Research Students | Master Students |
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Ariel Levy, Pricing of Foreing Investments in Incomplete Markets, UFF, joint supervision with G. Montes, February 2013. | Joel J. C. Fuentes, Existence and Uniqueness for Euler and Navier-Stokes Equations, UFF, January 2013. |
Leonardo E. Muller, Mathematical Methods in Finance: Modeling and Numerical Analysis, IMPA, joint supervision with J.P. Zubelli, June 2009. | 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. |
Senior Thesis | Undergradute Research |
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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. | Letícia Nunes, Mathematical epidemiology, UFF, 2011—2012. |
Leonardo E. Muller, Applications of game theory to Debreu's theory of value, PUC-Rio, July 2002. | Julio Cesar Vanelis, Mathematical epidemiology, UFF, 2010—2011. |
Bernardo A. Alvarenga, Pseudo-spectrum of matrices, PUC-Rio, June 2002. | Romulo B. Silva, Topics in computer algebra, UFF, 2008—2010. |
Carlos Júlio N. Oliveira, Using Monte-Carlo methods in a stochastic volatility financial model, PUC-Rio, December 2001. | 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. |