Ph. D. thesis advisorship

  • Author: Alberto Pedro Manzano Herrero
    Title: Contributions to the pricing of financial derivatives contracts in commoditiy markets and the use of quantum computing in finance
    Advisor(s): Andrea Pallavicini, Carlos Vázquez Cendón.
    Date: September, 2024

  • Author: Jonatan Ráfales Pérez
    Title: Contributions to the mathematical analysis and numerical simulation of stochastic models of general equilibrium with heterogeneous agents and fixed costs
    Advisor(s): Carlos Vázquez Cendón
    Date: April, 2024

  • Author: Carlos Xosé Sequeiros Ferreiro
    Title: Design, analysis and optimization of biochemical and genetic regulation routes using stochastic models
    Advisor(s): Irene Otero Muras, Julio Rodríguez Banga, Carlos Vázquez Cendón
    Date: April, 2024

  • Author: Roberta Simonella
    Title: Mathematical models and numerical methods for XVA in multicurrency setting
    Advisor(s): Iñigo Arregui, Carlos Vázquez
    Date: July, 2023

  • Author: María Baamonde Seoane
    Title: Modelling, mathematical analysis and numerical simulation to value derivatives related to renewable energy certificates
    Advisor(s): Carmen Calvo Garrido, Carlos Vázquez Cendón
    Date: December, 2021

  • Author: Sara Bárbara Dutra Lopes
    Title: Real world scenario generator
    Advisor(s): Carlos Vázquez Cendón
    Date: December, 2020

  • Author: Beatriz Salvador Mancho
    Title: Modelling, mathematical analysis and numerical simulation of problems related to counterparty risk and CVA
    Advisor(s): Iñigo Arregui, Carlos Vázquez
    Date: December, 2018

  • Author: Enrico Ferri
    Title: Portfolio representation as applied to model points selection for ALM in life insurance
    Advisor(s): Pilar Barrios Gómez, Carlos Vázquez Cendón
    Date: December, 2018

  • Author: Zuzana Krajcovicova
    Title: New approaches to quantification and management of model risk
    Advisor(s): Pedro Pablo Pérez Velasco, Carlos Vázquez Cendón
    Date: October, 2018

  • Author: Alejandro López Núñez
    Title: Contributions to the mathematical modelling and numerical simulation of biofilms
    Advisor(s): Eva Balsa Canto, Carlos Vázquez Cendón
    Date: July, 2018

  • Author: Manuel Pájaro Diéguez
    Title: Mathematical modelling, analysis and numerical simulation for a general class of gene regulatory networks
    Advisor(s): Antonio Alonso Álvarez, Carlos Vázquez Cendón
    Date: December, 2017

  • Author: José Germán López Salas
    Title: Analysis and numerical methods for stochastic volatility models in valuation of financial derivatives
    Advisor(s): Carlos Vázquez Cendón
    Date: December, 2016

  • Author: María del Carmen Calvo Garrido
    Title: Mathematical analysis and numerical methods for pricing some pension plans and mortgages
    Advisor(s): Carlos Vázquez Cendón
    Date: May, 2014

  • Author: Marta Pou Bueno
    Title: Drift Free Simulation and LIBOR Market Models
    Advisor(s): Jose Luis Fernández Pérez, Carlos Vázquez Cendón
    Date: June, 2013

  • Author: María Suárez Taboada
    Title: Numerical methods to price interest rate derivatives based on LIBOR Market Model for forward rates
    Advisor(s): Carlos Vázquez Cendón
    Date: September, 2012

  • Author: Raquel Toja Gómez
    Title: Contributions to the numerical simulation of coupled models in glaciology
    Advisor(s): José Durany Castrillo, Carlos Vázquez Cendón
    Date: June, 2010

  • Author: Sébastien Martin
    Title: Contribution à la modélisation de phénomènes de frontière libre en mécanique des filmes minces
    Advisor(s): Guy Bayada, Carlos Vázquez Cendón
    Date: November, 2005

  • Author: José Jesús Cendán Verdes
    Title: Estudio matemático y numérico del modelo de Reynolds-Koiter y de los modelos tribológicos en lectura magnética
    Advisor(s): Iñigo Arregui Álvarez, Carlos Vázquez Cendón
    Date: July, 2005

  • Author: María Rodríguez Nogueiras
    Title: Numerical analysis of second order Lagrange-Galerkin schemes. Application to option pricing problems
    Advisor(s): Alfredo Bermúdez de Castro, Carlos Vázquez Cendón
    Date: June, 2005

  • Author: María Begoña Cid Iglesias
    Title: Nuevos modelos elastohidrodinámicos en Tribología: análisis matemático y simulación numérica
    Advisor(s): Guy Bayada, Carlos Vázquez Cendón
    Date: January, 2002

  • Author: Natividad Calvo Ruibal
    Title: Análisis y resolución numérica de algunos modelos matemáticos de frontera libre en Glaciología
    Advisor(s): José Durany Castrillo, Carlos Vázquez Cendón
    Date: December, 1999

  • Author: Guillermo García Lomba
    Title: Estudio matemáticos de fenómenos de cavitación en lubricación elastohidrodinámica piezoviscosa
    Advisor(s): José Durany Castrillo, Carlos Vázquez Cendón
    Date: October, 1996

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