Conferences, congresses and workshops

XVIII International Conferences on Hyperbolic Problems. Theory, numerics and applications (HYP 2022)
Málaga . June 20-24, 2022
- José Germán López-Salas, María Suárez Taboada, Manuel Castro Díaz, Ana Ferreiro-Ferreiro, José Antonio García-Rodríguez
  Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance
- José Germán López-Salas, María Suárez Taboada, Manuel Castro Díaz, Ana Ferreiro-Ferreiro, José Antonio García-Rodríguez
  Second order finite volume IMEX-RK numerical methods for 1d models in option pricing
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 Suárez-Taboada, Carlos Vázquez
  Mining extraction projects: mathematical analysis and numerical methods for new PDE models
17th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE2017)
Rota, Cádiz (Spain). July 4-8th, 2017
- M. Suárez-Taboada, C. Vázquez
  New numerical methods for PDE models related to pricing and expected lifetime of an extraction project
14th International Conference on Mathematical Methods in Science and Engineering (CMMSE 2014)
Rota, Cádiz (Spain). 3 - 7 July, 2014
- Jeroen A. S. Witteveen, Lech A. Grzelak, C.W. Oosterlee, M. Suárez-Taboada
  Impact of Heston model parameters by means of Uncertainty Quantification
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
6th European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2012)
Vienna, Austria. September 10-14, 2012
- A. Pascucci, M. Suárez-Taboada, C. Vázquez
  Analysis and numerical solution of a stock loan pricing model
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
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
- 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
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
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
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
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
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
- M. Suárez-Taboada, C. Vázquez
  Numerical solution of a Black-Scholes model for a Ratchet-Caplet pricing based on a BGM interest rate dynamics

Departamento de Matemáticas
Escuela Politécnica Superior
Campus de Esteiro, s/n
15403 - Ferrol (Spain)
+34.981.337.400 Ext.

María Suárez Taboada

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Conferences, congresses and workshops