Conferences, congresses and workshops

  • Actuarial and Financial Mathematics Conference
    Bruselas (Bélgica). February 9-10th, 2017
    • I. Arregui, B. Salvador, C. Vázquez
      XVA modelling with nonlinear PDEs and its numerical solution
  • 17th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE2017)
    Rota (Cádiz, Spain). July 4-8th, 2017
    • I. Arregui, D. Sevcovic, C. Vázquez
      Numerical methods for nonlinear option pricing models with variable transaction costs
    • M. Suárez-Taboada, C. Vázquez
      New numerical methods for PDE models related to pricing and expected lifetime of an extraction project
  • Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics and Actuarial Sciences
    Lausanne (Switzerland). May, 29th - June, 2nd, 2017
    • I. Arregui, B. Salvador, C. Vázquez
      Pricing XVA for European and American options with (non)linear PDEs
  • XXV Congreso de Ecuaciones Diferenciales y Aplicaciones / XV Congreso de Matemática Aplicada (XXV CEDYA / XV CMA)
    Cartagena, Murcia. June 26-30th, 2017
    • I. Arregui, B. Salvador, C. Vázquez
      PDE models for total value adjustment in European and American options
  • XXV Congress on Differential Equations and Applications / XIV Congress on Applied Mathematics (CEDYA + CMA 2017)
    Cartagena (Murcia). 26-30 June 2017
    • M. C. Calvo-Garrido, M. Ehrhardt, C. Vázquez
      PIDE modelling and numerical methods for pricing swing options in electricity markets with two stochastic factors
  • 2nd Internantional Conference on Computational Finance (ICCF2017)
    Lisbon, Portugal. September 4-8th, 2017
    • I. Arregui, C. Vázquez
      PDE models for optimal investment under uncertainty with environmental effects
    • I. Arregui, B. Salvador, C. Vázquez
      PDE models and numerical methods for XVA in European and American options with stochastic intensities of default
  • 19th European Conference on Mathematics for Industry (ECMI 2016)
    Santiago de Compostela. 13-17 June, 2016
    • M. C. Calvo-Garrido, M. Ehrhardt, C. Vázquez
      PDE modeling and numerical methods for swing option pricing in electricity markets
    • E. Gobet, J.G. López-Salas, P. Turkedjiev, C. Vázquez
      Parallel stratified regression Monte-Carlo scheme for BSDEs with applications in finance
    • Balsa-Canto E., López-Núñez A., Vázquez C
      Numerical solution of a 2D multispecies biofilm model based on PDEs
  • 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
    • I. Arregui, B. Salvador, C. Vázquez
      PDEs and numerical methods for XVA computing
  • 15th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2015)
    Rota, Cádiz (Spain). July 6-10th, 2015
    • I. Arregui, B. Salvador, C. Vázquez
      A numerical strategy for telecommunications networks capacity planning
    • J. L. Fernández-Pérez, A. M. Ferreiro-Ferreiro, J. A. García-Rodríguez, C. Vázquez-Cendón
      A GPU implementation of an asset-liability management model for insurance companies
  • Workshop on Models and Numerics in Financial Mathematics
    Leiden (Netherlands). May 26-29, 2015
    • I. Arregui, C. Vázquez
      Modeling and numerics for investment problems with transaction costs
  • Research in Options (RiO 2015)
    Rio de Janeiro (Brasil). November, 27ht - December, 3rd, 2015
    • I. Arregui, B. Salvador, C. Vázquez
      PDE models and numerical methods for XVA computing
  • XXIV Congress on Differential Equations and Applications , XIV Congress on Applied Mathematics
    Cadiz. 8-12 June, 2015
    • M. C. Calvo-Garrido, C. Vázquez
      Pricing adjustable-rate mortgages with prepayment and default options
  • Jornada "Sincronizando teoremas, tests y algoritmos"
    A Coruña. 12nd May 2014
    • M. C. Calvo-Garrido, C. Vázquez
      PDE and PIDE models for defined benefit pension plans
  • XVI Escuela Hispano-Francesa Jacques-Louis en Simulación Numérica en Física e Ingeniería (EHF XVI)
    Pamplona. September 8-12, 2014
    • Balsa-Canto, E., Alonso, A. A., Arias-Méndez, A., García, M. R., López-Núñez, A., Mosquera-Fernández, M., Vázquez, C
      Modelling and optimisation techniques with applications in food processes, bioprocesses and biosystems
  • II Jornadas CRM-Empresa sobre Finanzas Cuantitativas
    Barcelona. June 10, 2014
    • C. Vázquez
      Algunas herramientas matem\'aticas y computacionales para la transferencia al sector financiero
  • 14th International Conference on Mathematical Methods in Science and Engineering (CMMSE 2014)
    Rota, Cadiz. 3 - 7 July, 2014
    • M.C. Calvo, C. Vázquez
      Pricing fixed-rate mortgages under jump-diffusion models for the house value
  • The 18th European Conference on Mathematics for Industry (ECMI 2014)
    Taormina, Italia. June 9 - 13, 2014
    • A. Ferreiro, J.A. García-Rodríguez, J. G. López-Salas, C. Vázquez
      Efficient calibration and pricing in LIBOR market models with SABR stochastic volatility using GPUs
  • Mini-Workshop in Stochastic Computing and Optimization
    Würzburg, Germany. September 30 - October 2, 2014
    • A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
      Efficient calibration and pricing with SABR models and GPUs
  • Research in options 2014 (R i O 2014 )
    Buzios, Rio de Janeiro. November 29 - December 4, 2014
    • A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
      Speed up of derivatives pricing and calibrations with SABR models
  • First International Congress on Actuarial Sciences and Quantitative Finance
    Bogotá, Colombia. 16 - 19 June 2014
    • A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
      Speed up of calibration and pricing with SABR models: from options to interest rate derivatives
  • 13th International Conference Computational and mathematical methods in Science and Engineering (CMMSE 2013)
    Almeria. 23 - 27 June, 2013
    • A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
      SABR/LIBOR market models: pricing and calibration for some interest rates
  • Mathematical Modelling in Engineering & Human Behaviour
    Valencia. 4- 6 September, 2014
    • M.C. Calvo, C. Vázquez
      New numerical methods for pricing fixed rate mortgages with prepayment and default options
  • International Conference on Scientific Computation and Differential Equations (SciCADE 2013)
    Valladolid. 16 - 20 September, 2014
    • D. Castillo, A. Ferreiro, J.A. García, C. Vázquez
      New numerical methods for pricing companies with GPUs
  • Congreso de la RSME 2013 (RSME 2013)
    Santiago de Compostela. 21 to 25 January, 2013
    • C. Vázquez
      Algunos ejemplos de transferencia matemática al sector financiero
  • XXIII Congreso de Ecuaciones Diferenciales y Aplicaciones / XIII Congreso de Matemática Aplicada (XXIII CEDYA / XIII CMA)
    Castellon. 9th - 13th September, 2013
    • M.C. Calvo, A. Pascucci, C. Vázquez
      Planes de pensiones basados en el salario: análisis matemático y resolución numérica
    • N. Calvo, J. Durany, C. Vázquez
      Comparación de modelos de balance de energía en grandes masas de hielo: entalpía frente a temperatura
    • C. Vázquez
      Transferencia de herramientas matemáticas y computacionales para valorar productos financieros
  • Coupled Problems 2013
    Ibiza. June 17-19, 2013
    • I. Arregui, J. J. Cendán, C. Vázquez
      Adaptive solution of a coupled elastohydrodynamic problem arising in magnetic reading devices
  • Mathematics and Geosciences: Global and Local Perspectives (MATGHEO2013)
    Madrid. November 4-8th, 2013
    • C. Vázquez, I. Arregui
      Investment under uncertainty with environmental effects
  • VIII Encuentro de la Red de Análisis Funcional
    La Manga del Mar Menor, Murcia. 19- 21 April, 2012
    • A. Pascucci, M. Suárez-Taboada, C. Vázquez
      Mathematical analysis and numerical solution of PDE models for pricing financial products: the case of ratchet caples
  • 1st Joint Conference of the Belgian, Royal Spanish and Luxembourg Mathematical Societies
    Liège, Belgica. June 6-8, 2012
    • A.M. Ferreiro, J.A. García, A. Leitao, J.G. López Salas, C.Vázquez
      An optimized simulated annealing algorithm for GPUs. Application to the dynamic SABR model in finance
    • D. Castillo, A.M. Ferreiro, J.A. García, C.Vázquez
      Pricing companies: PDE models, efficient numerical methods and parallel implementations
  • XV Escuela Hispano-Francesa Jacques-Louis Lions sobre Simulación Numérica en Física e Ingeniería (EHF2012)
    Torremolinos. Málaga. Septembrer 24-28, 2012
    • J.L. Fernández, M.R. Nogueiras, M. Pou, C. Vázquez
      A new DFS technique for pricing cross-currency derivatives with LMM
    • M.C. Calvo, A. Pascucci, C. Vázquez
      Pricing pension plans based on average salary allowing early retirement: modeling and numerical methods
  • Mathematical Modelling in Engineering and Human Behaviour 2012
    Valencia. September 4-7, 2012
    • A. Pascucci, M. Suárez-Taboada, C. Vázquez
      Analysis and numerical solution of a stock loan pricing model
    • J.L. Fernández, M.R. Nogueiras, M. Pou, C. Vázquez
      Drift-Free Simulation Methods for Pricing Commodity Derivatives
  • 6th European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2012)
    Vienna, Austria. September 10-14, 2012
    • A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
      An efficient implementation of simulated annealing in GPUs and its application calibration of SABR stochastic volatility model
    • A. Pascucci, M. Suárez-Taboada, C. Vázquez
      Analysis and numerical solution of a stock loan pricing model
    • J.L. Fernández, M.R. Nogueiras, M. Pou, C. Vázquez
      A new parameterization for the Drift-Free simulation in the LIBOR market model
  • 11th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2011)
    Benidorm, Alicante. June 26-30, 2011
    • I. Arregui, C. Vázquez
      Numerical solution of an optimal investment problem with transaction costs
  • International Workshop on Numerical Algorithms in Computational Finance
    Frankfurt am Main, Alemania. July 20-22, 2011
    • M.C. Calvo-Garrido, C. Vázquez
      Numerical methods to solve a PDE model for pricing pension plans based on average salary with early retirement
  • XXII Congreso de Ecuaciones Diferenciales y Aplicaciones / XII Congreso de Matemática Aplicada (XXII CEDYA / XII CMA)
    Palma de Mallorca. September 5-9, 2011
    • I. Arregui, J. J. Cendán, C. Vázquez
      Técnicas de refinamiento y multimalla para la simulación de dispositivos de lectura magnética
    • D. Castillo, A. Ferreiro, J. A. García, C. Vázquez
      Modelos de valoración de negocios basados en EDPs y su resolución numérica
  • The RSME Conference on Transfer and Industrial Mathematics
    Santiago de Compostela. July 12-14, 2011
    • A.M. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez,
      An optimized simulated annealing algorithm for GPUs with application to a SABR model in finance
  • Quantitative Methods in Financial and Insurance Mathematics
    Leiden (Holanda). April 18-21, 2011
    • M.C. Calvo-Garrido, C. Vázquez
      Numerics and PDEs in Finance
  • International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources (MAMERN 11)
    Saidia (Morocco). May 23-26, 2011
    • I. Arregui, J. Cendán, C. Vázquez
      Adaptive numerical methods for an elastohydrodynamic problem arising in magnetic reading devices
  • Congresso de Métodos Numéricos em Engenharia (CMNE2011)
    Coimbra, Portugal. June 14-17, 2011
    • M.C. Calvo-Garrido, C. Vázquez
      A Lagrange-Galerkin method for the numerical solution of a pension plan based on salary model
    • N. Calvo, J. Durany, R. Toja, C. Vázquez
      A nonisothermal coupled model for the numerical simulation of glaciers flow
  • The 75th European Study Group with Industry (ESGI 75)
    Limerick, Ireland. 27th June - 2nd July
    • J. Chapman, L. Cribbin, P. Dellar, A. Dunne, N. Fowkes, V. Lapin, W. Lee, E. Murphy, O. Power, C. Vázquez, W. Sweatman
      Monomer flow
  • European Multigrid 2010 (EMG2010)
    Ischia (Italia). September 19-23, 2010
    • I. Arregui, J. Cendán, C. Vázquez
      Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
  • The fifth general conference on Advanced Mathematical Methods in Finance (AMaMeF 2010)
    Slovenia. May 4-8, 2010
    • M. Suárez-Taboada, C. Vázquez
      Numerical methods for PDE modeling of LIBOR rate derivatives with LMM
  • SIMAI 2010
    Cerdeña (Italia). June 21-25, 2010
    • C. Calvo-Garrido, C. Vázquez
      Numerical solution of PDE models for retirement plans based on average salary
    • A. Pascucci, M. Suárez-Taboada, C. Vázquez
      Modeling, mathematical analysis and numerical methods for a ratchet cap pricing problem
    • G. Bayada, B. Cid, G. García, C. Vázquez
      A new more consistent model for piezoviscous hydrodynamic lubrication
    • N. Calvo, J. Durany, C. Vázquez
      Numerical verification of shallow ice profile models through effective tools with analytical solutions
    • A. Bermúdez, M. R. Nogueiras, C. Vázquez
      Numerical methods for PDE probles modellins Amerasion options pricing
  • Emerging Topics in Dynamical Systems and Partial Differential Equations (DSPDEs'10)
    Barcelona. May 31 - June 4, 2010
    • M. Suárez-Taboada, C. Vázquez
      PDE models and methods for interest rate derivatives in LMM framework
  • 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, I. Arregui, C. Vázquez
      Numerical solution of a free boundary problem associated to investments with irreversible environmental effects
  • XXI Congreso de Ecuaciones Diferenciales y Aplicaciones / XI Congreso de Matemática Aplicada (XXI CEDYA / XI CMA)
    Ciudad Real. September 21-25, 2009
    • M. Suárez-Taboada, C. Vázquez
      Modelado con Black-Scholes y resolución numérica para valorar un contrato tipo Ratchet-Cap
    • N. Calvo, J. Durany, R. Toja, C. Vázquez
      Simulación numérica de un modelo de frontera libre para la evolución del perfil de un glaciar
  • Mathematical Models in Medicine, Business Engineering
    Valencia. September 8-11, 2009
    • M. Suárez-Taboada, C. Vázquez
      Numerical methods for pricing some interest rate derivatives in BGM model framework
    • A. González-Gaspar, C. Vázquez
      A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model
  • Financial Engineering Summer School ( )
    Barcelona. June 29 - July 3, 2009
    • M. Suárez-Taboada, C. Vázquez
      Numerical Methods for PDEs arising in some Libor Market Models
  • Numerical Analysis and Scientific Computing with Applications (NASCA)
    Agadir (Morocco). May 18-22, 2009
    • M. Suárez-Taboada, C. Vázquez
      Characteristics numerical methods for pricing financial derivatives: from options to ratchet caps
  • Free boundary problems 2009 (FBP 2009)
    Saint-Étienne, France. October 1-2, 2009
    • C. Vázquez- Cendón
      Lagrange-Galerkin methods for free-boundary problems in ice sheets and Asian options
  • Congreso de la Real Sociedad Matemática Española 2009 (RSME2009)
    Oviedo. 4 to 7 February 2009
    • C. Vázquez
      Ejemplos de investigación matemática con transferencia al sector financiero
  • 8th World Congress on Computational Mechanics / 5th European Congress on Computatational Methods in Applied Sciences and Engineering (WCCM8 / ECCOMAS2008)
    Venecia (Italia). June 30 - July 4, 2008
    • N. Calvo, J. Durany, C. Vázquez
      A new profile-temperature fully coupled model for ice sheets simulations
  • 1st Hipano-Moroccan days on applied mathematics and statistics (HMAMS 2008)
    Tetouan (Morocco). December 17-19, 2008
    • C. Calvo, M. Suarez-Taboada, C. Vázquez
      Binomial trees for Markovian functional Swap Market Models: calibration and pricing of interest rate derivatives
    • N. Calvo, J. Durany, R. Toja, C. Vázquez
      Numerical methods for a coupled profile-velocity-temperature problem in polythermal glaciers
    • C. Vázquez
      Ice sheets: numerical methods for fully coupled shallow ice models
  • I Congrés de la Societé Marocaine de mathematiques Appliquées
    Rabat (Maroc). February 2-6, 2008
    • A. Bermúdez, M. Nogueiras, C. Vázquez
      Lagrange-Galerkin methods and mixed formulations for pricing Amerasian options
  • IX Encuentro Nacional de Estudiantes de matematicas (ENEM)
    Valencia. July 22-27, 2008
    • C. Vázquez
      Matematicas en otros sitios
  • XIII Spanish-French School of JAcques-Louis Lions on Numerical Simulation in Physics & Engineering
    Valladolid. September 15-19, 2008
    • C. Calvo, M. Suárez-Taboada, C. Vázquez
      Binomial trees for Markovian functional Swap Market Models: calibration and pricing of interest rate derivatives
    • N. Calvo, J. Durany, R. Toja, C, Vázquez
      Numerical methods for a thermal problem in polithermal glaciers with fixed geometry
    • M. Suárez-Taboada, C. Vázquez
      Numerical solution of a Black-Scholes model for a Ratchet-Caplet pricing based on a BGM interest rate dynamics
  • IACM-ECCOMAS 2008
    Lido-Venecia (Italia). June 30 - July 4, 2008
    • N. Calvo, J. Durany, C. Vázquez
      A new Profile-Temperature Fully Coupled Model for ICE Sheets Simulations
  • Sixth International Congress on Industrial and Applied Mathematics (ICIAM2007)
    Zurich (Suiza). July 16-20, 2007
    • S. Martin, C. Vázquez Cendón, G. Bayada
      Micro-roughness effects in (elasto) hydrodynamic lubrication including a mass-flow preserving cavitation model
    • C. Vázquez Cendón, N. Calvo Ruibal, J. Durany Castrillo, R. Toja Gómez
      Numerical techniques for ice-mass dynamics simulation byy using a complete shallow ice approximation
  • Numerics of Finance
    Frankfurt, Alemania. November 5-6, 2007
    • A. Bermúdez de Castro, M. Rodríguez Nogueiras, C. Vázquez Cendón
      Numerical methods for pricing some Asian options with Black-Scholes models
  • International Workshop on Modelling and Numerical Methods in Lubrication Technologies (MNMLubTech)
    A Coruña. September 6-7, 2007
    • I. Arregui, J. Cendán, C. Vázquez
      Mathematical model and numerical simulation of an elastohydrodynamical problem arising in magnetic reading
    • G. Bayada, S. Martin, C. Vázquez
      Elrod-Adams free boundary model: a tentative of physical justification
    • G. Bayada, S. Martin, C. Vázquez
      Homogenization of (elasto)hydrodynamic lubrication problems with rough surfaces
  • XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada (XX CEDYA / X CMA)
    Sevilla. September 24-28, 2007
    • A. Acción, I. Arregui, C. Vázquez
      Resolución numérica de un problema de frontera libre asociado a inversiones con efectos medioambientales irreversibles
    • G. Bayada, S. Martin, C. Vázquez
      Homogeneización de problemas (elasto)hidrodinámicos en lubricación
  • European Conference on Computational Fluid Dynamics (ECCOMAS CFD 2006)
    Edgemond and Zee (Holanda). September 5-8, 2006
    • C. M. Murea, C. Vázquez
      Numerical control of normal velocity by normal stress for interaction between an incompressible fluid and an elastic curved arch
  • Earth Sciences and Mathematics
    Madrid. September 13-15, 2006
    • N. Calvo, J. Durany, R. Toja, C. Vázquez
      Numerical methods for shallow ice models
  • 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
    • I. Arregui, J. J. Cendán, C. Parés, C. Vázquez
      Optimization of a duality method for the compressible Reynolds equation
    • M. R. Nogueiras, C. Vázquez Cendón
      Higher order methods of Eurasian and Amerasian option pricing problems
    • M. R. Nogueiras, C. Vázquez Cendón
      Second order characteristics/finite elements for possibly (degenerated) convection-diffusion-reaction problems
  • XIX Congreso de Ecuaciones Diferenciales y Aplicaciones / IX Congreso de Matemática Aplicada (XIX CEDYA / IX CMA)
    Leganés (Madrid). September 19-23, 2005
    • I. Arregui, J. J. Cendán, C. Parés, C. Vázquez
      Modelos acoplados de procesos elastohidrodinámicos en lectura magnética
    • A. Bermúdez, M. R. Nogueiras, C. Vázquez Cendón
      Un método de características Crank-Nicholson de orden 2
  • Free Boundary Problems. Theory and Applications (FBP 2005)
    Coimbra (Portugal). June 7-12, 2005
    • C. Vázquez Cendón, A. Bermúdez, M. R. Nogueiras
      Comparison of two iterative algoritms to solve fixed-strike Amerasian options (unilateral obstacle) pricing problem
    • S. Martin, G. Bayada, C. Vázquez Cendón
      Interface fluid/free boundary problems in thin film flows
  • VII Congreso de métodos numéricos en la ingeniería
    Granada. July 4-7, 2005
    • N. Calvo, J. Durany, C. Vázquez Cendón
      Resolución numérica de un modelo acoplado de intercambio energético hielo-atmósfera
  • Free Boundary Problems Conference (FBP2005)
    Coimbra (Portugal). June 7-12, 2005
    Libro de actas: "Free Boundary Problems" (I. Figueiredo, J. Rodrigues, L. Santos, eds). Birkhäuser, 2007. ISBN: 978-3-7643-7718-2
    • A. Bermúdez, M. Rodríguez, C. Vázquez
      Comparison of two algorithms to solve the fixed-strike Amerasian options pricing problem
  • Nuevos retos y perspectivas en la dinámica no lineal y aplicaciones (NoLineal2004)
    Toledo. June 1-4, 2004
    • I. Arregui, J. J. Cendán, C. Vázquez
      Un método numérico para la ecuación no lineal de Reynolds en dispositivos magnéticos
  • Congresso de Métodos Computacionais em Engenharia
    Lisboa (Portugal). May 31 - June 2, 2004
    • N. Calvo, J. Durany, A.I. Muñoz, E. Schiavi, C. Vázquez
      Métodos numéricos para un modelo multívoco de flujo de Agua en corrientes rápidas de hielo
    • N. Calvo, J. Durany, C. Vázquez
      Simulación numérica en glaciología mediante modelos globales de hielo poco profundo
  • Fourth International Conference on Engineering Computational Technology (ECT 2004)
    Lisboa (Portugal). September 7-9, 2004
    • N. Calvo, J. Durany, C. Vázquez
      A global shallow ice model and its numerical simulation
  • Stochastic Finance 2004
    Lisboa (Portugal). September 26-30, 2004
    • A. Bermúdez de Castro, M. Rodríguez, C. Vázquez
      Numerical methods for pricing fixed average Eurasian options with continuous arithmetic averaging
  • The First Chilean Workshop on Numerical Analysis of Partial Differential Equations (WONAPDE 2004)
    Concepción (Chile). January 13-16, 2004
    • A. Bermúdez de Castro, M. Rodríguez, C. Vázquez
      Variational inequalities for the valuation of financial derivatives
  • 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
    • I. 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
  • First AMS-RSME Joint Meeting
    Sevilla. 2003
    • J. Farto, C. Vázquez
      Characteristics/finite elements for pricing callable bonds with notice
  • XVIII Congreso de Ecuaciones Diferenciales y Aplicaciones / VIII Congreso de Matemática Aplicada (XVIII CEDYA / VIII CMA)
    Tarragona. September 15-19, 2003
    • A. Bermúdez, M. Rodríguez-Nogueiras, C. Vázquez
      Métodos de características/elementos finitos de orden dos para la valoración de opciones asiáticas
    • G. Bayada, M. Chambat, B. Cid, C. Vázquez
      Existencia de solución de un modelo de Stokes-viga estacionario con condiciones de contorno no homogéneas
    • N. Calvo, J. Durany, C. Vázquez
      Un esquema numérico implícito para un modelo térmico de Stefan-Signorini en grandes masas de hielo
    • N. Calvo, J. Durany, C. Vázquez
      Algoritmos de resolución numérica de un problema termohidráulico con frontera libre en Glaciología
  • XVII Congreso de Ecuaciones Diferenciales y Aplicaciones / VII Congreso de Matemática Aplicada (XVII CEDYA / VII CMA)
    Salamanca. September 24-28, 2001
    • I. Arregui, J. J. Cendán, C. Vázquez
      Existencia de solución del nuevo modelo de Reynolds-Koiter para dispositivos eje-cojinete elásticos
  • 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
    • I. Arregui, C. Vázquez
      Simulación numérica del eje-cojinete con el nuevo modelo elastohidrodinámico de Reynolds-Koiter
  • Modélisation Mathématique et Tribologie: Lubrification et Frottement Sec
    Lyon (Francia). September 17-18, 1998
    • C. Vázquez, I. Arregui
      From the hydrodynamic journal-bearing to a new elastic shell bearing model
  • IV World Congress on Computational Mechanics (IV WCCM)
    Buenos Aires (Argentina). June, 1998
    • I. Arregui, J. Durany, G. García, C. Vázquez
      Numerical simulation of a Reynolds-Koiter elastohydrodynamic coupled model


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15071 - A Coruña (Spain)
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