º | Phd Thesis in Finance | -- | Yes |
| 2022/2023 | 1º | Phd Thesis in Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2021/2022 | 2º | Financial Engineering | Master Degree in Finance; | Yes |
| 2021/2022 | 2º | Research Seminar in Finance I | Doctorate Degree (PhD) in Finance; | Yes |
| 2021/2022 | 2º | Phd Thesis in Finance | -- | Yes |
| 2021/2022 | 2º | Real Options | Master Degree in Finance; | Yes |
| 2021/2022 | 2º | Phd Thesis in Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2021/2022 | 2º | Financial Management of Businesses and Projects I | -- | Yes |
| 2021/2022 | 2º | Credit Risk | -- | Yes |
| 2021/2022 | 1º | Continuous-Time Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2021/2022 | 1º | Research Seminar in Finance II | Doctorate Degree (PhD) in Finance; | Yes |
| 2021/2022 | 1º | Research Project in Finance | -- | Yes |
| 2021/2022 | 1º | Phd Thesis in Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2020/2021 | 2º | Financial Engineering | -- | Yes |
| 2020/2021 | 2º | Research Seminar in Finance I | Doctorate Degree (PhD) in Finance; | Yes |
| 2020/2021 | 2º | Phd Thesis in Finance | -- | No |
| 2020/2021 | 2º | Real Options | -- | Yes |
| 2020/2021 | 2º | Financial Options and Structured Products | Post Graduation Program in Financial Markets and Risk Management; | Yes |
| 2020/2021 | 2º | Credit Risk | Post Graduation Program in Financial Markets and Risk Management; | Yes |
| 2020/2021 | 2º | Phd Thesis in Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2020/2021 | 2º | Financial Management of Businesses and Projects I | -- | Yes |
| 2020/2021 | 2º | Credit Risk | -- | Yes |
| 2020/2021 | 1º | Continuous-Time Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2020/2021 | 1º | Research Seminar in Finance II | Doctorate Degree (PhD) in Finance; | Yes |
| 2020/2021 | 1º | Research Project in Finance | -- | Yes |
| 2020/2021 | 1º | Phd Thesis in Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2019/2020 | 2º | Thesis in Finance I | -- | Yes |
| 2019/2020 | 2º | Thesis in Finance III | -- | Yes |
| 2019/2020 | 2º | Research Seminar in Finance I | Doctorate Degree (PhD) in Finance; | Yes |
| 2019/2020 | 2º | Thesis in Finance V | -- | Yes |
| 2019/2020 | 2º | Real Options | -- | Yes |
| 2019/2020 | 2º | Financial Management of Businesses and Projects I | -- | Yes |
| 2019/2020 | 2º | Credit Risk | -- | Yes |
| 2019/2020 | 1º | Continuous-Time Finance | Doctorate Degree (PhD) in Finance; | Yes |
| 2019/2020 | 1º | Thesis in Finance II | -- | Yes |
| 2019/2020 | 1º | Thesis in Finance IV | -- | Yes |
| 2019/2020 | 1º | Research Seminar in Finance II | Doctorate Degree (PhD) in Finance; | Yes |
| 2019/2020 | 1º | Research Project in Finance | Doctorate Degree (PhD) in Finance; | Yes |
Professor Catedrático
Teaching Activities
Supervisions
Ph.D. Thesis (15)
Ongoing (5)
| Student Name | Title/Topic | Language | Status | Institution | Initial Year |
|---|---|---|---|---|---|
| Luís Miguel Nunes Gaspar | Three Essays on Default Risk Models | English | Developing | Iscte | 2022 |
| Bruno Miguel Teixeira Taborda | MAIS: Market Artificial Intelligence | English | Developing | Iscte | 2022 |
| João Diogo Barros Moura | Financial Options: Options Returns, Hedging Strategy and Static Hedge Portfolio | English | Developing | Iscte | 2022 |
| Célia dos Santos Subtil | Valuation of Standing Timber: a CEV and MC approach | English | Developing | Iscte | -- |
| Luís Simão Almeida Ferreira | Exact Simulation of Jump Diffusion Processes | English | Developing | Iscte | -- |
Concluded (10)
| Student Name | Title/Topic | Language | Institution | Initial Year | Concluding Year |
|---|---|---|---|---|---|
| Carlos Miguel Aguiar da Glória | Essays on Dynamic Asset Pricing | English | Iscte | 2022 | 2024 |
| Fernando Correia da Silva | Caps, floors and collars on continuous flows and investment decisions | English | Iscte | 2020 | 2023 |
| Yang Fengyue | "Price Dynamics of Farmland Transfer in Chengdu, China: Evidence from a Multilevel Model" | English | Iscte | 2016 | 2022 |
| João Miguel Mendes dos Reis | Barrier Options and Dynamic Debt | English | Iscte | 2019 | 2022 |
| Tiago Mota Dutra | Essays on Financial Cycles and Banks' Risk | Iscte | 2018 | 2021 | |
| Mário Jorge Correia Fernandes | Three Essays on Modeling Energy Prices with Time-Varying Volatility and Jumps | Iscte | 2018 | 2021 | |
| Li Chen | Service quality and customer satisfaction - a case study of nursing homes in Beijing | Iscte | 2014 | 2019 | |
| Aricson Cesar Jesus da Cruz | Essays on Option Pricing | Iscte | 2014 | 2019 | |
| Igor Viktorovich Kravchenko | Valuation of Financial Derivatives through transmutation operator methods | Iscte | 2016 | 2018 | |
| João Pedro Bento Ruas | Three Essays on the Valuation of American-Style Options | English | Iscte | 2011 | 2013 |
M.Sc. Dissertations (59)
Ongoing (7)
| Student Name | Title/Topic | Language | Status | Institution | Initial Year |
|---|---|---|---|---|---|
| Joana Filipa Silva Assunção | Option pricing models with skewness and kurtosis. | Developing | Iscte | 2026 | |
| Xavier Magalhães Cruz | CMS Swaption Pricing Framework Using Reverse-Mode Algorithmic Differentiation (AAD) | Developing | Iscte | 2025 | |
| Afonso de Oliveira Espada Gonçalves Duarte | Arbitrage between decentralized and centralized exchanges: an automated model for Ethereum/Tether Dollar | Developing | Iscte | 2025 | |
| Rodrigo Mendonça Remédio Rodrigues de Carvalho | Valuation of Galp Energia | Developing | Iscte | 2025 | |
| Gonçalo Ferraz Pinto | Trading Across Regimes: Regime-Aware Deep Reinforcement Learning for Asset Allocation | Developing | Iscte | 2025 | |
| Adriana Costa Ventura | Valuation of spread options. | Developing | Iscte | 2025 | |
| Mariana Silvina Ariscain Roca | Valuation of Revolut | Developing | Iscte | 2024 |
Concluded (52)
| Student Name | Title/Topic | Language | Institution | Initial Year | Concluding Year |
|---|---|---|---|---|---|
| Sandro Marcos Fernandes Gaspar | The Kristensen and Mele (2011) approach to approximating derivative prices in continuous-time models. | English | Iscte | 2025 | 2025 |
| Francisco Marcos Gonçalves Correia de Andrade Teixeira | The Fundamental Transform Approach of Lewis for Pricing Options | English | Iscte | 2025 | 2025 |
| Tiago Miguel Soares Reis Bagorro | .Profit and Loss Attribution and Pricing: A New Framework | Portuguese | Iscte | 2024 | 2025 |
| Bruno Xavier Ventura de Matos | Strategic Capacity Investment Under Uncertainty: Mathematical Insights and Practical Applications | English | Iscte | 2024 | 2025 |
| Francisco Manuel Pereira Correia de Cardoso Rodrigues | Effects of the Fractional Black-Scholes Model on LEAPS options contracts | English | Iscte | 2024 | 2025 |
| Pedro Henrique Andrade Canteiro | Building a profitable Trend Trading System - A technical analysis guide | English | Iscte | 2024 | 2025 |
| Beatriz Maurício Arantes Tomé | Impact of Machine Learning on Credit Risk Assessment | Portuguese | Iscte | 2024 | 2024 |
| João de Almeida Martins | Finite maturity caps and floors for exchange options on continuous flows. | English | Iscte | 2024 | 2024 |
| João Frederico Freitas Silva | Calibrating S&P 500 Index Options Under Alternative Formulations of the Heston (1993) Model | English | Iscte | 2024 | 2024 |
| Joana Neves Andrade Silvano | Feed-in tariffs: an attractive tool for investing in green hydrogen projects | English | Iscte | 2024 | 2024 |
| Francisco Santos Simões | Testing Alternative Methodologies for Calibrating the Heston Model with Jumps for S&P 500 Index Options | English | Iscte | 2024 | 2024 |
| Ana Carolina Neves Teles Evangelista Serrão | Unveiling the Potential: Valuing Onshore and Offshore Wind Energies through Real Options Perspective | English | Iscte | 2024 | 2024 |
| Diogo Filipe da Conceição Rolo | How Small Neural Networks can Improve Strategies in Financial Markets | English | Iscte | 2023 | 2024 |
| Mariana Fernandes Carvalho | Default risk in housing credit - The case of Portugal | English | Iscte | 2023 | 2024 |
| Rita Sofia Marques Pedro | Perpetual Caps and Floors on continuous flows: Applications in interest rates | Portuguese | Iscte | 2024 | 2024 |
| Beatriz Maria Ribeiro Ferrão | The impact of the ESG Pillars on the payout policy among G7 countries' firms | 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 |
| Ana Maria Dias Vicente | A real option approach to evaluate onshore wind energy investments with government incentives: The Portuguese case | English | Iscte | 2023 | 2023 |
| João Pedro Rodrigues Soares | Comparison of Black-Scholes and Heston Models | English | Iscte | 2023 | 2023 |
| Daniela Fernanda Martinez Vargas | Market-making model analysis in High Frequency Trading for the North American stock market | English | Iscte | 2023 | 2023 |
| Raquel Lopes Coutinho | Option pricing using machine learning methods | Portuguese | Iscte | 2023 | 2023 |
| Margarida Silva Marques | Real Options Valuation: The Case of Pedestrian Paths in Madeira Island | English | Iscte | 2023 | 2023 |
| Diogo Filipe Sousa Vieira | Carbon Hedging | English | Iscte | 2023 | 2023 |
| Célia dos Santos Subtil | Public Stimulus to Private Investment and Prevention of Disinvestment: a CEV approach | English | Iscte | 2022 | 2022 |
| Yannik Ehlert | Option Valuation with the Heston Model | English | Iscte | 2022 | 2022 |
| Ivan Alexandre Costa Guerra | Real options application on innovation projects and R&D | English | Iscte | 2022 | 2022 |
| Luís Simão Almeida Ferreira | Exact Monte Carlo sampling of Jump Diffusions | Portuguese | Iscte | 2021 | 2021 |
| Rodrigo Sant Ana Lourenço | Structural credit risk models and the determinants of credit default swap spreads | English | Iscte | 2021 | 2021 |
| João Seguro Ildefonso | Repeated Richardson Extrapolation and Static Hedging of Barrier Options | English | Iscte | 2019 | 2021 |
| Joana Margarida de Sousa Barbosa | Are Structured Products Fairly Priced? ? Barrier Reverse Convertibles and Turbo Warrants in the Swiss Market | English | Iscte | 2019 | 2020 |
| Catarina Isabel dos Santos Oliveira | The valuation of structured products in Portugal: What was the impact on the products? pricing after the CMVM?s protocol came into force in 2014? | English | Iscte | 2019 | 2020 |
| Hugo António Figueiredo Matias | Volatility Derivatives - Expected Option Returns | English | Iscte | 2018 | 2019 |
| Vitor Hugo Ferreira Pinto | Empirical performance of three option pricing models | English | Iscte | 2018 | 2018 |
| Carlos Sérgio Serrado Ramos Ricardo | Construção do Novo Edifício Sede do Município de Oeiras. Análise de viabilidade económico-financeira | Portuguese | Iscte | 2018 | 2018 |
| Inês Pereira Santos | Structural credit risk models: analysis of listed companies in Portugal | English | Iscte | 2017 | 2018 |
| Catarina da Silva Ferro Costa Pereira | Testing High Volatility Expectation Trades on Macroeconomic and Political Events of 2016 | English | Iscte | 2014 | 2017 |
| André Gonçalo Lopes Fernandes | Structured Products Insights: Pricing reverse convertibles and discount certificates in the german market | English | Iscte | 2015 | 2017 |
| Mário Raul Santiago do Céu | Análise da Evolução do Risco de Crédito na Agricultura em Portugal | Portuguese | Iscte | 2016 | 2017 |
| Pedro Filipe Botelho Negrão de Sousa | Algorithms for Improving the Efficiency of CEV, CIR and JDCEV Option Pricing Models | English | Iscte | 2014 | 2017 |
| Marcelo Bettencourt Santos Nunes Capitão | Análise das Metodologias de Seleção de Projetos de Investimentos das PME | Portuguese | Iscte | 2015 | 2016 |
| Svetlana Klimova | Real Options Valuation - Investment Under New Techonological Adoption and Carbon Policy Uncertain: An application to Volkswagen automobile industry | English | Iscte | 2015 | 2016 |
| Qi Dong | Credit Risk Measurement of the Listed Companies in China Based on Kmv Model | English | Iscte | 2015 | 2016 |
| João Miguel Mendes Carrilho | Stock Market Returns and Football Match Results | English | Iscte | 2014 | 2015 |
| Vincent Jean Maurice Mouralis | Commodity Futures in Portfolio Allocation | English | Iscte | 2014 | 2015 |
| Antoine Hugo Mairal | Equity-Linked Structured Products: A complex Industry in evolution | English | Iscte | 2014 | 2015 |
| Sara Maria Correia Pereira | Pricing of a Credit Default Swap | English | Iscte | 2013 | 2015 |
| Carlos António Fernandes Casimiro | Structural Models in Credit Risk | English | Iscte | 2013 | 2015 |
| Filipe Luís Abraúl Rosa Gonçalves Pereira | The Kim(1990) American Options Valuation Method: A comparative analysis | English | Iscte | 2013 | 2014 |
| Marcelo Gomes Raposo dos Santos Pereira | The Cyclical Behavior of Commodities and their Investment Benefits | English | Iscte | 2012 | 2013 |
| Catarina Filipa Lopes Ramos | Measuring Perceived Service Quality at Portuguese Helthcare Centres: The moderating effect of outsourcing a core activity | English | Iscte | 2011 | 2012 |
| Ana Cristina dos Santos Oliveira | Avaliação Da Qualidade Percebida Dos Serviços Académicos De Uma Universidade Portuguesa | Portuguese | Iscte | 2011 | 2012 |
| Gustavo de Souza Barros | Variable Volatility in Option Pricing | English | Iscte | 2011 | 2012 |
M.Sc. Final Projects (16)
Concluded (16)
| Student Name | Title/Topic | Language | Institution | Initial Year | Concluding Year |
|---|---|---|---|---|---|
| Gonçalo Amaral de Campos Pereira | Equity Valuation: Shell plc | English | Iscte | 2025 | 2025 |
| Lamberto Lorini Sgariboldi | Evaluation of the Development of a New Drug: VIR-7831 Case Study | English | Iscte | 2021 | 2021 |
| Neuza Carina Pires dos Santos | High-speed railroad between Lisbon and Madrid: yes or no? A real options? view | English | Iscte | 2018 | 2019 |
| João Pereira Pedro de Jesus | Caixabank´s Takeover of BPI: The Impact on BPI´s Stock | English | Iscte | 2017 | 2018 |
| Diogo Correia Rino | Costly Reversible Disinvestment Option in a Valuation of Renewable Energy case | English | Iscte | 2014 | 2017 |
| João Luís Navarro de Castro Correia Botelho | Avaliação de Empresas através de Múltiplos de Mercado - O caso da REN | Portuguese | Iscte | 2015 | 2017 |
| Ana Clara de Matos Soares Pereira Jacinto Talefe | Estudo sobre a Eficiência das Carteiras de Investimentos das Seguradoras Vida em Portugal | Portuguese | Iscte | 2014 | 2016 |
| João Pedro Robalo Martins | European Inflation-Linked Bonds: An historical overview and the benefits Amid Portfolio Management | English | Iscte | 2014 | 2015 |
| Miguel Seixas do Val Ferreira | Decomposition of a Financial Structured Product "Lloyds double up | English | Iscte | 2013 | 2014 |
| Carolina Albardeiro Santana | Modelos de Risco de Crédito: Análise de Telecoms Europeias e Bancos Americanos | Portuguese | Iscte | 2013 | 2014 |
| Mário António Limede | Modelos de Avaliação de Risco de Crédito - Análise e Aplicação | Portuguese | Iscte | 2012 | 2013 |
| Pedro Marzagão Barbuto | LSMC for Pricing American Options under the Heston Model | English | Iscte | 2012 | 2013 |
| João de Andrade Dias da Costa | Carbon Markets and Emission Derivaties - pricing of derivatives in the EU ETS | English | Iscte | 2011 | 2012 |
| Paulo Fernando Marques Ferreira | Evaluating Investment Opportunities under Different Model Dynamics: Some Managerial Insights | English | Iscte | 2011 | 2012 |
| Carla Alexandra Botas Prates | Pricing and Hedging Volatility Options. | Iscte | 2010 | 2011 | |
| Jorge Manuel Duque de Oliveira | Pricing Corporate Debt Risk Under The Cev Model. | English | Iscte | 2008 | 2011 |
