Raquel Gaspar

Raquel M. Gaspar holds a PhD degree in Finance from the Stockholm School of Economics, where she was supervised by Professor Tomas Björk and specialized herself in mathematical finance, concretely, in interest rate and credit risk markets and models. She also holds a Post-graduation degree in Risk Management and Derivatives from IDEFE, NovaForum and IMC, a Master in Applied Mathematics to Economics and Management from ISEG; and has done her undergraduate studies in Economics at Universidade Nova de Lisboa.

Her research has been presented in academic seminars and conferences worldwide, and published both in academic journals and industry oriented books. She is active in research in the diffrent fields from mathematical finance term structure models, to derivatives, portfolio theory and insurance.

She has also been involved in the organization of reseach seminar series such as the ISEG 2S Seminar Series and the Lisbon Finance Seminar Series . She collaborates with several other academic journals, acting as refere, and belonging to various editorial boards. In particular, currently she is associate editor of the Quarterly Journal of Finance and Accounting (QJFA) , the European Actuarial Journal and the European Journal of Management Studies collaborates with several other academic journals acting as referee.

She is a more than 15 years experienced lecturer, at various levels - undergraduate, master, PhD and Executive Education - both in Portugal and abroad. Currently, she is Associate Professor at ISEG,Universidade de Lisboa, where she belongs to the scientific commissions of the Master in Finance and of the Executive Post-graduation of Financial Analysis.

Besides her academic career she collaborates with the industry, mainly as consultant, since 1998. Most of her consultancy work is related with credit and non-credit strutured products and derivatives in general.

Education

• Master Instituto Superior de Economia e Gestão (ISEG) (1998 — 2001)
• Master Erasmus University Rotterdam (1997 — 1998)
• Master* Universidade Nova de Lisboa (1994 — 1998)

Companies

• Associate Professor w/ Habilitation ISEG – Lisbon School of Economics & Management (2018)
• Associate Professor ISEG (2011 — 2018)
• Assistant Professor ISEG (2006 — 2011)
• Teacher Assistant Stockholm School of Economics (2002 — 2005)
• Teacher Assistant FE Universidade Nova de Lisboa (1999 — 2001)
• Internship at the Negotiation and Research Departments Bolsa de Derivados do Porto (1998 — 1999)

Skills

• Valuation
• LaTeX
• Macroeconomics

Other

Economic Research, Quantitative Finance, Statistics, Financial Markets, Econometrics, Economics