PhD María Del Carmen Calvo Garrido  

(INT-SU)

Department Mathematics
Knowledgment area Applied Mathematics
Research  Research group Modelos y métodos numéricos en ingeniería y ciencias aplicadas
Research lines Modelos matemáticos en finanzas cuantitativas, valoración de productos derivados, ecuaciones en derivadas parciales, ecuaciones integro-diferenciales, métodos numéricos
Keywords Modelos matemáticos en finanzas cuantitativas, ecuaciones en derivadas parciales, ecuaciones integro-diferenciales, métodos numéricos, simulación numérica
Contacto UDC directory
Orcid id0000-0002-5114-4894 ResearcherIDO-1722-2015

Teaching

Subjects taught

This section shows the teaching given in degrees, masters and other officers studies in last 6 years.

Subject and involved studies Total hours
Calculus 117
Calculus 30
Stochastic numerical methods 12
Subject and involved studies Total hours
Linear Algebra
Automation and Industrial Electronics Engineering
Degree in Electrical Engineering
138
Subject and involved studies Total hours
Mathematics
Degree in Biology
60
Subject and involved studies Total hours
Mathematics
Degree in Biology
39

Defined tutoring by teacher for 2017/2018 academic course.

Faculty of Computer Science

Quarter Day Site
1st quarter Monday
15:00 a 16:00
Edificio CITIC

Higher Polytechnic University College

Quarter Day Site
1st quarter Wednesday
11:15 a 12:15
Despacho 15 (2ª planta ETT)

Polytechnic University College

Quarter Day Site
1st quarter Tuesday
15:00 a 16:30
Despacho 200
1st quarter Tuesday
09:00 a 10:30
Despacho 200

EOG works and final master thesis directed

No available EOG works or final master thesis directed by current teacher since 2013 year.

Research results

Select merit type and year to query research merits.

Planes de pensiones basados en el salario: análisis matemático y resolución numérica
XXIII Congreso de Ecuaciones Diferenciales y Aplicaciones. XIII Congreso de Matemática Aplicada
International

Authors María del Carmen Calvo Garrido, Andrea Pascucci
Organization Sociedad Española de Matemática Aplicada
Place Castellón de la Plana/Castelló de la Plana (España)

New numerical methods for pricing fixed rate mortgages with prepayment and default options
Mathematical Modelling in Engineering and Human Behaviour 2013
International

Authors M.C. Calvo, Carlos Vázquez Cendón
Place Valencia (España)

Pricing pension plans based on average salary allowing early retirement: modeling and numerical methods
XV Escuela Hispano-Francesa Jacques-Louis Lions sobre Simulación Numérica en Física e Ingeniería (EHF2012)
International

Authors M.C. Calvo, A. Pascucci, Carlos Vázquez Cendón
Place Torremolinos (España)

Numerics and PDEs in Finance
Quantitative Methods in Financial and Insurance Mathematics
International

Authors Carlos Vázquez Cendón, María del Carmen Calvo Garrido
Place Leiden (Países Bajos)

A Lagrange-Galerkin method for the numerical solution of a pension plan based on salary model
Congresso de Métodos Numéricos em Engenharia
International

Authors María del Carmen Calvo Garrido, Carlos Vázquez Cendón
Organization Associaçao Portuguesa de Mecânica Teórica, Aplicada e Computational (APMTAC)
Place Coimbra (Portugal)

Numerical methods to solve a PDE model for pricing pension plans based on average salary with early retirement
International Workshop on Numerical Methods in Computational Finance
International

Authors María del Carmen Calvo Garrido, Carlos Vázquez Cendón
Place Frankfurt (Alemania)

Numerical solution of PDE models for retirement plans based on average salary
Congress SIMAI-SEMA 2010
International

Authors María del Carmen Calvo Garrido, Carlos Vázquez Cendón
Organization Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI)
Place Cagliari (Italia)