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Collaborators

Current Students

Alumni

Ariel Levy, Pricing of Foreing Investments in Incomplete Markets, UFF, joint supervision with G. Montes, February 2013.
Leonardo E. Muller, Mathematical Methods in Finance: Modeling and Numerical Analysis, IMPA, joint supervision with J.P. Zubelli, June 2009.

Joel J. C. Fuentes, Existence and Uniqueness for Euler and Navier-Stokes Equations, UFF, January 2013.
Bruno E. Silva, Amerian Options via Montecarlo, IMPA, joint supervision with J.P. Zubelli, December 2012.
Maristela Sabrina S. Carvalho, Stochastic Volatility Processes and an Assessment of Asymptotic Analysis Applied to the Pricing of Options, IMPA, joint supervision with J.P. Zubelli, April 2011.
Daniel Kiss, Determistic Optimal Control, UFF, joint supervision with R. Teixeira, December 2010.
Diogo D. G. Pires, Mathematical Methods in Finance: Real Options on Mean-Reverting Cash-Flow Processes, IMPA, joint supervision with J.P. Zubelli, July 2010.
Ana Luiza Abrão R. S. de Carvalho, Calibration of the Schwartz-Smith Model for Commodity Prices, IMPA, joint supervision with J.P. Zubelli, September 2009.
Cassio A. M. Alves, Stochastic Volatility Models for the IBOVESPA index, IMPA, joint supervision with J.P. Zubelli, April 2008.
Juliana V. Valério, Navier-Stokes equations in non-uniform unsteady tubes, PUC-Rio, December 2001.
Júlia S. Wrobel, Two dimensional interaction of a pair of point vortices with a free surface, PUC-Rio, April 2001.

Raquel M. Cabral, HIV infection dynamics: elementary models with emphasis in the application of dynamical systems to the disease evolution and control, UFF, January 2005.
Leonardo E. Muller, Applications of game theory to Debreu's theory of value, PUC-Rio, July 2002.
Bernardo A. Alvarenga, Pseudo-spectrum of matrices, PUC-Rio, June 2002.
Carlos Júlio N. Oliveira, Using Monte-Carlo methods in a stochastic volatility financial model, PUC-Rio, December 2001.

Letícia Nunes, Mathematical epidemiology, UFF, 2011—2012.
Julio Cesar Vanelis, Mathematical epidemiology, UFF, 2010—2011.
Romulo B. Silva, Topics in computer algebra, UFF, 2008—2010.
Aline O. P. Silva, Mathematics aspects of signal processing, UFF, 2004—2006.
Loisi C. S. Monteiro, Fourier analysis in groups, UFF, 2003.
Mariana M. Neto, Fourier analysis in groups, UFF, 2003.
Renata M. Bianchini, Generalized Sturm-Liouville problems, PUC-Rio, 2002—2003.
Juliana A. Freire, Numerical methods for vortex dynamics, PUC-Rio, 2000—2002.
Fernanda C. Hamacher, Numerical analysis of dynamical systems, PUC-Rio, 1999—2001.
Carlos Júlio N. Oliveira, Numerical analysis of dynamical systems, PUC-Rio, 1999—2000.
Cládio A. Téllez Zepeda, Mathematical models in immunology, PUC-Rio, 1999—2000.