You are hereInformación completa
Información completa
| Nombre | Calvo Garrido, María del Carmen |
| Área conocimiento | Matemática aplicada |
| Categoría | Ayudante Doctor |
| Dedicación | Parcial (P3) |
| Correo | mcalvog@udc.es |
| Web personal | https://pdi.udc.es/en/File/Pdi/AR28E |
| Grupo investigación | M2NICA |
Localización
| Centro | Campus | Teléfono | Extensión |
|---|
Docencia
| Titulación(es) | Asignatura(s) |
|---|---|
| Grado en Biología | Matemáticas |
Artículos publicados
- María A. Baamonde-Seoane, M. Carmen Calvo-Garrido, Carlos Vázquez.
Model and numerical methods for pricing renewable energy certificate derivatives.
Communications in Nonlinear Science and Numerical Simulation, 118 (2023) , 107066.
- María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez.
Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method.
Journal of Computational and Applied Mathematics, 422 (2023) , 114891.
- Maria del Carmen Calvo-Garrido, Sidy Diop, Andrea Pascucci, Carlos Vázquez.
PDE models for the valuation of a defaultable coupon-bearing bond under an extended JDCEV model.
Communications in Nonlinear Science and Numerical Simulation, 102 (2021) , 105914.
- María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Michael Coulon, Carlos Vázquez.
Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs).
Applied Mathematics and Computation, 404 (2021) , 126199.
- M. Carmen Calvo-Garrido, Matthias Ehrhardt, Carlos Vázquez.
Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations.
Applied Numerical Mathematics, 139 (2019) , 77-92.
- María del Carmen Calvo-Garrido, Carlos Vázquez.
Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options.
Nonlinear Analysis: Real World Applications, 39 (2018) , 157-165.
- María del Carmen Calvo-Garrido, Carlos Vázquez.
Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate.
SeMA Journal, 74 (2017) , 3 , 279-298.
- María del Carmen Calvo-Garrido, Mathias Ehrhardt, Carlos Vázquez.
Pricing swing options in electricity markets with two stochastic factors using a partial differential equations approach.
Journal of Computational Finance, 20 (2017) , 3 , 81-107.
- María del Carmen Calvo-Garrido, Carlos Vázquez.
A new numerical method for pricing Fixed-Rate Mortgages with prepayment and default options.
International Journal of Computer Mathematics, 93 (2016) , 5 , 761-780.
- María del Carmen Calvo-Garrido, Carlos Vázquez.
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance.
Applied Mathematics and Computation, 271 (2015) , 730-742.
- María del Carmen Calvo-Garrido, Carlos Vázquez.
Pricing pension plans under jump-diffusion models for the salary.
Computers & Mathematics with Applications, 68 (2014) , 12 , 1933-1944.
- María del Carmen Calvo-Garrido, Andrea Pascucci, Carlos Vázquez.
Mathematical analysis and numerical methods for pricing pension plans allowing early retirement.
SIAM Journal on Applied Mathematics, 73 (2013) , 5 , 1747–1767.
- María del Carmen Calvo-Garrido, Carlos Vázquez.
Pricing pension plans based on average salary without early retirement: PDE modeling and numerical solution.
Journal of Computational Finance, 16 (2012) , 1 , 111-140.
- Advanced pricing models and numerical approaches for emission allowances and renewable energy certificates (APMANA-EAREC).
- Métodos matemáticos y simulación numérica en economía y finanzas cuantitativas, biotecnología, medioambiente e ingeniería.