Teaching and Research Interests

• Financial Derivatives

Type	Program	Institution	Year
PhD	Finanças	ISCTE-IUL	2013
M.Sc.	Finanças	ISCTE-IUL	2010
Licenciate	Economia	Faculdade Economia da Universidade Nova de Lisboa	2003

Curricular Courses

Supervisions

Phd Thesis

Carlos Miguel Aguiar da Glória, "Essays on option pricing", João Pedro Bento Ruas, Phd Thesis,

João Diogo Barros Moura, "Financial Options: Options Returns, Hedging Strategy and Static Hedge Portfolio", João Pedro Bento Ruas, Phd Thesis,

Master Thesis

Duarte Miguel da Cunha Domingues Amador Marques, "Comparação Empírica sobre as Opções do Índice S&P 500: Modelo Black-Scholes-Merton e Modelo Heston", João Pedro Bento Ruas, Master Thesis, Concluded, 2023

Raquel Lopes Coutinho, "Avaliação de opções através de métodos de machine learning", João Pedro Bento Ruas, Master Thesis, Concluded, 2023

João Pedro Gonçalves Cordeiro da Silva, "Estrutura Temporal de Opções do S&P 500", João Pedro Bento Ruas, Master Thesis, Concluded, 2022

Pedro Miguel Tomás Carvalho, "O Puzzle do Prémio do VIX", João Pedro Bento Ruas, Master Thesis, Concluded, 2021

Tiago Miguel Soares Reis Bagorro, ".", João Pedro Bento Ruas, Master Thesis,

Rafael Carreiras Ré, "Os momentos neutros em relação ao risco do S&P 500", João Pedro Bento Ruas, Master Thesis,

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

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

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

Scientific Articles in International Journals

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

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

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

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

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

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

International Communications

Oral Presentation

Glória, C. M., Dias, J. C. & Ruas, J. (2024). Robust Optimal Strategy for an AAM of DC Pension Plans under Jump-Diffusion and with Time-Varying Ambiguity. Scandinavian Actuarial Conference 2024., 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

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

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

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

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

Academic Management Roles

Coordenador de ECTS (2024, 2027)

Director (2022, 2024)