Conferences, congresses and workshops

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
- María A. Baamonde-Seoane, María-del-Carmen Calvo-Garrido, Carlos Vázquez
  Modelling and numerical methods for pricing in renewable energy certificates markets
- Davide Trevisani, José Germán López-Salas, Chris Kenyon, Carlos Vázquez, Mourad Berraoui
  Scope 3 capital design for carbonemissions-facilitation tax risk
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
- María A. Baamonde-Seoane, María-del-Carmen Calvo-Garrido, Carlos Vázquez
  A nonlinear PDE model for pricing of Renewable Energy Certificates
- María González Taboada, Hiram Varela
  A posteriori error estimates for the Darcy-Forchheimer model
- Jonatan Ráfales, Carlos Vázquez
  Numerical solution of obstacle problems arising in equilibrium models with heterogeneous agents and two productive sectors
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
- Jonatan Ráfales, Carlos Vázquez
  Two-productive sector equilibrium problems with heterogeneous agents under jump-diffusion models
- Francisco Casanova, Álvaro Leitao, Fernando de Lope, Carlos Vázquez
  Deep joint learning valuation of Bermudan swaptions
Central-European Conference on Scientific Computing (Algoritmy 2024 )
Podbaske, Slovakia. March 15-20, 2024
- María A. Baamonde-Seoane, M. Carmen Calvo-Garrido, Carlos Vázquez
  Modelling and numerical methods for pricing in renewable energy certificates markets
Actuarial and Financial Mathematics Conference 2023
Bruselas, Bélgica. 9-10 February 2023
- María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez
  Models and numerical methods related to renewable energy certificates
VI Congreso XoveTIC
A Coruña. 5-6 October 2023
- María A. Baamonde-Seoane, María-del-Carmen Calvo-Garrido, Carlos Vázquez
  Method for pricing renewable energy certificates
21st IMACS 2023 World Congress (IMACS2023)
Roma, Italia. 11-15 September 2023
- Jonatan Ráfales, Carlos Vázquez
  Equilibrium Problems with Heterogeneous Agents under Jump-diffusion Models
- Íñigo Arregui, Roberta Simonella, Carlos Vázquez
  XVA Modelling and Computing in a Multicurrency Setting
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
- María A. Baamonde-Seoane, María-del-Carmen Calvo-Garrido, Carlos Vázquez
  Numerical Methods for Pricing Renewable Energy Certificates and some Derivatives
- J. Ráfales, C. Vázquez
  Equilibrium problems with heterogeneous agents: mathematical modelling and numerical solution
XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática Aplicada (XXVII CEDYA / XVII CMA)
Zaragoza. July 18-22, 2022
- María A. Baamonde-Seoane, María-del-Carmen Calvo-Garrido, Carlos Vázquez
  Models and Numerical Methods for Pricing Renewable Energy Certificate Derivatives
- J. Ráfales, C. Vázquez
  Coupled models for equilibrium problems with heterogeneous agents
Fields-CFI Workshop on Impacts of Climate Change on Economics, Finance, and Insurance
Toronto, Canadá. September 19 - 23, 2022
- María A. Baamonde-Seoane, María-del-Carmen Calvo-Garrido, Carlos Vázquez
  Pricing renewable energy certificates and some derivatives
21st ECMI Conference on Industrial and Applied Mathematics (ECMI 2021)
Wuppertal - Online. April 13-15, 2021
- María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Michael Coulon, Carlos Vázquez
  A nonlinear PDE model for pricing Renewable Energy Certificates
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
- I. Arregui, B. Salvador, D. Sevcovic, C. Vázquez
  XVA for American options with two stochastic factors: modelling, mathematical analysis and numerical methods
- María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez
  PDE model and numerical methods for pricing Renewable Energy Certificates (RECs)
- María A. Baamonde-Seoane, Carlos Vázquez
  Free boundary SABR model for possible negative rates: computation of the volatility surface
Canadian Applied and Industrial Mathematics Society 2021 (CAIMS 2021)
Waterloo, Canadá . June 21-24, 2021
- María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Michael Coulon, Carlos Vázquez
  A Nonlinear PDE Model for Pricing Renewable Energy Certificates
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
- María del Carmen Calvo Garrido, Matthias Ehrhardt, Carlos Vázquez
  Pricing swing options in electricity markets with two stochastic factors: PIDE modelling and numerical solution
- María Suárez-Taboada, Carlos Vázquez
  Mining extraction projects: mathematical analysis and numerical methods for new PDE models
XoveTIC
CITIC UDC, A Coruña. 27-28 September 2018
- Balsa-Canto, Eva; López-Núñez, Alejandro; Vázquez, Carlos
  Numerical Simulation of the Dynamics of Listeria monocytogenes Biofilms
Jornada Wakeupcall de Finanzas Cuantitativas
A Coruña. 4th December 2018
- María del Carmen Calvo Garrido, Matthias Ehrhardt, Carlos Vázquez
  Pricing swing options in electricity markets with two stochastic factors: PIDE modelling and numerical solution
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
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
XXV Congreso de Ecuaciones Diferenciales y Aplicaciones / XV Congreso de Matemática Aplicada (XXV CEDYA / XV CMA)
Cartagena, Murcia. June 26-30th, 2017
- Í. 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
- 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
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
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
- M. Suárez-Taboada, C. Vázquez
  New numerical methods for PDE models related to pricing and expected lifetime of an extraction project
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
- Í. 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
- Í. 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
- Í. 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
- Í. 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
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, Cádiz (Spain). 3 - 7 July, 2014
- M.C. Calvo, C. Vázquez
  Pricing fixed-rate mortgages under jump-diffusion models for the house value
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
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
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
- Í. 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, Í. 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
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
- Í. 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
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
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
- Í. 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
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
- Í. 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
- 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
- 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
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, Í. 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
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
- 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, Í. 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
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
Earth Sciences and Mathematics
Madrid. September 13-15, 2006
- N. Calvo, J. Durany, R. Toja, C. Vázquez
  Numerical methods for shallow ice models
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
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
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
- 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
- Í. 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
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
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
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
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
- Í. 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
- Í. 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, Í. 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
- Í. Arregui, J. Durany, G. García, C. Vázquez
  Numerical simulation of a Reynolds-Koiter elastohydrodynamic coupled model

Departamento de Matemáticas
Facultad de Informática
Campus de Elviña, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 1335

Carlos Vázquez
Cendón

Indexed at...

Conferences, congresses and workshops

Carlos Vázquez Cendón

Indexed at...

Conferences, congresses and workshops

Carlos Vázquez
Cendón