João Guerra

João Guerra is an Associate Professor at ISEG (University of Lisbon) in the Department of Mathematics, specializing in Financial Analysis and Mathematics. He holds a PhD in Mathematics from the University of Barcelona (2009), as well as degrees in Technological Physics Engineering (IST, 1995) and Applied Mathematics (University of Évora, 1999). His research focuses on stochastic analysis, Lévy processes, and fractional stochastic processes applied to mathematical finance.

Education:

• PhD in Mathematics, University of Barcelona (2009)
• DEA in Mathematics, Universitat de Barcelona (2003)
• Master's in Applied Mathematics, University of Évora (2003)
• Bachelor's in Technological Physics Engineering, Instituto Superior Técnico (1995)

Research Interests: Stochastic calculus, Lévy processes, fractional stochastic systems, and their applications in financial modeling. He has published widely in journals like Quantitative Finance, Journal of Computational Finance, and Stochastic Processes and Their Applications.

Teaching and Academic Roles:

• Coordinator of the Master's in Financial Mathematics and PhD in Applied Mathematics for Economics and Management (MAEG)
• Developed courses on stochastic calculus, differential equations, and financial models
• Supervised 2 PhD and 19 Master's theses

Professional Experience:

• Assistant Professor at ISEG (2009–2023)
• Researcher in six international projects, including a current bilateral Portugal-Germany project