Etiqueta de registo: 00230nam 2200025 450
001 1822196
003 http://id.bnportugal.gov.pt/bib/catbnp/1822196
010 ## $a978-989-678-116-3
021 ## $aPT$b3664/83
100 ## $a20121030d2012 k a0pory0103 ba
101 0# $aeng
102 ## $aPT
105 ## $aa z 000yy
106 ## $ar
200 1# $aAsset pricing with a bank risk factor$fJoão Pedro Pereira, António Rua
210 #9 $aLisboa$cBanco de Portugal,$d2012
215 ## $a[2], 42, IV p.$cil$d30 cm
225 2# $aEstudos e documentos de trabalho$dWorking papers$v2-2012$x0870-0117
320 ## $aBibliografia, f. 26-27
675 ## $a336.7(042)$vBN$zpor$3617274
700 #1 $aPereira,$bJoão Pedro$31388186
701 #1 $aRua,$bAntónio$4070$3214080
801 #0 $aPT$bBN$gRPC
900 ## $aBIBNAC$d20121108
966 ## $lBN$mFGREV$sP.P. 16679 V.$x1
966 ## $lBN$mFGREV$sP.P. 16912 V.$x1

Etiqueta de registo: 00230nam 2200025 450
001 1738893
003 http://id.bnportugal.gov.pt/bib/catbnp/1738893
100 ## $a20100301d2008 k y0pory0103 ba
101 0# $aeng$dpor
102 ## $aPT
105 ## $aa m 000yy
106 ## $ar
200 1# $a A more complete picture of credit default swap spreads using the quantile regression approach$bTexto policopiado]$fPedro Miguel Pires$gorient. João Pedro Pereira, Luís Filipe Martins
210 #9 $a[Lisboa$cs.n.],$d2008
215 ## $a107 p.$cil.$d30 cm
320 ## $aBibliografia, p. 65-67
328 #0 $bTese mestr. $cFinanças$eInst. Sup. de Ciências do Trabalho e da Empresa$d2008
675 ## $a336.77(043)$vBN$zpor$3389621
675 ## $a330.13(043)$vBN$zpor$31290140
675 ## $a519.86(043)$vBN$zpor$31221586
700 #1 $aPires,$bPedro Miguel$31412003
702 #1 $aPereira,$bJoão Pedro$4727$31388186
702 #1 $aMartins,$bLuís,$f1973-$4727$31412009
712 02 $aInstituto Superior de Ciências do Trabalho e da Empresa$4295$320527
801 #0 $aPT$bBN$gRPC
966 ## $lBN$mFGMON$sS.C. 121203 V.$x1

Etiqueta de registo: 00230nam 2200025 450
001 1721398
003 http://id.bnportugal.gov.pt/bib/catbnp/1721398
100 ## $a20090810d2007 k y0pory0103 ba
101 0# $aeng$dpor
102 ## $aPT
105 ## $aa m 000yy
106 ## $ar
200 1# $aCapital requirements and potential future exposure comparison on a portfolio of interest rate swaps$bTexto policopiado]$fFilipa Martins Tavares$gorient. João Pedro Pereira
210 #9 $a[Lisboa$cs.n.],$d2007
215 ## $a55 f.$cil.$d30 cm
320 ## $aBibliografia, f. 55
328 #0 $bTese mestr.$cFinanças$eBusiness School, Inst. Sup. de Ciências do Trabalho e da Empresa$d2007
675 ## $a336.71(043)$vBN$zpor$90$31233863
675 ## $a336.77(043)$vBN$zpor$90$3389621
675 ## $a330.43(043)$vBN$zpor$90$31255867
700 #1 $aTavares,$bFilipa Martins$31388190
702 #1 $aPereira,$bJoão Pedro$4727$31388186
712 02 $aInstituto Superior de Ciências do Trabalho e da Empresa.$bBusiness School$4295$31380790
801 #0 $aPT$bBN$gRPC
966 ## $lBN$mFGMON$sS.C. 118455 V.$x1

Etiqueta de registo: 00000nam 2200025 450
001 1884542
003 http://id.bnportugal.gov.pt/bib/catbnp/1884542
100 ## $a20140925d2013 k y0pory01030103ba
101 0# $aengchi$dpor
102 ## $aPT
105 ## $aa m 000yy
106 ## $ar
200 1# $aCredit VaR and VaR in credit default swaps$fSofia Bernardo Rodrigues$gorient. João Pedro Pereira
210 #9 $aLisboa$c[s.n.],$d2013
215 ## $aXIX, 91 p.$cil.$d30 cm
320 ## $aBibliografia, p. 85-91
328 #1 $aTese dout. Finance, Dep. of Finance, ISCTE - Instituto Universitário de Lisboa, 2013
675 ## $a519.2(043)$vBN$zpor$3326975
675 ## $a330.1(043)$vBN$zpor$3303674
700 #1 $aRodrigues,$bSofia Bernardo$31587077
702 #1 $aPereira,$bJoão Pedro$4727$31388186
801 #0 $aPT$bBN$gRPC
966 ## $lBN$mFGMON$sS.A. 155946 V.$x1

Etiqueta de registo: 00000nam 2200025 450
001 1884455
003 http://id.bnportugal.gov.pt/bib/catbnp/1884455
100 ## $a20140924d2014 k y0pory01030103ba
101 0# $aeng ichi$dpor
102 ## $aPT
105 ## $aa m 000yy
106 ## $ar
200 1# $aEssays on credit rating announcements$fPaulo Viegas de Carvalho$gorient. João Pedro Pereira
210 #9 $aLisboa$c[s.n.],$d2014
215 ## $aXII, 105 p.$cil.$d30 cm
320 ## $aBibliografia, p. 77-82
328 #1 $aTese dout. Finance, Department of Finance, Instituto Universitário de Lisboa, 2014
675 ## $a336.76(043)$vBN$zpor$31230818
675 ## $a658.1(043)$vBN$zpor$3335763
700 #1 $aCarvalho,$bPaulo Viegas de$31445919
702 #1 $aPereira,$bJoão Pedro$4727$31388186
801 #0 $aPT$bBN$gRPC
966 ## $lBN$mFGMON$sS.C. 139119 V.$x1