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Lectured in
English
Teaching Type In person
Faculty for (2025/2026)
Director (PersonFunction)
Asset Pricing I |
Research Seminar in Finance II |
Phd Thesis in Finance
Mathematics and Numerical Methods for Economics and Finance II
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.
Research Seminar in Finance I
Mathematics and Numerical Methods for Economics and Finance I
Carlos Pereira dos Santos has undergraduate, MSc and PhD degrees in mathematics from the University of Lisbon and he is currently researcher of the Center for Mathematics and Applications (NovaMath), FCT NOVA and professor at ISCTE – University Institute of Lisbon.He researches in the field of Combinatorial Game Theory, stresses the PhD under the guidance of Richard Nowakowski from Dalhousie University, world's top expert on that topic. He published several papers in international journals and presented at major conferences devoted to the subject.About popularization of mathematics, he published the book «Mathematics from The Da Vinci Code», co-authored with Luis Tirapicos and Nuno Crato, he participated in the projects «Games with History» and «Games from Around the World» (Visão/Público) with João Pedro Neto and Jorge Nuno Silva. For 10 years, he was Vice-President of the Ludus Association, one of the most relevant Portuguese institutions dedicated to recreational mathematics. He has been member of scientific committees of pioneering projects such as the «Portuguese Championship of Mathematical Games» and the «Recreational Mathematics Colloquia». He was managing editor of the Recreational Mathematics Magazine.About Mathematics Education in Portugal, he teaches and researches subjects related to elementary mathematics. Also noteworthy is the fact that, for three years, he has made the management of the Training Centre for Teachers of the Portuguese Mathematics Society and, after, he was the director of the Training Centre for Teachers of the Ludus Association. He organized and developed dozens of courses on various topics. Carlos Santos is a big fan of the Singapore Math, and he was managing editor of the Jornal das Primeiras Matemáticas.Regarding hobbies, Carlos Santos is International Chess Master. He was the Portuguese Champion in 1998 and 2000 and he was 5th in the under-18 World Championship in 1989.
Advanced Topics in Microeconomics I
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 14 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.
Advanced Topics in Macroeconomics I
João Madeira is an Associate Professor at ISCTE-IUL. He obtained his PhD in 2008 at Boston University and worked afterwards at the University of Exeter and the University of York. He is a macroeconomist whose research focuses on the sources of business cycle fluctuations and in particular the role played by labour market rigidities. He currently works on understanding better inflation expectations and how disagreement in monetary policy committees arises and impacts the economy.
Advanced Econometrics I
Joaquim J.S. Ramalho graduated in Economics from the University of Evora in 1993 and received a masters degree in Mathematics Applied to Economics and Management from the Technical University of Lisbon (ISEG-UTL) in 1996. In 2002, he completed his PhD in Economics at the University of Bristol. Since 2016, he is Professor at ISCTE-IUL (Dep. Economics) and before that he taught at the University of Evora for 23 years. His research focuses on theoretical and applied microeconometrics, and he has published in a variety of academic journals, including the Journal of Econometrics, Oxford Bulletin of Economics and Statistics, Econometric Reviews, Computational Statistics and Data Analysis and International Journal of Industrial Organization.
Continuous-Time Finance
José Carlos Dias is Full Professor of Finance at the Department of Finance of Iscte Business School. He holds a PhD degree in Finance from Iscte and is the Director of the Department of Finance. He was also the Director of the PhD in Finance and the Director of the Master in Finance of Iscte Business School. His current research interests include option pricing, structured products and exotic options, volatility derivatives and real options. He has published in the Journal of Banking and Finance, Quantitative Finance, European Journal of Operational Research, European Journal of Finance, Journal of Futures Markets, International Journal of Theoretical and Applied Finance, Review of Derivatives Research, Journal of Derivatives, and Applied Mathematics and Optimization, among others. He is currently the Editor-in-Chief of the Review of Derivatives Research.
Advanced Econometrics II
José Dias Curto is full professor at Instituto Universitário de Lisboa (ISCTE-IUL Business School, Quantitative Methods Departament) and investigator at Business Research Unit (BRU-IUL), Lisboa, Portugal. He earned his PhD in Quantitative Methods for Management from the Instituto Universitário de Lisboa (ISCTE-IUL), MA in Management from Instituto Universitário de Lisboa (ISCTE-IUL) and Bachellor's degree in Economics from Instituto Superior de Economia, Portugal. His primary research focuses statistics and econometrics with applications to finance, accounting and economics. List of journals where he published: Research in International Business and Finance, Journal of Business Ethics, Annals of Economics and Finance, Economic Computation and Economic Cybernetics Studies and Research Journal, Review of Quantitative Finance and Accounting, Journal of Applied Statistics, Journal of International Financial Markets Institutions & Money, Statistical Papers, International Statistical Review, European Accounting Review, Australian Accounting Review.
Advanced Topics in Corporate Finance
Asset Pricing II
I got a PhD in Economics from the University of Alicante in 2006. I am doing research in the area of financial economics and have also taught in this area.
Before ISCTE, I worked at the Catholic University of Portugal, and did three internships at the European Central Bank. I was also a visiting scholar at the Sloan School of Management of MIT.
Advanced Topics in Microeconomics II
Dr Thomas Greve is an Assistant Professor at the Department of Economics at ISCTE-Instituto Universitário de Lisboa (ISCTE), and external faculty at CEEPR at the Massachusetts Institute of Technology (MIT).
Before joining ISCTE and MIT, he was a University Lecturer at the Department of Economics, University of Cambridge, and an Oxford Martin Fellow in Economics at the University of Oxford. He has held visiting positions at Harvard, MIT, Stanford, Caltech and the University of Cambridge. He has worked in the Ministry of Finance and the Competition Authority.
Dr Greve has advised the Danish government regarding regulatory issues and the energy regulator (Ofgem) and the system operator (National Grid) in the UK regarding the design of auctions for the allocation of offshore transmission assets and the sale of energy balancing services.
Dr Greve has a PhD in Economics from the University of Copenhagen and a M.Sc. and B.Sc. in Mathematics and Economics from the Copenhagen Business School. His research focuses on game theory, mechanism design and regulation. His research has appeared in the Economic Journal, Energy Economics, Journal of Public Economic Theory, Energy Journal and other academic Medias.
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