Members > PhD Students

Rita Pimentel

Institutional Address

Instituto Superior Técnico (IST)
Av. Rovisco Pais 1
1049-001 LISBOA


Phone: | Email: rita.duarte.pimentel@gmail.com

Position

PhD Student, Instituto Superior Técnico, Universidade de Lisboa

Area

Statistics and Stochastic Processes

Principal Area

Mathematical Finance

Qualifications

  • M.Sc. in Mathematical Finance, Faculdade de Ciências, Universidade de Lisboa;
  • B.Sc. in Mathematics, Faculdade de Ciências e Tecnologia, Universidade de Coimbra.

Publications

Papers in International Journals

Gaspar, R.M.; Pimentel, Rita (2017) On swap rate dynamics: to freeze or not to freeze?. International Journal of Computer Mathematics, (in press).
Nunes, Cláudia; Pimentel, Rita (2017) Analytical solution for an investment problem under uncertainties with. European Journal of Operational Research: 259(3), 1054-1063.