João Pedro Vidal Nunes
AuthID: R-000-7F3
1
TITLE: A note on the Gumbel convergence for the Lee and Mykland jump tests Full Text
AUTHORS: Nunes, Joao Pedro Vidal; Ruas, Joao Pedro;
PUBLISHED: 2024, SOURCE: FINANCE RESEARCH LETTERS, VOLUME: 59
AUTHORS: Nunes, Joao Pedro Vidal; Ruas, Joao Pedro;
PUBLISHED: 2024, SOURCE: FINANCE RESEARCH LETTERS, VOLUME: 59
INDEXED IN: 
Scopus 
WOS
Scopus WOS2
TITLE: The interaction between equity-based compensation and debt in managerial risk choices Full Text
AUTHORS: Gloria, Carlos Miguel; Dias, Jose Carlos; Ruas, Joao Pedro; Nunes, Joao Pedro Vidal;
PUBLISHED: 2024, SOURCE: REVIEW OF DERIVATIVES RESEARCH
AUTHORS: Gloria, Carlos Miguel; Dias, Jose Carlos; Ruas, Joao Pedro; Nunes, Joao Pedro Vidal;
PUBLISHED: 2024, SOURCE: REVIEW OF DERIVATIVES RESEARCH
INDEXED IN: Scopus WOS
Scopus WOS3
TITLE: Novel Analytic Representations for Caps, Floors, Collars, and Exchange Options on Continuous Flows, Arbitrage-Free Relations, and Optimal Investments Full Text
AUTHORS: Dias, Jose Carlos; Nunes, Joao Pedro Vidal; da Silva, Fernando Correia;
PUBLISHED: 2024, SOURCE: JOURNAL OF FUTURES MARKETS
AUTHORS: Dias, Jose Carlos; Nunes, Joao Pedro Vidal; da Silva, Fernando Correia;
PUBLISHED: 2024, SOURCE: JOURNAL OF FUTURES MARKETS
4
TITLE: Pricing longevity derivatives via Fourier transforms Full Text
AUTHORS: Bravo, JM; Nunes, JPV;
PUBLISHED: 2021, SOURCE: INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 96
AUTHORS: Bravo, JM; Nunes, JPV;
PUBLISHED: 2021, SOURCE: INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 96
INDEXED IN: Scopus WOS
Scopus WOS5
TITLE: Erratum to “Pricing and static hedging of American-style options under the jump to default extended CEV model” (Journal of Banking and Finance (2013) 37(11) (4059–4072) (S0378426613002896) (10.1016/j.jbankfin.2013.07.019))
AUTHORS: Ruas, JP; Dias, JC; Vidal Nunes, JP;
PUBLISHED: 2017, SOURCE: Journal of Banking and Finance, VOLUME: 81
AUTHORS: Ruas, JP; Dias, JC; Vidal Nunes, JP;
PUBLISHED: 2017, SOURCE: Journal of Banking and Finance, VOLUME: 81
INDEXED IN: Scopus
Scopus6
TITLE: Valuation of forward start options under affine jump-diffusion models Full Text
AUTHORS: Joao Pedro V Vidal Nunes; Tiago Ramalho V Viegas Alcaria;
PUBLISHED: 2016, SOURCE: QUANTITATIVE FINANCE, VOLUME: 16, ISSUE: 5
AUTHORS: Joao Pedro V Vidal Nunes; Tiago Ramalho V Viegas Alcaria;
PUBLISHED: 2016, SOURCE: QUANTITATIVE FINANCE, VOLUME: 16, ISSUE: 5
INDEXED IN: WOS 
CrossRef
WOS CrossRef7
TITLE: PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS. PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS Full Text
AUTHORS: Joao Pedro V Vidal Nunes; Pedro Miguel S Silva Prazeres;
PUBLISHED: 2014, SOURCE: MATHEMATICAL FINANCE, VOLUME: 24, ISSUE: 4
AUTHORS: Joao Pedro V Vidal Nunes; Pedro Miguel S Silva Prazeres;
PUBLISHED: 2014, SOURCE: MATHEMATICAL FINANCE, VOLUME: 24, ISSUE: 4
8
TITLE: The performance of deterministic and stochastic interest rate risk measures: Another Question of Dimensions? Full Text
AUTHORS: Luis Oliveira; Joao Pedro V Vidal Nunes; Luis Malcato;
PUBLISHED: 2014, SOURCE: PORTUGUESE ECONOMIC JOURNAL, VOLUME: 13, ISSUE: 3
AUTHORS: Luis Oliveira; Joao Pedro V Vidal Nunes; Luis Malcato;
PUBLISHED: 2014, SOURCE: PORTUGUESE ECONOMIC JOURNAL, VOLUME: 13, ISSUE: 3
INDEXED IN: Scopus WOS
Scopus WOS9
TITLE: The performance of deterministic and stochastic interest rate risk measures:: Another Question of Dimensions?
AUTHORS: Oliveira, L; Vidal Nunes, JP; Malcato, L;
PUBLISHED: 2014, SOURCE: Portuguese Economic Journal
AUTHORS: Oliveira, L; Vidal Nunes, JP; Malcato, L;
PUBLISHED: 2014, SOURCE: Portuguese Economic Journal
INDEXED IN: Scopus
Scopus10
TITLE: The determinants of sovereign credit spread changes in the Euro-zone Full Text
AUTHORS: Luis Oliveira; Jose Dias Curto ; Joao Pedro Nunes;
PUBLISHED: 2012, SOURCE: JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, VOLUME: 22, ISSUE: 2
AUTHORS: Luis Oliveira; Jose Dias Curto ; Joao Pedro Nunes;
PUBLISHED: 2012, SOURCE: JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, VOLUME: 22, ISSUE: 2
