Nome:

Gonçalo dos Reis

Habilitações:

Doutoramento: Humboldt U, Mathematics, 2012
Licenciatura: IST, Mathematics, 2004

e-mail:

G.dosReis@ed.ac.uk

URL:

www.maths.ed.ac.uk/∼gdosrei

Artigo 1:

Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations
Gonçalo dos Reis , M. Pfeuffer , Greig Smith
Quantitative Finance, vol. 20, 2020, p. 1069-1083.