Master (MSc)

Accreditations

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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
At this moment, all vacancies for this course are filled
Lectured in Portuguese
Teaching Type In person

Faculty for (2024/2025)

Director (PersonFunction)
Exotic Options | Models of the Term Structure of Interest Rates
Financial Investments
Credit Risk
Derivatives and Risk Management
Econometrics of Financial Markets
Diana E. Aldea Mendes is an associate professor at Department of Quantitative Methods for Management and Economics, ISCTE-IUL Lisbon, Portugal. She is a mathematician and applied scientist with broad experience in nonlinear dynamics (stochastic and deterministic), time series analysis, data science, ML and deep learning, computational economics and finance, control and synchronization. She is a researcher at BRU-IUL (Business Research Unit - University Institute of Lisbon, Portugal) and has authored or co-authored more than 40 technical papers and reports.
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.
Stochastic Calculus in Finance II | Partial Differential Equations in Finance | Numerical Methods
Topics of Real Analysis
Programming
Measure Theory
Financial Markets
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