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Rita Pimentel

Institutional Address

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

Phone: | Email:


PhD Student, Instituto Superior Técnico, Universidade de Lisboa


Statistics and Stochastic Processes

Principal Area

Mathematical Finance


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


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.