Type	Program	Institution	Year
PhD	Gestão	University of Warwick	2000
M.Sc.	Economia	Instituto Superior de Economia e Gestão - UTL	1994
Licenciate	Organização e Gestão de Empresas	ISCTE-IUL - Instituto Superior Ciências Trabalho e da Empresa	1990

Curricular Courses

Supervisions

Phd Thesis

Fernando Correia da Silva, "Three Essays on Option Pricing", João Pedro Vidal Nunes, Phd Thesis, Concluded, 2023

Mário Jorge Correia Fernandes, "Three Essays on Modeling Energy Prices with Time-Varying Volatility and Jumps", João Pedro Vidal Nunes, Phd Thesis, Concluded, 2021

Pedro Miguel Silva Prazeres, "Essays on Options Princing, with Apllications on Interest Rates, Equities and Credit Derivatives", João Pedro Vidal Nunes, Phd Thesis, Concluded, 2017

João Pedro Ruas, "Three Essays on the Valuation of American-style Options", João Pedro Vidal Nunes, Phd Thesis, Concluded, 2013

João Pedro Bento Ruas, "Three Essays on the Valuation of American-Style Options", João Pedro Vidal Nunes, Phd Thesis, Concluded, 2013

Luís Alberto Ferreira de Oliveira, "Theoretical and Empirical Essays Onthe Heath-jarrow-morton Framework", João Pedro Vidal Nunes, Phd Thesis, Concluded, 2007

Paulo Miguel Marques Gama Gonçalves, "Essays on International Equity Markets", João Pedro Vidal Nunes, Phd Thesis, Concluded, 2005

Domingos da Silva Ferreira, "ANÁLISE DA PARIDADE PUT-CALL EM OPÇÕES SOBRE OS ÍNDICES DE ACÇÕES: PSI-20 E IBEX-35", João Pedro Vidal Nunes, Phd Thesis,

Rui Manuel M dos Anjos Alpalhão, "NACIONALIZAÇÕES, INDEMINIZAÇÕES E PRIVATIZAÇÕES EM PORTUGAL: ANÁLISE DAS TRANSFERÊNCIAS DE RIQUEZA E REESTRUTURAÇÕES EMPRESARIAIS", João Pedro Vidal Nunes, Phd Thesis,

Paulo Miguel M Gama Gonçalves, "A PREVISÃO DOS RETORNOS EM ACÇÕES UTILIZANDO VARIÁVEIS FUNDAMENTAIS: PORTUGAL (1989-1999)", João Pedro Vidal Nunes, Phd Thesis,

Master Thesis

André Filipe Assunção Damásio, "Prémio de risco para futuros do VIX-squared sob o modelo de Eraker-Wu (2017)", João Pedro Vidal Nunes, Master Thesis, Concluded, 2023

Ana Marisa Silva Sousa, "Calibração do Modelo de Jarrow e Yildirim (2003) para a determinação do preço das obrigações TIPS", João Pedro Vidal Nunes, Master Thesis, Concluded, 2023

Daniel Alexandre Velho Ferreira, "Pricing na era pós-IBOR", João Pedro Vidal Nunes, Master Thesis, Concluded, 2022

Claudio Alberto Salinas Tejerina, "O SPX e o VIX saltam simultaneamente?", João Pedro Vidal Nunes, Master Thesis, Concluded, 2021

João Luís Gomes Ferreira Campos Andrada, "Modelização paramétrica da superfície de volatilidade implícita", João Pedro Vidal Nunes, Master Thesis, Concluded, 2018

Ricardo Manuel Santos Oliveira Tomaz, "The Market Value of Corporate Votes: Another Approach.", João Pedro Vidal Nunes, Master Thesis, Concluded, 2017

João Miguel Sousa Machado Castilho Borges, "Impacto da Politica do Quantitative Easing num Portfólio de Investimento", João Pedro Vidal Nunes, Master Thesis, Concluded, 2017

Inês Sofia Morais Ferreira, "Opções sobre commodities", João Pedro Vidal Nunes, Master Thesis, Concluded, 2016

Bruno Filipe Soares dos Santos Sousa, "Credit Valuation Adjustment", João Pedro Vidal Nunes, Master Thesis, Concluded, 2016

Ricardo Nuno Santos Aleixo de Matos, "Stochestic Volatility Jump-diffusion Models us time-changed levy Processes", João Pedro Vidal Nunes, Master Thesis, Concluded, 2014

Pedro Simões Oliveira, "The corvolution method for princing American options under levy processes", João Pedro Vidal Nunes, Master Thesis, Concluded, 2014

Igor Viktorovich Kravchenko, "Barrier Option Pricing Via Heston Model", João Pedro Vidal Nunes, Master Thesis, Concluded, 2013

Sara Alexandra da Costa Veloso, "O Modelo Fiscal de Avaliação de Prédios Urbanos e o Ciclo Económico do País", João Pedro Vidal Nunes, Master Thesis, Concluded, 2013

Jorge Miguel Fernandes Nascimento, "Dimensão e especificação de volatilidades e correlações para lognormal LIBOR market models: uma avaliação empírica", João Pedro Vidal Nunes, Master Thesis, Concluded, 2004

Maria Isabel Lopes Soares, "Kalman filtering of affine term structure models with macro state variables", João Pedro Vidal Nunes, Master Thesis, Concluded, 2004

Sofia Nú Oliveira, "Empirical analysis of the primary market for range notes", João Pedro Vidal Nunes, Master Thesis, Concluded, 2003

Luís Alberto Ferreira de Oliveira, "The quality option implicit in treasury bond futures contracts: a theoretical and empirical assessment", João Pedro Vidal Nunes, Master Thesis, Concluded, 2002

Marta Filipa das Neves Antunes, "Avaliação do Justo Valor de um Interest Rate Cap para Mitigação de Riscos de Taxa de Juro em Financiamentos Variáveis", João Pedro Vidal Nunes, Master Thesis,

Lucas Briz Gonzalez Welter Ribeiro, "Trabalho de projeto", João Pedro Vidal Nunes, Master Thesis,

Maria Leonor Cabral Campello Aboim de Barros, "Trabalho de Projeto - Fair value de um interest rate cap", João Pedro Vidal Nunes, Master Thesis,

Catarina Isabel Marcos Mota, "AVALIAÇÃO DE OPÇÕES COM BARREIRA NO MODELO HESTON USANDO O MÉTODO COS", João Pedro Vidal Nunes, Master Thesis,

Mafalda Amaro Caneira, "a variância do prémio de risco", João Pedro Vidal Nunes, Master Thesis,

Cláudio dos Santos Machado, "Distribuição implícita de risco neutro: abordagem paramétrica", João Pedro Vidal Nunes, Master Thesis,

José Miguel Mateus Serejo Rocha das Neves, "Risk-neutral distributions implied from stochastic volatility jump-diffusion models", João Pedro Vidal Nunes, Master Thesis,

Miguel Natal de Brito Boto, "Distribuição de risco neutro implícita: mistura de distribuições t", João Pedro Vidal Nunes, Master Thesis,

Final Project

Margarida Dinis Silvestre, "Pateo Wine Bar & Heritage Shop", João Pedro Vidal Nunes, Final Project, Concluded, 2012

Sara Isabel Poço Ramos, "Decomposição, Avaliação e Hedging de um Produto Estruturado", João Pedro Vidal Nunes, Final Project, Concluded, 2012

Tiago Miguel Vargas Tavares, "Modelos de Taxa de Juro após a Crise de Crédito e Liquidez", João Pedro Vidal Nunes, Final Project, Concluded, 2012

William Hilebrand, "The Valuation of Callable Defaultable Bonds.", João Pedro Vidal Nunes, Final Project, Concluded, 2011

Iva Bagic, "Singue and Combined Option Trading Strategies.", João Pedro Vidal Nunes, Final Project, Concluded, 2011

Arne Neumann, "Assembly and Preparation for the Derivative Market - A Convenience Comparison Between Financial Options and Futures with View to the Eurex and Liffe.", João Pedro Vidal Nunes, Final Project, Concluded, 2011

Jorge Alexandre Rodrigues Domingues, "", João Pedro Vidal Nunes, Final Project, Concluded, 2011

Luís Filipe Dôres Veiga, "", João Pedro Vidal Nunes, Final Project, Concluded, 2011

Filipa Isabel Ferreira Alcaide, "Covered Bond Market - Is Legislation Impact Measurable?", João Pedro Vidal Nunes, Final Project, Concluded, 2011

Maria da Graça Teixeira Duarte de Aguiar Câmara, "O Efeito Smile - Uma Aplicação ao DAX.", João Pedro Vidal Nunes, Final Project, Concluded, 2010

Cláudia Patrícia Gonçalves Simões, "Euro Área Inflation-Linked Bonds Market: Analysis and immunization abilities.", João Pedro Vidal Nunes, Final Project, Concluded, 2010

Diogo Monteiro da Costa Soares Justino, "Hedging of Barrier Options.", João Pedro Vidal Nunes, Final Project, Concluded, 2010

Aloísio Bragança Gomes Will, "Ambidiesel - Produção de Combustíveis Alternativos.", João Pedro Vidal Nunes, Final Project, Concluded, 2010

Fernando Manuel de Deus Infante, "Basileia II: Análise das Implicações do Pilar 2 na Organização do Processo de Supervisão.", João Pedro Vidal Nunes, Final Project, Concluded, 2009

Carina Sofia Ferreira da Silva, "O Mercado Organizado de CO2 - Oportunidade de Investimento e Melhoria do Ambiente Compatíveis?", João Pedro Vidal Nunes, Final Project, Concluded, 2009

Sabrina Maria Bastos Serralva, "Avaliação do Fair Value de um Interest Rate Cap para a Gestão de Riscos Financeiros numa Empresa", João Pedro Vidal Nunes, Final Project,

Scientific Articles in International Journals

Dias, J. C., Nunes, J. P. V. & Silva, F. C. da. (N/A). Novel analytic representations for caps, floors, collars, and exchange options on continuous flows, arbitrage-free relations, and optimal investments. Journal of Futures Markets. N/A, Ciência-IUL

Glória, C. M., Dias, J. C., Ruas, J. & Nunes, J. (N/A). The interaction between equity-based compensation and debt in managerial risk choices. Review of Derivatives Research., Ciência-IUL

Dias, J. C., Nunes, J. & Silva, F. C. (2024). Finite maturity caps and floors on continuous flows under the constant elasticity of variance process. European Journal of Operational Research . 316 (1), 361-385, Ciência-IUL

Fernandes, M. C, Dias, J. C. & Nunes, J. (2024). Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features. Journal of Futures Markets. 44 (3), 343-383, Ciência-IUL

Nunes, J. & Ruas, J. (2024). A note on the Gumbel convergence for the Lee and Mykland jump tests. Finance Research Letters. 59, Ciência-IUL

Bravo, J. M. & Nunes, J. (2021). Pricing longevity derivatives via Fourier transforms. Insurance: Mathematics and Economics. 96, 81-97, Ciência-IUL

Fernandes, M. C, Dias, J. C. & Nunes, J. (2021). Modeling energy prices under energy transition: A novel stochastic-copula approach. Economic Modelling . 105, Ciência-IUL

Nunes, J., Ruas, J. & Dias, J. C. (2020). Early exercise boundaries for American-style knock-out options. European Journal of Operational Research . 285 (2), 753-766, Ciência-IUL

Dias, J. C., Nunes, J. & Cruz, A. (2020). A note on options and bubbles under the CEV model: Implications for pricing and hedging. Review of Derivatives Research. 23 (3), 249-272, Ciência-IUL

Nunes, J. P. V., Dias, J. C. & Ruas, J. P. (2020). The early exercise boundary under the jump to default extended CEV model. Applied Mathematics and Optimization. 82 (1), 151-181, Ciência-IUL

Dias, J. C. & Nunes, J. P. V. (2018). Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral x2 random variable. European Journal of Operational Research . 265 (2), 559-570, Ciência-IUL

Ruas, J. P., Nunes, J. P. V. & Dias, J. C. (2016). In-out parity relations for American-style barrier options. Journal of Derivatives. 23 (4), 20-32, Ciência-IUL

Nunes, J. P. V. & Alcaria, T. R. V. (2016). Valuation of forward start options under affine jump-diffusion models. Quantitative Finance. 16 (5), 727-747, Ciência-IUL

Dias, J. C., Nunes, J. P. V. & Ruas, J. P. (2015). Pricing and static hedging of european-style double barrier options under the jump to default extended CEV model. Quantitative Finance. 15 (12), 1995-2010, Ciência-IUL

Nunes, J., Ruas, J. & Dias, J. C. (2015). Pricing and static hedging of American-style knock-in options on defaultable stocks. Journal of Banking and Finance. 58, 343-360, Ciência-IUL

Nunes, J. & Prazeres, P. (2014). Pricing swaptions under multifactor gaussian HJM models. Mathematical Finance. 24 (4), 762-789, Ciência-IUL

Oliveira, L., Nunes, J. & Malcato, L. (2014). The performance of deterministic and stochastic interest rate risk measures: another question of dimensions?. Portuguese Economic Journal. 13 (3), 141-165, Ciência-IUL

Ruas, J. P., Dias, J. C. & Nunes, J. (2013). Pricing and static hedging of American-style options under the jump to default extended CEV model. Journal of Banking and Finance. 37 (11), 4059-4072, Ciência-IUL

Oliveira, L., Curto, J. D. & Nunes, J. P. (2012). The determinants of sovereign credit spread changes in the Euro-zone. Journal of International Financial Markets, Institutions & Money. 22 (2), 278-304, Ciência-IUL

Dias, J. C. & Nunes, J. P. (2011). Pricing real options under the constant elasticity of variance diffusion. Journal of Futures Markets. 31 (3), 230-250, Ciência-IUL

Nunes, J. P. V. (2011). American options and callable bonds under stochastic interest rates and endogenous bankruptcy. Review of Derivatives Research. 14 (3), 283-332, Ciência-IUL

Nunes, J. (2009). Pricing American Options under the Constant Elasticity of Variance Model and Subject to Bankruptcy. Journal of Financial and Quantitative Analysis. 44, 1231-1263, Ciência-IUL

Nunes, J. P. V. & Oliveira, L. (2007). Multifactor and analytical valuation of treasury bond futures with an embedded quality option. Journal of Futures Markets. 27 (3), 275-303, Ciência-IUL

Nunes, J. P. V. (2006). Barrier options on spot LIBOR rates under multi-factor Gaussian HJM models. Journal of Derivatives. 14 (1), 61-81, Ciência-IUL

Nunes, J. P. V. (2004). Multifactor valuation of floating range notes. Mathematical Finance. 14 (2), 79-97, Ciência-IUL

Nunes, J. P. V. (2004). A general equilibrium framework for the affine class of term structure models. Portuguese Economic Journal. 3 (1), 15-48, Ciência-IUL

Nunes, J., Clewlow, L. & Hodges, S. (1999). Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach. Review of Derivatives Research. 3, 5-66, Ciência-IUL

Nunes, J. (1998). Interest Rate Options in a Duffie-Kan Model with Deterministic Volatility. Portuguese Review of Financial Markets. 1, 63-101, Ciência-IUL

Books

Miguel, A., Mota, A., Barroso, C., Nunes, J., Lourenço, J., Oliveira, L....Alpalhão, R. (2019). Investimentos Financeiros - Teoria e Prática. Lisboa. Silabo., Ciência-IUL

Barroso, C., Mota, A., Oliveira, L., Nunes, J. & Inácio, P. (2015). Finanças da Empresa: Teoria e Prática ( edição revista e aumentada). Lisboa. Silabo., Ciência-IUL

Mota, A., Barroso, C., Nunes, J., Oliveira, L., Ferreira, M. & Inácio, P. (2015). Finanças da Empresa: Teoria e Prática. Lisboa. Sílabo., Ciência-IUL

Mota, A., Barroso, C., Nunes, J., Oliveira, L. & Ferreira, M. (2012). Investimentos Financeiros:teoria e prática. Portugal . Edições Sílabo ., Ciência-IUL

Barroso, C., Mota, A., Nunes, J. & Ferreira, M. (2012). Finanças da Empresa - Teoria e Prática. Lisboa. Edições Silabo., Ciência-IUL

Barroso, C., Mota, A., Nunes, J. & Ferreira, M. (2010). Finanças da Empresa _ Teoria e Prática. Edições Silabo., Ciência-IUL

Oliveira, L., Mota, A., Barroso, C. & Nunes, J. (2009). Investimentos Financeiros: Teoria e prática. Lisboa/Portugal. Edições Sílabo., Ciência-IUL

Publications

Oliveira, L. & Nunes, J. (2012). The Performance of Deterministic and Stochastic Interest Rate Risk Measures: Another Question of Dimension?. SSRN. 0-0, Ciência-IUL

Oliveira, L. & Nunes, J. (2008). The Performance of Deterministic and Stochastic Interest Rate Risk Measures . SSRN. 0-0, Ciência-IUL

Nunes, J. (1994). Gestão dos Riscos de Taxa de Juro e de Câmbio. Revista da Aula do Comércio. 15, 10-13, Ciência-IUL

Mota, A. & Nunes, J. (1993). Avaliação de Aplicações Financeiras de Curto Prazo. Revista Iscte Gestão. 1, 13-15, Ciência-IUL

Nunes, J. (1991). Indexante FIP versus Taxas APB. Revista de Gestão. 10, 23-27, Ciência-IUL

Printed in Scientific Book

Mota, A., Barroso, C., Nunes, J., Miguel A. Ferreira & Oliveira, L. (2012). Finanças da Empresa: Teoria e Prática . Lisboa/Portugal. Sílabo., Ciência-IUL

Oliveira, L., Barroso, C., Nunes, J. & Miguel A. Ferreira (2011). Finanças da Empresa Teoria e Prática. Portugal. Sílabo., Ciência-IUL

International Communications

Invited

Dias, J. C. & Nunes, J. (2017). Valuation of Lookback Options and Turbo Warrants on Defaultable Stocks. XXIII Congresso da Sociedade Portuguesa de Estatística., Ciência-IUL

Oral Presentation

Fernandes, M. C, Dias, J. C. & Nunes, J. (2023). The Behaviour of Stochastic Volatility in Energy Futures Contracts with the COVID- 19 and the Russia–Ukraine Conflict. 12th International Conference of the Financial Engineering and Banking Society., Ciência-IUL

Dias, J. C., Nunes, J., Ruas, J. & Silva, F. C. (2023). Optimal Investment Decisions with Minimum Price Guarantees under the Constant Elasticity of Variance Process. 26th International Conference on Real Options., Ciência-IUL

Dias, J. C., Nunes, J., Ruas, J. & Silva, F. C. (2023). Optimal Investment Decisions with Minimum Price Guarantees under the Constant Elasticity of Variance Process. 12th International Conference of the Portuguese Finance Network., Ciência-IUL

Dias, J. C., Nunes, J. & Silva, F. C. (2022). Finite Maturity Caps and Floors on Continuous Flows under the CEV Process. Informs Annual Meeting., Ciência-IUL

Dias, J. C., Nunes, J. & Silva, F. C. (2022). Finite Maturity Caps and Floors on Continuous Flows under the CEV Process. 19th EUROPT Workshop on Advances in Continuous Optimization., Ciência-IUL

Fernandes, M. C, Dias, J. C. & Nunes, J. (2022). Modeling Energy Futures Prices Under Alternative Time-Varying Volatility Dynamics. 29th Annual Global Finance Conference., Ciência-IUL

Gloria, C. M., Dias, J. C., Ruas, J. & Nunes, J. (2022). The Interaction Between Equity-Based Compensation and Debt in Managerial Risk Choices. Paris Financial Management Conference., Ciência-IUL

Fernandes, M. C, Dias, J. C. & Nunes, J. (2021). Modeling Electricity and Natural Gas Prices under the Electrification of Energy Firms. 14th Annual Meeting of the Portuguese Economic Journal., Ciência-IUL

Fernandes, M. C, Dias, J. C. & Nunes, J. (2021). Modeling Commodity Prices under Alternative Jump Processes and Fat Tails Dynamics. 11th International Conference of the Portuguese Finance Network., Ciência-IUL

Dias, J. C., Ildefonso, J., Nunes, J. & Ruas, J. (2021). Repeated Richardson Extrapolation and Static Hedging of Barrier Options under the JDCEV Model. 11th International Conference of the Portuguese Finance Network., Ciência-IUL

Dias, J. C. & Nunes, J. (2018). Valuation of Lookback Options and Turbo Warrants on Defaultable Stocks. 12th Workshop on Statistics, Mathematics and Computation., Ciência-IUL

Dias, J. C. & Nunes, J. (2018). Valuation of Lookback Options and Turbo Warrants on Defaultable Stocks. 10th International Conference of the Portuguese Finance Network., Ciência-IUL

Ruas, J., Nunes, J. & Dias, J. C. (2018). Early Exercise Boundaries for American-style Knock-Out Options. 10th World Congress of the Bachelier Finance Society., Ciência-IUL

Dias, J. C., Laureano, L. & Nunes, J. (2017). Corporate Security Valuation under a Barrier Option Framework with State-Dependent Volatility. 5th Paris Financial Management Conference., Ciência-IUL

Leite, J., Dias, J. C. & Nunes, J. (2017). Computation of Three Discrete Distribution Mixtures of Continuous Distributions: Stability Analysis. 11th International Conference on Computational and Financial Econometrics., Ciência-IUL

Leite, J., Dias, J. C. & Nunes, J. (2017). Cálculo Computacional de Misturas Discretas de Distribuições Contínuas: Revisão do Método de Benton e Krishnamoorthy. XXIII Congresso da Sociedade Portuguesa de Estatística., Ciência-IUL

Dias, J. C. & Nunes, J. (2017). Valuation of Lookback Options and Turbo Warrants on Defaultable Stocks. 2nd International Conference on Computational Finance., Ciência-IUL

Dias, J. C. & Nunes, J. (2016). Valuation of Lookback Options and Turbo Warrants on Defaultable Stocks. 9th World Congress of the Bachelier Finance Society., Ciência-IUL

Nunes, J., Dias, J. C. & Ruas, J. (2016). The Early Exercise Boundary under the Jump to Default Extended CEV Model. 9th World Congress of the Bachelier Finance Society., Ciência-IUL

Nunes, J., Ruas, J. & Dias, J. C. (2014). Static Hedging and Early Exercise Boundaries for American-style Barrier Options. 8th World Congress of the Bachelier Finance Society., Ciência-IUL

Dias, J. C., Nunes, J. & Ruas, J. (2014). Pricing and Static Hedging of American-style Double Knock-In Options. Mathematical Finance Workshop: Stochastic Analysis and Numerical Approximations in Mathematical Finance., Ciência-IUL

Dias, J. C., Nunes, J. & Ruas, J. (2014). Pricing and Static Hedging of European-style Double Barrier Options under the Jump to Default Extended CEV Model. 8th International Conference of the Portuguese Finance Network., Ciência-IUL

Nunes, J. & Oliveira, L. (2013). The Performance of Deterministic and Stochastic Interest Rate Risk Measures: Another Question of Dimension?. 7th Annual Meeting of the Portuguese Economic Journal., Ciência-IUL

Dias, J.C., Nunes, J.P. & Ruas, J. P. (2013). In-Out Parity Relations and Early Exercise Boundaries for American-Style Barrier Options. FMA 17th European Conference., Ciência-IUL

Nunes, J. & Oliveira, L. (2013). The Performance of Deterministic and Stochastic Interest Rate Risk Measures: Another Question of Dimension?. FMA Europe 2013 Meeting., Ciência-IUL

Dias, J.C., Nunes, J.P. & Ruas, J. P. (2013). Pricing and Static Hedging of American Options under the Jump to Default Extended CEV Model. FMA 17th European Conference., Ciência-IUL

Dias, J.C. & Nunes, J.P. (2012). The Valuation of Double Barrier Options under Multifactor Pricing Models. Mathematical Finance Days Conference., Ciência-IUL

Dias, J.C. & Nunes, J.P. (2012). Pricing Double Barrier Options under the CEV Process: A Speed-Accuracy Comparison of Alternative Methods. 7th World Congress of the Bachelier Finance Society., Ciência-IUL

Dias, J.C. & Nunes, J.P. (2012). The Valuation of Double Barrier Options under Multifactor Pricing Models. 7th International Conference of the Portuguese Finance Network., Ciência-IUL

Dias, J.C. & Nunes, J.P. (2012). The Valuation of Double Barrier Options under Multifactor Pricing Models. SIAM Conference on Financial Mathematics & Engineering., Ciência-IUL

Nunes, J. & Prazeres, P. (2012). Pricing Swaptions under Multifactor Gaussian HJM Models. Mathematical Finance Days 2012 Meeting., Ciência-IUL

Dias, J.C. & Nunes, J.P. (2012). Truncated Moments of a Noncentral ?2 Random Variable: An Extension of the Benton and Krishnamoorthy Approach. XX Congresso da Sociedade Portuguesa de Estatística., Ciência-IUL

Nunes, J. & Ruas, J. (2012). The Implied Volatility Bias: A No-Arbitrage Approach for Short-Dated Options. EFMA 2012 Meeting., Ciência-IUL

Dias, J.C., Nunes, J.P. & Ruas, J. P. (2012). Pricing and Static Hedging of American Options under the Jump to Default Extended CEV Model. INFORMS Annual Meeting., Ciência-IUL

Nunes, J. & Prazeres, P. (2012). Pricing Swaptions under Multifactor Gaussian HJM Models. SIAM Conference on Financial Mathematics and Engeneering., Ciência-IUL

Dias, J.C. & Nunes, J.P. (2011). Double Barrier Options Valuation under Multifactor Pricing Models. 21st Annual Derivatives Securities and Risk Management Conference., Ciência-IUL

Dias, J.C. & Nunes, J.P. (2011). The Valuation of Double Barrier Options under Multifactor Pricing Models. International Conference on Mathematical Finance and Economics., Ciência-IUL

Dias, J.C. & Nunes, J.P. (2010). Double Barrier Options Valuation under Multifactor Pricing Models. 6th World Congress of the Bachelier Finance Society., Ciência-IUL

Dias, J.C. & Nunes, J.P. (2008). Pricing Real Options under the CEV Diffusion. 12th International Conference on Real Options., Ciência-IUL

Dias, J.C. & Nunes, J.P. (2008). Pricing Real Options under the CEV Diffusion. 5th International Conference of the Portuguese Finance Network., Ciência-IUL

Academic Management Roles

Membro (Docente) (2023, 2025)

Director (2023, 2025)

Coordenador (2022, 2023)

Membro (Docente) (2021, 2023)

Coordenador (2021, 2025)

Director (2021, 2023)

Coordenador (2021, 2021)

Coordenador (2020, 2021)

Director (2019, 2021)

Membro (Docente) (2018, 2022)

Membro (Docente) (2018, 2022)

Coordenador (2018, 2021)

Membro (2017, 2021)

Director (2017, 2019)

Coordenador de ECTS (2015, 2018)

Director (2015, 2017)

Sub-diretor (2014, 2018)

Membro (Docente) (2014, 2018)

Membro (Docente) (2014, 2018)

Director (2013, 2015)

Coordenador de ECTS (2012, 2015)

Director (2011, 2013)

Director (2011, 2013)

Membro (Docente) (2010, 2014)

Director (2010, 2011)

Director (2010, 2011)

Presidente (2010, 2014)

Director (2010, 2014)

Membro (Docente) (2010, 2014)

Membro (Docente) (2010, 2014)