Pedro Miguel Silva Prazeres
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Ciência-IUL portal
Type | Program | Institution | Year |
---|---|---|---|
PhD | Finanças | ISCTE-Instituto Universitário de Lisboa | 2017 |
Curricular Courses
Supervisions
Master Thesis
Guilherme Fernandes Ferreira, "Relação entre risco de crédito e a evolução das taxas de câmbio", Pedro Miguel Silva Prazeres, Master Thesis, Concluded, 2016
Rúben José Vales Morais Sequeira, "Modelos de Avaliação de Risco de Crédito, com Aplicação à Regulamentação Bancária", Pedro Miguel Silva Prazeres, Master Thesis, Concluded, 2016
João Diogo Barros Moura, "Calibration of a Credit Default Swap Pricing Model", Pedro Miguel Silva Prazeres, Master Thesis, Concluded, 2016
Ricardo Nuno Cordeiro da Silva Cardoso, "", Pedro Miguel Silva Prazeres, Master Thesis,
Scientific Articles in International Journals
Nunes, J. & Prazeres, P. (2014). Pricing swaptions under multifactor gaussian HJM models. Mathematical Finance. 24 (4), 762-789, Ciência-IUL