(Last Update: 12/2008)
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Information
for candidates: I am mainly interested in supervising students who which to develop
their thesis in investments and financial markets related subjects. I am particularly interested in subjects
related to fixed income and credit risk products and markets. Those who wish to be supervised by me should contact me as soon
as they decide so, as I can only supervise simultaneously at most 5 Master students and 1 PhD student finishing at the same time.
Students are encouraged to suggest a subject for their own thesis but
if they not succeed to do so, I can provide a subject. Students should know I will mostly supervise students who decide to
write their thesis in English and who are willing to learn and use other
programs than Microsoft Office for doing the necessary computations and
writing their thesis. MATLAB is the recommended program concerning
computations and LaTeX (or Scientific
Workplace) the text editor. By “thesis” I mean any of the three possible formats under the Bolonha Agreement: Dissertation/ Project /Internship
Report. I am willing to supervise or co-supervise students from any of the
ISEG master or PhD programs provided the above requirements are
satisfied. For students outside ISEG programs I will only accept
co-supervisions (with a Professor from their school). |
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Current
Supervisions |
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PhD Students |
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Conclusion
Forecast October 2010 ·
Mestre Maria do
Sacramento Basílio, aluna de Doutoramento do ISEG. Co-supervisor: Profª Isabel Proença,
ISEG Subject: Credit Spreads and
Project Finance. |
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Master
Students |
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Conclusion
Forecast December 2008 ·
Dra. Bernardete Olival,
aluna do Mestrado em Finanças do ISEG Dissertation: Credit Scoring Conclusion Forecast February 2009 · Dra. Ana Isa Brito, aluna do Mestrado em Finanças do ISEG Dissertation: Interest Performance
of Interest Rate Term Structures Models and their Long-run Properties ·
Dr.
Luís Carvalho, aluno do Mestrado
em Finanças do ISEG Project: Default Correlation
implied from Portfolio Credit Derivatives Conclusion
Forecast June 2009 ·
Dra. Marta Dâmaso, aluna do Mestrado em Finanças do ISEG Project: How specific and systematic variables help explaining credit spreads.
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Dr. Bruno
Gaminha, aluno do Mestrado em Simulação e Modelação Computacional da
Universidade de Coimbra Co-Supervisor:
Prof. Orlando Oliveira (Universidade de Coimbra) Dissertation: LIBOR Convexity Adjustments for popular non-Gaussian models ·
Dr. Alexandre
Gonçalves, aluno do Mestrado em Ciência Empresariais (Ed. Madeira) do
ISEG Project
Subject: Problemática do Financiamento
das PMEs Conclusion
Forecast February 2010 ·
Dra. Ana Margarida
Bôto, aluna do Mestrado em Contabilidade, Fiscalidade e Finanças
Empresariais do ISEG Project:
TBA ·
Dr. Luís
Cabrita, aluno do Mestrado em Finanças do ISEG Dissertation
: TBA ·
Dra. Patrícia Pereira, aluna do Mestrado em Finanças do ISEG Dissertation: TBA ·
Dr. Paulo
Lopes, aluno do Mestrado em Finanças do ISEG Co-supervisor: Dr. Nuno Almeida (Viabiliti-Financial
Management, Lda (VFM)) Internship
Report Subject: Analise
de Projectos na prespectiva da Consultoria Financeiro Fiscal – O caso dos
Sectores de Turismo e Energias Alternativas. ·
Dr. Hugo
Sousa, aluno do Mestrado em Finanças do ISEG Project:
TBA ·
Dr. Nuno
Sousa, aluno do Mestrado em Finanças do ISEG Project: TBA Conclusion Forecast June 2010 ·
Dr. Paulo Miguel
Almeida, aluno do Mestrado em Finanças do ISEG Dissertation:
On CDO pricing models ·
Dr. João
Boavida, aluno do Mestrado em Economia Monetária e Financeira do ISEG Dissertation: On
Credit Spreads Term Structures Shape |
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Past Supervisions |
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Master Students |
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· Dra. Leila Fernandes, aluna do Mestrado em Finanças (Ed. Cabo Verde) do ISEG Project:
Sistema
de Pagamento em Cabo Verde: Eficiência e implicações para a condução da
Politica Monetária Finished:
September 2008 Defended:
9 February 2009 ·
Dra.
Ana Cristina Fonseca, aluna do Mestrado em Finanças do ISEG Dissertation: Recovery Rates in
Credit Derivative Markets Finished: January 2008 Revised: September 2008 Defended: 25 November 2008 ·
Dra. Ana Teresa
Vicente, aluna do Mestrado em Ciências Actuariais do ISEG. Co-supervisior:
Prof. Alfredo Egídio, ISEG Dissertation:
Requisitos de Capital e Solvência II: uma aplicação so seguro automóvel.
Finished: October de 2007 Defended: 21 February 2008 |
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MaEG- INTERNSHIPS |
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Dra. Cláudia Duarte,
aluna da Licenciatura em MAEG do ISEG Co-supervision:
Prof. António Antunes (Banco de Portugal) Internship
Report: Forecasts of
Financial Prices and Risk Aversion Indicators Finished:
February 2008 Defended: 15
April 2008 |
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