María del Carmen Calvo Garrido
Conferences, congresses and workshops
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Emerging Trends in Applied Mathematics and Mechanics
(ETAMM2024)
A Coruña.
20-24th may, 2024
- María A. Baamonde-Seoane, María-del-Carmen Calvo-Garrido, Carlos Vázquez
A nonlinear PDE model for pricing of Renewable Energy Certificates
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V International Conference on Computational Finance
(ICCF2024)
Amsterdam (The Netherlands).
2-5 April, 2024
- María A. Baamonde-Seoane, María-del-Carmen Calvo-Garrido, Carlos Vázquez
Modelling and numerical methods for pricing in renewable energy certificates markets
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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
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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
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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
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IV International Conference on Computational Finance
(ICCF2022)
Wuppertal, Alemania.
6-10th June, 2022
- María A. Baamonde-Seoane, María-del-Carmen Calvo-Garrido, Carlos Vázquez
Numerical Methods for Pricing Renewable Energy Certificates and some Derivatives
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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
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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
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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
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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
- María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez
PDE model and numerical methods for pricing Renewable Energy Certificates (RECs)
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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
- María del Carmen Calvo Garrido, Matthias Ehrhardt, Carlos Vázquez
Pricing swing options in electricity markets with two stochastic factors: PIDE modelling and numerical solution
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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
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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
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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
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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
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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
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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
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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
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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
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XV Escuela Hispano-Francesa Jacques-Louis Lions sobre Simulación Numérica en Física e Ingeniería
(EHF2012)
Torremolinos. Málaga.
Septembrer 24-28, 2012
- M.C. Calvo, A. Pascucci, C. Vázquez
Pricing pension plans based on average salary allowing early retirement: modeling and numerical methods
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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
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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
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Quantitative Methods in Financial and Insurance Mathematics
Leiden (Holanda).
April 18-21, 2011
- M.C. Calvo-Garrido, C. Vázquez
Numerics and PDEs in Finance