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PhD Theses

  1. Author: Alberto Pedro Manzano Herrero
    Title: Contributions to the pricing of financial derivatives contracts in commoditiy markets and the use of quantum computing in finance
    Supervisor(s): Andrea Pallavicini, Carlos Vázquez Cendón.
    Date: September 17th, 2024
    Universidade da Coruña

  2. Author: Hiram Varela Rodríguez
    Title: Adaptive computation of fluid flow in porous media
    Supervisor(s): María González Taboada
    Date: May 3rd, 2024
    Universidade da Coruña

  3. Author: Jonatan Ráfales Pérez
    Title: Contributions to the mathematical analysis and numerical simulation of stochastic models of general equilibrium with heterogeneous agents and fixed costs
    Supervisor(s): Carlos Vázquez Cendón
    Date: April 30th, 2024
    Universidade da Coruña

  4. Author: Carlos Xosé Sequeiros Ferreiro
    Title: Design, analysis and optimization of biochemical and genetic regulation routes using stochastic models
    Supervisor(s): Irene Otero Muras, Julio Rodríguez Banga, Carlos Vázquez Cendón
    Date: April 22nd, 2024
    Universidade da Coruña

  5. Author: Xabier Sagartzazu Sorazu
    Title: Contributions in the acoustic study of fluid-structure interaction with porous materials and thin structures
    Supervisor(s): Luis Hervella, Andrés Prieto
    Date: December 15th, 2023
    Universidade da Coruña

  6. Author: Roberta Simonella
    Title: Mathematical models and numerical methods for XVA in multicurrency setting
    Supervisor(s): Iñigo Arregui, Carlos Vázquez
    Date: July 14th, 2023
    Universidade da Coruña

  7. Author: Óscar Crego Martínez
    Title: Numerical resolution of fluid-structure interaction problems. Application to the simulation of the movement of floating bodies
    Supervisor(s): Alfredo Bermúdez de Castro López-Varela, Andrés Prieto Aneiros
    Date: September 6th, 2022
    Universidade de Santiago de Compostela

  8. Author: Pedro Fontán Muiños
    Title: Análisis matemático y simulación numérica con métodos puramente Lagrangianos y semi-Lagrangianos de problemas de la mecánica de medios continuos
    Supervisor(s): Marta Benítez García, Alfredo Bermúdez de Castro López-Varela
    Date: February 24th, 2022
    Universidade da Coruña

  9. Author: Ashwin Sadanand Nayak
    Title: Modelización matemática y simulación numérica de sistemas multicapa acústicas acopladas para permitir mediciones de velocidad de partícula en presencia de flujo de aire
    Supervisor(s): Daniel Fernández Comesaña, Andrés Prieto Aneiros
    Date: December 14th, 2021
    Universidade da Coruña

  10. Author: María Baamonde Seoane
    Title: Modelling, mathematical analysis and numerical simulation to value derivatives related to renewable energy certificates
    Supervisor(s): Carmen Calvo Garrido, Carlos Vázquez Cendón
    Date: December 10th, 2021
    Universidad de A Coruña

  11. Author: Sara Bárbara Dutra Lopes
    Title: Real world scenario generator
    Supervisor(s): Carlos Vázquez Cendón
    Date: December 21st, 2020
    Universidad de Lisboa

  12. Author: Laura del Río Martín
    Title: Numerical characterization of complex materials and vibro-acoustic systems
    Supervisor(s): Andrés Prieto Aneiros
    Date: July 22nd, 2020
    Universidade da Coruña

  13. Author: Beatriz Salvador Mancho
    Title: Modelling, mathematical analysis and numerical simulation of problems related to counterparty risk and CVA
    Supervisor(s): Iñigo Arregui, Carlos Vázquez
    Date: December 17th, 2018
    Universidade da Coruña

  14. Author: Enrico Ferri
    Title: Portfolio representation as applied to model points selection for ALM in life insurance
    Supervisor(s): Pilar Barrios Gómez, Carlos Vázquez Cendón
    Date: December 13th, 2018
    Universidade da Coruña

  15. Author: Zuzana Krajcovicova
    Title: New approaches to quantification and management of model risk
    Supervisor(s): Pedro Pablo Pérez Velasco, Carlos Vázquez Cendón
    Date: October 1st, 2018
    Universidade da Coruña

  16. Author: Alejandro López Núñez
    Title: Contributions to the mathematical modelling and numerical simulation of biofilms
    Supervisor(s): Eva Balsa Canto, Carlos Vázquez Cendón
    Date: July 18th, 2018
    Universidade da Coruña

  17. Author: Manuel Pájaro Diéguez
    Title: Mathematical modelling, analysis and numerical simulation for a general class of gene regulatory networks
    Supervisor(s): Antonio Alonso Álvarez, Carlos Vázquez Cendón
    Date: December 15th, 2017
    Universidade de Vigo

  18. Author: Paula M. López Pérez
    Title: Estudio numérico de problemas acústicos armónicos en tiempo para medios multicapa utilizando métodos de partición de la unidad basados en elementos finitos (PUFEM)
    Supervisor(s): Luis M. Hervella Nieto, Andrés Prieto Aneiros
    Date: September 22nd, 2017
    U. de A Coruña

  19. Author: José Germán López Salas
    Title: Analysis and numerical methods for stochastic volatility models in valuation of financial derivatives
    Supervisor(s): Carlos Vázquez Cendón
    Date: December 19th, 2016
    U. de A Coruña

  20. Author: María del Carmen Calvo Garrido
    Title: Mathematical analysis and numerical methods for pricing some pension plans and mortgages
    Supervisor(s): Carlos Vázquez Cendón
    Date: May 2nd, 2014
    U. da Coruña

  21. Author: Marta Pou Bueno
    Title: Drift Free Simulation and LIBOR Market Models
    Supervisor(s): Jose Luis Fernández Pérez, Carlos Vázquez Cendón
    Date: June 25th, 2013
    Universidade da Coruña

  22. Author: María Suárez Taboada
    Title: Numerical methods to price interest rate derivatives based on LIBOR Market Model for forward rates
    Supervisor(s): Carlos Vázquez Cendón
    Date: September 21st, 2012
    U. de La Coruña

  23. Author: Raquel Toja Gómez
    Title: Contributions to the numerical simulation of coupled models in glaciology
    Supervisor(s): José Durany Castrillo, Carlos Vázquez Cendón
    Date: June 16th, 2010
    Universidade da Coruña

  24. Author: Marta Benítez García
    Title: Métodos numéricos para problemas de convección difusión. Aplicación a la convección natural
    Supervisor(s): Alfredo Bermúdez de Castro López-Varela
    Date: December 2nd, 2009
    Universidade de Santiago de Compostela

  25. Author: Andrés Prieto Aneiros
    Title: Some contributions in time-harmonic dissipative acoustic problems
    Supervisor(s): Alfredo Bermúdez de Castro, Luis Hervella Nieto, Rodolfo Rodríguez Alonso
    Date: June 4th, 2007
    Universidade de Santiago de Compostela

  26. Author: Ana María Ferreiro Ferreiro
    Title: Desarrollo de técnicas de post-proceso de flujos hidrodinámicos, modelización de problemas de transporte de sedimentos y simulación numérica mediante técnicas de volúmenes finitos
    Supervisor(s): Manuel J. Castro Díaz, Enrique D. Fernández Nieto
    Date: March 17th, 2006
    Universidad de Sevilla

  27. Author: Virginia Selgas Buznego
    Title: Análisis matemático y numérico de las ecuaciones de Maxwell cuasiestáticas
    Supervisor(s): Salim Meddahi Bouras
    Date: February 12th, 2006
    Universidad de Oviedo

  28. Author: Sébastien Martin
    Title: Contribution à la modélisation de phénomènes de frontière libre en mécanique des filmes minces
    Supervisor(s): Guy Bayada, Carlos Vázquez Cendón
    Date: November 21st, 2005
    INSA de Lyon (Francia)

  29. Author: José Jesús Cendán Verdes
    Title: Estudio matemático y numérico del modelo de Reynolds-Koiter y de los modelos tribológicos en lectura magnética
    Supervisor(s): Iñigo Arregui Álvarez, Carlos Vázquez Cendón
    Date: July 8th, 2005
    Universidade de Vigo

  30. Author: María Rodríguez Nogueiras
    Title: Numerical analysis of second order Lagrange-Galerkin schemes. Application to option pricing problems
    Supervisor(s): Alfredo Bermúdez de Castro, Carlos Vázquez Cendón
    Date: June 24th, 2005
    Universidade de Santiago de Compostela

  31. Author: José Antonio García Rodríguez
    Title: Paralelización de esquemas de volúmenes finitos: aplicación a la resolución de sistemas de tipo aguas someras
    Supervisor(s): Manuel J. Castro Díaz, Carlos Parés Madroñal
    Date: June 22nd, 2005
    Universidad de Málaga

  32. Author: María Begoña Cid Iglesias
    Title: Nuevos modelos elastohidrodinámicos en Tribología: análisis matemático y simulación numérica
    Supervisor(s): Guy Bayada, Carlos Vázquez Cendón
    Date: January 15th, 2002
    Universidade de Vigo

  33. Author: María González Taboada
    Title: Análisis numérico de problemas de contorno en dominios no acotados del plano
    Supervisor(s): Salim Meddahi
    Date: July 4th, 2000
    Universidad de Oviedo

  34. Author: Luis María Hervella Nieto
    Title: Método de elementos finitos y reducción modal para problemas de interacción fluido-estructura
    Supervisor(s): Alfredo Bermúdez de Castro, Rodolfo Rodríguez
    Date: February 17th, 2000
    Universidade de Santiago de Compostela

  35. Author: Natividad Calvo Ruibal
    Title: Análisis y resolución numérica de algunos modelos matemáticos de frontera libre en Glaciología
    Supervisor(s): José Durany Castrillo, Carlos Vázquez Cendón
    Date: December 17th, 1999
    Universidade de Vigo

  36. Author: Guillermo García Lomba
    Title: Estudio matemáticos de fenómenos de cavitación en lubricación elastohidrodinámica piezoviscosa
    Supervisor(s): José Durany Castrillo, Carlos Vázquez Cendón
    Date: October 25th, 1996
    Universidade de Santiago de Compostela