Fernando F. Gonçalves

Invited Assistant Professor

Department of Mathematics, ISEG, Universidade de Lisboa

Postal address: Rua do Quelhas 6, 1200-781 Lisboa, Portugal

Email:

Phone: +351 213922715 (ext. 3715)

Fax: +351 213922781

Education
Ph.D. in Mathematics and Statistics, University of Edinburgh, School of Mathematics, UK (2007; thesis advisor: I. Gyöngy).
Postgraduate Diploma in Business Studies, ISCTE - University Institute of Lisbon, Portugal (1992).
Licentiate Degree in Economics, ISEG, Universidade de Lisboa , Portugal (1989).
Bacharelato in Economics, ISEG, Universidade de Lisboa, Portugal (1981).
Research centre affiliation
CEMAPRE - Centre for Applied Mathematics and Economics, ISEG, University of Lisbon.
Research interests
Financial mathematics.
Applied econometrics. (Secondary.)
Publications
Why tourists spend extravagantly in Portugal: A binary logistic regression by quartiles. Tourism Planning & Development, to appear (2017). (With A. Correia and M. Kozac.)
Evaluation of tourism route governance - case study: mainland Portugal. Proceedings of the EATSA - Euro-Asia Tourism Studies Conference 2016 - A Pathway for the New Generation of Tourism Research, Portugal (2016). (With C.V. Mota.)
Spatial approximation of nondivergent type parabolic PDEs with unbounded coefficients related to finance. Abstr. Appl. Anal. - Special Issue: Functional Differential and Difference Equations with Applications 2013, 2014: Article ID 801059 (2014). (With M.R. Grossinho .) doi:10.1155/2014/801059
Discretisation of abstract linear evolution equations of parabolic type. Adv. Difference Equ., 2012:14 (2012). (With M.R. Grossinho and E. Morais.) doi:10.1186/1687-1847-2012-14
On the space discretization of PDEs with unbounded coefficients arising in Financial Mathematics - the case of one spatial dimension. C. R. Acad. Bulgare Sci., 63(1) (2010), 35-46. (With M.R. Grossinho and E. Morais.)
Space discretization of Cauchy problems for multidimensional PDEs with unbounded coefficients arising in Financial Mathematics. C. R. Acad. Bulgare Sci., 62(7) (2009), 791-798. (With M.R. Grossinho.)
A note on the numerical approximation of parabolic equations in Hölder spaces. Int. J. Appl. Math., 22(2) (2009), 227-243. (With M.R. Grossinho.)
Numerical approximation of multidimensional parabolic partial differential equations arising in Financial Mathematics. Math. Balkanica, 23(1-2) (2009), 111-132. (With M.R. Grossinho.)
Numerical approximation of partial differential equations arising in financial option pricing. Ph.D. Thesis. University of Edinburgh, UK (2007).
Input-Output Matrix to the Region of the Algarve 1994 (in Portuguese). CIDER / CCDR Algarve  (2001). (With M.B. Alves, J.A. Silva, E. Rebelo, R. Nunes, P. Batista, P. Carrasco, and P. Garcês.)

Seminar presentations

Evaluation of Tourism Route Governance - Case Study: Mainland Portugal (with C.V. Mota), Talk by C.V. Mota, EATSA - Euro-Asia Tourism Studies Conference, Universidade de Lisboa, Portugal (Jun. 27, 2016).
Tourists' Spending Behavior in Portugal: A Logistic Regression by Quartiles (with A. Correia and M. Kozak), Talk by A. Correia, 51st TRC - Tourism Research Center Meeting, Helsinki, Finland (Mar. 2016).
Approximation of a Black-Scholes Type Equation in Unbounded Domains (with M.R. Grossinho), Talk by M.R. Grossinho, Session Novel Methods in Computational Finance II, Mathematical Modelling in Engineering & Human Behaviour 2013, Instituto Universitario de Matemática Multidisciplinar, Universitat Politècnica de València, València, Spain (Sep. 5, 2013).
Approximation of Nondivergent Type Parabolic PDEs in Finance (with M.R. Grossinho), Plenary Talk by M.R. Grossinho, International Conference Advanced Finance and Stochastics, Steklov Mathematical Institute, Moscow, Russia (Jun. 25, 2013).
Approximation of Parabolic PDEs with Unbounded Coefficients Arising in Finance (with M.R. Grossinho), Invited Seminar, Lisbon Financial Mathematics 2013, 2nd ed., Spring Meeting - Analytical and Numerical Methods in Finance, CEMAPRE - Centre for Applied Mathematics and Economics, ISEG, Universidade de Lisboa, Portugal (May 24, 2013).
On the Localization of PDE Problems Arising in Finance (with M.R. Grossinho and D. Heath), Seminar, CEMAPRE - Centre for Applied Mathematics and Economics, ISEG, Universidade de Lisboa, Portugal (Mar. 12, 2010).
Quantitative Methods in Sociology University Education, Sociology Seminar Series, Faculty of Economics, University of Algarve, Faro, Portugal (May 2006).
Current research projects
STRIKE - Novel Methods in Computational Finance (2013-2016).
Project Coordinator: M. Ehrhardt (BU Wuppertal, Germany).
ISEG Lisbon Group Coordinator: M.R. Grossinho (CEMAPRE - Centre for Applied Mathematics and Economics, ISEG, Universidade de Lisboa, Portugal).
Student supervision
Cátia Godinho, Doctorate Programme in Management, Universidade Europeia, Lisbon, Portugal (2016-present).
Carlos Mota, Doctorate Programme in Tourism Management, ISCTE - University Institute of Lisbon & Universidade Europeia, Portugal (2014-present).
Liliana Pereira, Doctorate Programme in Mathematics Applied to Economics and Management, ISEG, Universidade de Lisboa (2011-present).
Eva Morais, Analytical and numerical methods for some problems related to financial option pricing, Doctorate Programme in Mathematics Applied to Economics and Management, ISEG, Universidade de Lisboa (2013, co-supervision).
Teaching
Mathematics I (2017/18 - 1st Semester).
Numerical Methods in Finance (2017/18 - 2nd Semester).
Short CV