Personal identification

Full name

João Pedro Bento Ruas

Citation names

• João Pedro Ruas

Author identifiers

Ciência ID

B617-1568-46AE

ORCID iD

0000-0002-5447-184X

	Degree	Classification
2013/12/31 Concluded	Finanças (Doutoramento) ISCTE-Instituto Universitário de Lisboa, Portugal
2010/12/31 Concluded	Finanças (Mestrado) ISCTE-Instituto Universitário de Lisboa, Portugal
2003/12/31 Concluded	Economia (Licenciatura) Faculdade Economia da Universidade Nova de Lisboa, Portugal

Teaching in Higher Education

	Category Host institution	Employer
2021/02/01 - Current	Assistant Professor (University Teacher)	ISCTE-Instituto Universitário de Lisboa, Portugal
	ISCTE-Instituto Universitário de Lisboa, Portugal

Other Careers

	Category Host institution	Employer
2013 - 2021/01/31	Técnico Superior (Técnico Superior)	Banco de Portugal, Portugal
	Banco de Portugal, Portugal

Publications

Journal article

Nunes, J.; Ruas, J.. "A note on the Gumbel convergence for the Lee and Mykland jump tests". Finance Research Letters 59 (2024): 104814. Published • 10.1016/j.frl.2023.104814 Nunes, J.; Ruas, J.; Dias, J. C.. "Early exercise boundaries for American-style knock-out options". European Journal of Operational Research 285 2 (2020): 753-766. https://www.sciencedirect.com/science/article/pii/S0377221720301247?dgcid=coauthor. Published • 10.1016/j.ejor.2020.02.006 Nunes, J. P. V.; Dias, J. C.; Ruas, J. P.. "The early exercise boundary under the jump to default extended CEV model". Applied Mathematics and Optimization NA (2018): https://link.springer.com/article/10.1007%2Fs00245-018-9496-7. Published • 10.1007/s00245-018-9496-7 Ruas, J. P.; Nunes, J. P. V.; Dias, J. C.. "In-out parity relations for American-style barrier options". Journal of Derivatives 23 4 (2016): 20-32. http://www.iijournals.com/doi/abs/10.3905/jod.2016.23.4.020. Published • 10.3905/jod.2016.23.4.020 Dias, J. C.; Nunes, J. P. V.; Ruas, J. P.. "Pricing and static hedging of european-style double barrier options under the jump to default extended CEV model". Quantitative Finance 15 12 (2015): 1995-2010. http://www.tandfonline.com/doi/abs/10.1080/14697688.2014.971049. Published • 10.1080/14697688.2014.971049 Nunes, J.; Ruas, J.; Dias, J. C.. "Pricing and static hedging of American-style knock-in options on defaultable stocks". Journal of Banking and Finance 58 (2015): 343-360. http://www.sciencedirect.com/science/article/pii/S0378426615001260. Published • 10.1016/j.jbankfin.2015.05.003 Ruas, J. P.; Dias, J. C.; Nunes, J.. "Pricing and static hedging of American-style options under the jump to default extended CEV model". Journal of Banking and Finance 37 11 (2013): 4059-4072. http://www.sciencedirect.com/science/article/pii/S0378426613002896?via%3Dihub#bi005. Published • 10.1016/j.jbankfin.2013.07.019

Other

Other output

Optimal Investment Decisions with Minimum Price Guarantees under the Constant Elasticity of Variance Process. 26th International Conference on Real Options. 2023. Dias, J. C.; Nunes, J.; Ruas, J.; Silva, F. C.. Optimal Investment Decisions with Minimum Price Guarantees under the Constant Elasticity of Variance Process. 12th International Conference of the Portuguese Finance Network. 2023. Dias, J. C.; Nunes, J.; Ruas, J.; Silva, F. C.. The Interaction Between Equity-Based Compensation and Debt in Managerial Risk Choices. Paris Financial Management Conference. 2022. Gloria, C. M.; Dias, J. C.; Ruas, J. ; Nunes, J.. Repeated Richardson Extrapolation and Static Hedging of Barrier Options under the JDCEV Model. 11th International Conference of the Portuguese Finance Network. 2021. Dias, J. C.; Ildefonso, J.; Nunes, J.; Ruas, J.. Early Exercise Boundaries for American-style Knock-Out Options. 10th World Congress of the Bachelier Finance Society. 2018. Ruas, J.; Nunes, J.; Dias, J. C.. Erratum to “Pricing and static hedging of American-style options under the jump to default extended CEV model” (Journal of Banking and Finance (2013) 37(11) (4059–4072) (S0378426613002896) (10.1016/j.jbankfin.2013.07.019)). Journal of Banking and Finance. 2017. Ruas, J.; Dias, J. C.; Nunes, J.. https://www.sciencedirect.com/science/article/pii/S0378426616300395?via%3Dihub. 10.1016/j.jbankfin.2016.04.007 The Early Exercise Boundary under the Jump to Default Extended CEV Model. 9th World Congress of the Bachelier Finance Society. 2016. Nunes, J.; Dias, J. C.; Ruas, J..