Conferences, congresses and workshops

  1. V International Conference on Computational Finance (ICCF2024)
    Amsterdam (The Netherlands). 2-5 April, 2024
    • I. Arregui, R. Simonella, C. Vázquez
      XVA pricing under mean reversion spreads in a multicurrency framework
  2. Emerging Trends in Applied Mathematics and Mechanics (ETAMM2024)
    A Coruña. 20-24th may, 2024
    • I. Arregui, C. Vázquez
      Stochastic modelling of rough surfaces in tribology
  3. XXVIII Congreso de Ecuaciones Diferenciales y Aplicaciones / XVIII Congreso de Matemática Aplicada (XXVIII CEDYA / XVIII CMA)
    Bilbao. 24-28th June, 2024
    • I. Arregui, A. López-Núñez, C. Vázquez
      Pricing American options with endogeneous negative rates under Heston model
    • I. Arregui, R. Simonella, C. Vázquez
      Models and numerical methods for XVA pricing in multicurrency derivatives
  4. 21st IMACS 2023 World Congress (IMACS2023)
    Roma, Italia. 11-15 September 2023
    • Íñigo Arregui, Roberta Simonella, Carlos Vázquez
      XVA Modelling and Computing in a Multicurrency Setting
  5. IV International Conference on Computational Finance (ICCF2022)
    Wuppertal, Alemania. 6-10th June, 2022
    • I. Arregui, R. Simonella, C. Vázquez
      Total value adjustment in a multi-currency setting with deterministic FX rates. Modelling and numerical computing
    • B. Salvador, C. Vázquez, I. Arregui, Á. Leitao, C. W. Oosterlee, D. Sevcovic
      Modelling, mathematical analysis and numerical simulation of problems related to XVA
  6. Applied Mathematics for Engineering Sciences (AMES2022)
    La Rochelle, Francia. 23rd-24th june, 2022
    • I. Arregui, J. J. Cendán, M. González
      On the numerical solution of the compressible Reynolds equation
  7. XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones / XVI Congreso de Matemática Aplicada (XXVI CEDYA / XVI CMA)
    Gijón. June, 14-18, 2021
    Libro de actas: "Proceedings of the XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones XVI Congreso de Matemática Aplicada" (Rafael Gallego, Mariano Mateos, eds). Servicio de Publicaciones de la Universidad de Oviedo, 2021. ISBN: 978-84-18482-21-2
    • Iñigo Arregui, Jonatan Ráfales
      Pricing TARN options with a stochastic local volatility model
    • I. Arregui, B. Salvador, D. Sevcovic, C. Vázquez
      XVA for American options with two stochastic factors: modelling, mathematical analysis and numerical methods
  8. Third International Conference on Computational Finance (ICCF2019)
    A Coruña, Spain. July, 8-12th, 2019
    Libro de actas: "Third International Conference on Computational Finance. Book of Abstracts" (Iñigo Arregui, José A. García, Carlos Vázquez, eds). Universidade da Coruña, 2019. ISBN: 978-84-9749-725-1
    • Í. Arregui, B. Salvador, D. Sevcovic, C. Vázquez
      PDE models for American options with total value adjustment and two stochastic factors
  9. 18th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE2018)
    Rota, Cádiz (Spain). 9-13th, july, 2018
    • Íñigo Arregui, Jonatan Ráfales
      A stochastic local volatility technique for TARN options
  10. 16th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM2018)
    Rhodes (Greece). September, 13-18th, 2018
    • Íñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez
      Total value adjustment for European options with two stochastic factors
  11. 2nd Internantional Conference on Computational Finance (ICCF2017)
    Lisbon, Portugal. September 4-8th, 2017
    • Í. Arregui, C. Vázquez
      PDE models for optimal investment under uncertainty with environmental effects
    • Í. Arregui, B. Salvador, C. Vázquez
      PDE models and numerical methods for XVA in European and American options with stochastic intensities of default
  12. Actuarial and Financial Mathematics Conference
    Bruselas (Bélgica). February 9-10th, 2017
    • Í. Arregui, B. Salvador, C. Vázquez
      XVA modelling with nonlinear PDEs and its numerical solution
  13. XXV Congreso de Ecuaciones Diferenciales y Aplicaciones / XV Congreso de Matemática Aplicada (XXV CEDYA / XV CMA)
    Cartagena, Murcia. June 26-30th, 2017
    • Í. Arregui, J. J. Cendán, M. González
      Solution of the 1D compressible Reynolds equation by a discontinuos Galerkin method
    • Í. Arregui, B. Salvador, C. Vázquez
      PDE models for total value adjustment in European and American options
  14. 17th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE2017)
    Rota, Cádiz (Spain). July 4-8th, 2017
    • Í. Arregui, D. Ševčovič, C. Vázquez
      Numerical methods for nonlinear option pricing models with variable transaction costs
  15. Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics and Actuarial Sciences
    Lausanne (Switzerland). May, 29th - June, 2nd, 2017
    • Í. Arregui, B. Salvador, C. Vázquez
      Pricing XVA for European and American options with (non)linear PDEs
  16. Sixth Conference on Numerical Analysis and Applications (NAA'16)
    Lozenetz (Bulgaria). June 16-22nd, 2016
    Libro de actas: "Numerical Analysis and its Applications" (I. Dimov, I. Faragó, L. Vulkov, eds). Springer, 2017. ISBN: 978-3-319-57099-0
    • Í. Arregui, B. Salvador, C. Vázquez
      PDEs and numerical methods for XVA computing
  17. Workshop on Models and Numerics in Financial Mathematics
    Leiden (Netherlands). May 26-29, 2015
    • Í. Arregui, C. Vázquez
      Modeling and numerics for investment problems with transaction costs
  18. Research in Options (RiO 2015)
    Rio de Janeiro (Brasil). November, 27ht - December, 3rd, 2015
    • Í. Arregui, B. Salvador, C. Vázquez
      PDE models and numerical methods for XVA computing
  19. 15th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2015)
    Rota, Cádiz (Spain). July 6-10th, 2015
    • Í. Arregui, B. Salvador, C. Vázquez
      A numerical strategy for telecommunications networks capacity planning
  20. Coupled Problems 2013
    Ibiza. June 17-19, 2013
    • Í. Arregui, J. J. Cendán, C. Vázquez
      Adaptive solution of a coupled elastohydrodynamic problem arising in magnetic reading devices
  21. Mathematics and Geosciences: Global and Local Perspectives (MATGHEO2013)
    Madrid. November 4-8th, 2013
    • C. Vázquez, Í. Arregui
      Investment under uncertainty with environmental effects
  22. III Jornadas Sage-Python
    Vigo. June 21-22, 2012
    • Íñigo Arregui, Ana M. Ferreiro, José A. García
      El método de los elementos finitos en Python
  23. International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources (MAMERN 11)
    Saidia (Morocco). May 23-26, 2011
    • Í. Arregui, J. Cendán, C. Vázquez
      Adaptive numerical methods for an elastohydrodynamic problem arising in magnetic reading devices
  24. 11th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2011)
    Benidorm, Alicante. June 26-30, 2011
    • Í. Arregui, C. Vázquez
      Numerical solution of an optimal investment problem with transaction costs
  25. XXII Congreso de Ecuaciones Diferenciales y Aplicaciones / XII Congreso de Matemática Aplicada (XXII CEDYA / XII CMA)
    Palma de Mallorca. September 5-9, 2011
    • Í. Arregui, J. J. Cendán, C. Vázquez
      Técnicas de refinamiento y multimalla para la simulación de dispositivos de lectura magnética
  26. European Multigrid 2010 (EMG2010)
    Ischia (Italia). September 19-23, 2010
    • Í. Arregui, J. Cendán, C. Vázquez
      Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
  27. V Congreso de Educación Matemática de AGAPEMA
    Ferrol. June 25-26, 2010
    • J. A. García Rodríguez, Í. Arregui Álvarez, A. M. Ferreiro Ferreiro
      A linguaxe PYTHON como ferramenta para a docencia das Matemáticas en Secundaria e Bacharelato
  28. 3rd International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources (MAMERN09)
    Pau (Francia). June 8-12, 2009
    Libro de actas: "Proceedings of the 3rd International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources" (B. Amaziane, D. Barrera, M. A. Fortes, M. J. Ibáñez, M. Odunlami, A. Palomares, M. Pasadas, M. L. Rodríguez, eds). Editorial Universidad de Granada, 2009. ISBN: 978-84-338-5006-5
    • A. Acción, Í. Arregui, C. Vázquez
      Numerical solution of a free boundary problem associated to investments with irreversible environmental effects
  29. International Workshop on Modelling and Numerical Methods in Lubrication Technologies (MNMLubTech)
    A Coruña. September 6-7, 2007
    • Í. Arregui, J. Cendán, C. Vázquez
      Mathematical model and numerical simulation of an elastohydrodynamical problem arising in magnetic reading
  30. XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada (XX CEDYA / X CMA)
    Sevilla. September 24-28, 2007
    • A. Acción, Í. Arregui, C. Vázquez
      Resolución numérica de un problema de frontera libre asociado a inversiones con efectos medioambientales irreversibles
  31. Sixth European Conference on Numerical Mathematics and Advanced Applications (ENUMATH2005)
    Santiago de Compostela. July 18-22, 2005
    Libro de actas: "Numerical Mathematics and Advanced Applications" (A. Bermúdez de Castro, D. Gómez, P. Quintela, P. Salgado, eds). Springer, 2006. ISBN: 3-540-34287-7
    • Í. Arregui, J. J. Cendán, C. Parés, C. Vázquez
      Optimization of a duality method for the compressible Reynolds equation
  32. XIX Congreso de Ecuaciones Diferenciales y Aplicaciones / IX Congreso de Matemática Aplicada (XIX CEDYA / IX CMA)
    Leganés (Madrid). September 19-23, 2005
    • Í. Arregui, J. J. Cendán, C. Parés, C. Vázquez
      Modelos acoplados de procesos elastohidrodinámicos en lectura magnética
  33. Nuevos retos y perspectivas en la dinámica no lineal y aplicaciones (NoLineal2004)
    Toledo. June 1-4, 2004
    • Í. Arregui, J. J. Cendán, C. Vázquez
      Un método numérico para la ecuación no lineal de Reynolds en dispositivos magnéticos
  34. International Conference on Computational Methods in Sciences and Engineering (ICCMSE2003)
    Kastoria (Grecia). September 12-16, 2003
    Libro de actas: "Proceedings of the International Conference on Computational Methods in Sciences and Engineering" (T. E. Simos, eds). World Scientific, 2003. ISBN: 981-238-595-9
    • Í. Arregui, J. J. Cendán, C. Vázquez
      A duality method for the compressible Reynolds equation. Application to simulation of read/write process in magnetic storage devices
  35. XVII Congreso de Ecuaciones Diferenciales y Aplicaciones / VII Congreso de Matemática Aplicada (XVII CEDYA / VII CMA)
    Salamanca. September 24-28, 2001
    • Í. Arregui, J. J. Cendán, C. Vázquez
      Existencia de solución del nuevo modelo de Reynolds-Koiter para dispositivos eje-cojinete elásticos
  36. XVI Congreso de Ecuaciones Diferenciales y Aplicaciones / VI Congreso de Matemática Aplicada (XVI CEDYA / VI CMA)
    Las Palmas de Gran Canaria. September 21-24, 1999
    • Í. Arregui, C. Vázquez
      Simulación numérica del eje-cojinete con el nuevo modelo elastohidrodinámico de Reynolds-Koiter
  37. Modélisation Mathématique et Tribologie: Lubrification et Frottement Sec
    Lyon (Francia). September 17-18, 1998
    • C. Vázquez, Í. Arregui
      From the hydrodynamic journal-bearing to a new elastic shell bearing model
  38. IV World Congress on Computational Mechanics (IV WCCM)
    Buenos Aires (Argentina). June, 1998
    • Í. Arregui, J. Durany, G. García, C. Vázquez
      Numerical simulation of a Reynolds-Koiter elastohydrodynamic coupled model

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