Short bio
Ana Margarida Monteiro obtained a degree in Mathematics from the School of Science and Technology at the University of Coimbra in 1991, a Ph.D. in Management by the University of Coimbra in 2008. She is currently Assistant Professor at the Faculty of Economics, University of Coimbra (FEUC). She is also a researcher at CeBER R&D centers (University of Coimbra). His publications include articles in peer-reviewed international journals internacionais (Computational Management Science, European Journal of Operational Research, Physica A).
Projects
Working Papers
Projects
FCT
, PTDC/MAT-APL/1286/2021.
, 2021-2024
PTDC/MAT-APL/1286/2021
, 2021-2024
Publications
(2023)
Parallel computing in finance for estimating risk-neutral densities through option prices. Journal of Parallel and Distributed Computing, 173, 61 – 69.
Authors
(2022)
Option prices for risk‐neutral density estimation using nonparametric methods through big data and large‐scale problems. Journal of Futures Markets, 42, 152-171.
Authors
(2020)
Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints. Review of Derivatives Research, 23, 41-61.
Authors
(2019)
Large scale nonparametric estimation of risk-neutral densities through jointly use of constraints based on call and put option prices. In: Arregui, Iñigo, García, José A., Vázquez, Carlos (Ed.), Proceedings of the 3rd International Conference on Computational Finance 2019 (ICCF2019). Universidade da Coruña, Servizo de Publicacións.
Authors
Editors
(2016)
Size distribution of Portuguese firms between 2006 and 2012. Physica A: Statistical Mechanics and its Applications, 458, 342-355.
Authors
(2015)
Firm Size Distribution and Economic Conjuncture: The Portuguese case between 2006 and 2012. SCF2015 Stochastics & Computational Finance 2015 – From Academia to Industry.
Authors
(2015)
Portfolio choice: robust approaches. SCF2015 Stochastics & Computational Finance 2015 – From Academia to Industry.
Authors
Contacts
Address
Faculdade de Economia
Universidade de Coimbra
Av. Dias da Silva, 165
3004-512
Portugal
Call
Phone
+351 239 790 526
Extension
500226
Web and Email
Email
ammm@fe.uc.pt