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Congress communications 2012

1st Joint Conference of the Belgian, Royal Spanish and Luxembourg Mathematical Societies
Liège, Belgica, del 6 al 8 de Junio

Autores: D. Castillo, A.M. Ferreiro, J.A. García, C.Vázquez.
Título: Pricing companies: PDE models, efficient numerical methods and parallel implementations.
Autores: A.M. Ferreiro, J.A. García, A. Leitao, J.G. López Salas, C.Vázquez.
Título: An optimized simulated annealing algorithm for GPUs. Application to the dynamic SABR model in finance.

6th European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2012)
Vienna, Austria, Del 10 al 14 de Septiembre de 2012

Autores: A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez.
Título: An efficient implementation of simulated annealing in GPUs and its application calibration of SABR stochastic volatility model.
Autores: A. Pascucci, M. Suárez-Taboada, C. Vázquez.
Título: Analysis and numerical solution of a stock loan pricing model.
Autores: J.L. Fernández, M.R. Nogueiras, M. Pou, C. Vázquez.
Título: A new parameterization for the Drift-Free simulation in the LIBOR market model.

Autores: Íñigo Arregui, Ana M. Ferreiro, José A. García.
Título: El método de los elementos finitos en Python.

International Workshop on Scaling in Particulate and Porous Media: Modeling and use in Predictions (PEDOFRACT)
A Coruña, De 14 al 17 de Mayo de 2012

Autores: A. Bermúdez, J.L. Ferrín, A. Prieto.
Título: Numerical simulation of acoutic porous media: Biot and new poroelastic homogenization models.

Inverse Problems, Control and Shape Optimization 2012 (PICOF 2012)
París, Francia, del 2 al 4 de Abril de 2012

Autores: Peter Monk, Virginia Selgas.
Título: Linear sampling and reciprocity gap methods for an inverse waveguide problem.

Mathematical Modelling in Engineering and Human Behaviour 2012
Valencia, Del 4 al 7 de Septiembre de 2012

Autores: A. Pascucci, M. Suárez-Taboada, C. Vázquez.
Título: Analysis and numerical solution of a stock loan pricing model.
Autores: J.L. Fernández, M.R. Nogueiras, M. Pou, C. Vázquez.
Título: Drift-Free Simulation Methods for Pricing Commodity Derivatives.

Mathematics for Innovation: Large and Complex Systems
Tokyo, Japón, 28 de febrero a 4 de marzo de 2012

Autores: M. Benítez, A. Bermúdez .
Título: A second order characteristics finite element scheme for convection-diffusion problems.
Autores: A. Bermúdez, F. J. González Diéguez, A. Prieto.
Título: Characterization and optimization of trimmed models in passive control noise problems.

Ninth European Conference on Noise Control (EURONOISE 2012)
Prague, Czech Republic, Del 10 al 13 de Junio de 2012

Autores: A. Bermúdez, J.L. Ferrín, A. Prieto.
Título: Numerical characterization of the acoustic impedance for micro-perforated plates.

Numerical Methods for Ordinary and Partial Differential Equations and Applications
Zaragoza, 3 al 5 de septiembre de 2012

Autores: M. Benítez, A. Bermúdez.
Título: Pure Lagrange-Galerkin methods for convection-diffusion problems.

VIII Encuentro de la Red de Análisis Funcional
La Manga del Mar Menor, Murcia, 19 - 21 Abril, 2012

Autores: A. Pascucci, M. Suárez-Taboada, C. Vázquez.
Título: Mathematical analysis and numerical solution of PDE models for pricing financial products: the case of ratchet caples.

XV Escuela Hispano-Francesa Jacques-Louis Lions sobre Simulación Numérica en Física e Ingeniería (EHF2012)
Torremolinos. Málaga, Del 24 al 28 de Septiembre de 2012

Autores: L.M. Hervella-Nieto, P. M. López-Pérez, A. Prieto.
Título: Partition of the Unity Finite Element Method on the Linearized Euler Equation with variable coefficients.
Autores: J.L. Fernández, M.R. Nogueiras, M. Pou, C. Vázquez.
Título: A new DFS technique for pricing cross-currency derivatives with LMM.
Autores: M.C. Calvo, A. Pascucci, C. Vázquez.
Título: Pricing pension plans based on average salary allowing early retirement: modeling and numerical methods.

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