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Other researchers information


Datos persoais
Nome   Calvo Garrido, María del Carmen
Área coñecemento   Matemática aplicada
Categoría   Doctora, Contratada FPI
Organismo   Ministerio de Ciencia e Innovación
Correo   mcalvog@udc.es

Artigos publicados
  • 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.