Master (MSc)

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Accredited
6 Years
30 Jul 2019
Accreditation DGES
Initial registry R/A-Ef 1072/2011 de 18-03-2011
Update registry R/A-Ef 1072/2011/AL01 de 21-02-2019 | R/A-Ef 1072/2011/AL02 de 22-09-2021
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Lectured in Portuguese

Corpo Docente da Iscte Business School

André Ribeiro
Diretor Adjunto, Direção de Risco, Haitong Bank
Professor Auxiliar Convidado 

PhD in Insurance-Economics (Universidade de Copenhaga)

 

António Gomes Mota
Professor Catedrático 

Doutor em Gestão (Iscte)

 

Diana Mendes 

Professora Associada
Directora do Programa de Doutoramento em Métodos Quantitativos
Doutora em Matemática/Sistemas Dinâmicos (IST)

 

Felipa Sampayo
Professora Auxiliar 

PhD in Economics (University of Birmingham)

 

Joaquim Viegas de Carvalho
Professor Auxiliar Convidado 

PhD in Finance (Iscte)

 

João Pedro Nunes
Professor Catedrático 

PhD in Finance (University of Warwick)

 

João Pedro Ruas
Professor Auxiliar
PhD in Finance (Iscte)

 

José Carlos Dias
Professor Associado 

Director do Programa Doutoral em Finanças 

PhD in Finance (Iscte)

 

Luís Carvalho
Professor Auxiliar PhD in Quantitative Economics (Nova SBE)

 

Pedro Prazeres
Coordenador do Núcleo de Estudos Aplicados
Sociedade Gestora dos Fundos de Pensões do Banco de Portugal
Professor Auxiliar Convidado
PhD in Finance (Iscte)

 

Sérgio Mendes
Professor Auxiliar 

PhD em Matemática Pura (University of Manchester)

 

 
Corpo Docente da Faculdade de Ciências da Universidade de Lisboa

 

Carlos Albuquerque
Professor Auxiliar 

Doutor em Matemática/Análise Numérica ( Univ. de Lisboa)

 

Jean-Claude Zambrini
Professor Associado (FCUL) 
PhD in Theoretical Physics (Universite de Geneve)

 

João Pedro Boto
Professor Auxiliar (FCUL) 
Doutor em Matemática/ Equações Diferenciais (Univ. de Lisboa)

 

Luís Sequeira 
Professor Auxiliar (FCUL)
Doutor em Matemática/Álgebra (Univ. de Lisboa)

 

Pedro Duarte 
Professor Auxiliar 
Doutor em Matemática/Sistemas Dinâmicos ( Univ. de Lisboa)

Faculty for (2023/2024)

Optimization
My area of research in mathematics is algebraic geometry. Algebraic geometers study zero loci of systems of polynomials by looking at the interplay between the algebraic properties of the systems and the geometry of their solution set. These loci are called algebraic varieties. My focus is in the case when these varieties — and more general constructions called schemes — fall naturally into families that are themselves parametrized by other schemes — or stacks — called moduli or parameter spaces.  Tropical geometry is at the interface between algebraic geometry, combinatorial optimization, and matroid theory. It has become a field of its own, and it is remarkable the broad number of its connections with other areas, such as computational biology or statistics. It has become a powerful tool as well within mathematics, especially in enumerative geometry, providing a bridge between symplectic geometry (which is the natural category in which to discuss Gromov-Witten invariants) and complex geometry. More recently, I have started to study its connections with problems in economics.
Financial Investments
Credit Risk
Derivatives and Risk Management
Measure Theory
Fundamentals of Economics
Felipa de Mello-Sampayo is Assistant Professor in the Department of Economics at ISCTE-IUL, Instituto Universitário de Lisboa and integrated researcher in BRU-IUL. The PhD Thesis in Economics from University of Birmingham in 2001 was publish at The British Library. Among her several peer review publications, all published after the PhD and indexed in Scopus and Thomson Reuters Web of Knowledge (WoS), there are 13 manuscripts without coauthors. Her research focus in microeconomics models and their empirical application in several fields of social science.  Coordinator of the project PTDC/EGE-ECO/104157/2008, entitled "Health and Economic Growth" funded by the Portuguese Government under Fundação para a Ciência e Tecnologia (FCT). Coeditor of special issues entitled “Spatial Econometrics Analysis of Sustainability” of Sustainability  and "Heathcare in China" of the Int. J. Environ. Res. Public Health.
Econometrics of Financial Markets
Stochastic Calculus in Finance I | Stochastic Calculus in Finance II | Numerical Methods
Models of the Term Structure of Interest Rates | Exotic Options
Partial Differential Equations in Finance
Topics of Real Analysis
Programming
Financial Markets
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