| Department | Mathematics |
| Knowledgment area | Applied Mathematics |
| Research | Research group Modelos y métodos numéricos en ingeniería y ciencias aplicadas |
| Research lines | No data available from Curriculum Management System at UDC. (SUXI). |
| Contacto | UDC directory |
| Orcid id0000-0002-2687-0077 ResearcherIDF-2551-2016 Scopus35766986800 | |
This section shows the teaching given in degrees, masters and other officers studies in last 6 years.
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
| Advanced Calculus | Core | 0 | 48 |
| Fundamentals of Mathematics | Core | 0 | 88 |
| Mathematics | Core | 0 | 16 |
| Mathematics 1 | Core | 0 | 48 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Advanced Calculus
Degree in Nanoscience and Nanotechnology
|
Core | 0 | 56 |
|
Fundamentals of Mathematics
Degree in Nanoscience and Nanotechnology
|
Core | 0 | 68 |
|
Mathematics
Degree in Biology
|
Core | 0 | 16 |
|
Mathematics 1
Concurrent Programme of Studies for Degree in Biology and Degree in Chemistry
Degree in Chemistry by the University of A Coruña
|
Core | 0 | 48 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Advanced Calculus
Degree in Nanoscience and Nanotechnology
|
Core | 0 | 48 |
|
Fundamentals of Mathematics
Degree in Nanoscience and Nanotechnology
|
Core | 0 | 68 |
|
Mathematics 1
Concurrent Programme of Studies for Degree in Biology and Degree in Chemistry
Degree in Chemistry by the University of A Coruña
|
Core | 0 | 48 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Mathematics
Degree in Biology
|
Core | 0 | 80 |
|
Mathematics 1
Concurrent Programme of Studies for Degree in Biology and Degree in Chemistry
Degree in Chemistry by the University of A Coruña
|
Core | 0 | 46 |
|
Mathematics I
Degree in Marine Technologies
|
Core | 0 | 100 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Linear Algebra
Automation and Industrial Electronics Engineering
Degree in Electrical Engineering
|
Core | 0 | 57 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Calculus
Automation and Industrial Electronics Engineering
Degree in Electrical Engineering
|
Core | 0 | 81 |
|
Differential Equations
Automation and Industrial Electronics Engineering
Degree in Electrical Engineering
|
Core | 0 | 138 |
|
Mathematical Modeling in Finance
Máster Universitario en Matemática Industrial
Máster Universitario en Matemática Industrial
|
Optional | 0 | 12 |
Defined tutoring by teacher for 2023/2024 academic course.
| Quarter | Day | Site |
|---|---|---|
| 1st quarter |
Monday
11:00 a 12:00 |
Edif. Anexo (Despaco de Graciela Estévez) |
| 1st quarter |
Tuesday
10:00 a 11:00 |
Edif. Anexo (Despaco de Graciela Estévez) |
| 1st quarter |
Thursday
09:00 a 13:00 |
Edif. Anexo (Despaco de Graciela Estévez) |
No available EOG works or final master thesis directed by current teacher since 2013 year.
Select merit type and year to query research merits.
Métodos matemáticos y simulación numérica en economía y finanzas cuantitativas, biotecnología, medioambiente e ingeniería
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | VÁZQUEZ CENDÓN, CARLOS |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/09/2023 to 31/08/2026 |
AXUDAS PARA A CONSOLIDACIÓN E ESTRUTURACIÓN DE UNIDADES DE INVESTIGACIÓN COMPETITIVAS.GRC 2022
| Funding entity | Consellería de Educación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2022 to 20/11/2025 |
AXUDAS PARA A CONSOLIDACIÓN E ESTRUTURACIÓN DE UNIDADES DE INVESTIGACIÓN COMPETITIVAS.GRC
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2019 to 20/11/2021 |
Axudas para a acreditación, estruturación e mellora de centros de investigación singulares e agrupacións estratéxicas consolidadas do Sistema universitario de Galicia, cofinanciadas polo Fondo Europeo de Desenvolvemento Rexional (Feder), no marco do programa operativo Feder Galicia 2014-2020
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Manuel F. González Penedo |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2016 to 30/11/2019 |
METODOS MATEMATICOS Y SIMULACION NUMERICA PARA RETOS EN FINANZAS CUANTITATIVAS, MEDIOAMBIENTE, BIOTECNOLOGIA Y EFICIENCIA INDUSTRIAL
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Nacionales |
| Dates | From 30/12/2016 to 29/09/2020 |
Cuantificación y Análisis de Riesgos
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Montserrat Guillén |
| Type | Proyecto Programas Nacionales |
| Dates | From 30/12/2016 to 29/12/2019 |
Rede Tecnolóxica de Matemática Industrial
| Funding entity | Dirección General de I+D de la Xunta de Galicia |
| Main researches | Alfredo Bermúdez de Castro López-Varela |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2014 to 31/12/2015 |
Modelado matemático, análisis y simulación numérica de problemas en finanzas y seguros, procesos industriales, biotecnología y medioambiente
| Funding entity | Ministerio de Economía y Competitividad (MINECO) |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2014 to 31/12/2017 |
axudas para a consolidación e estruturación de unidades de investigación competitivas do Sistema universitario de Galicia. Grupos de referencia competitica. GRC2014/044
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2014 to 31/12/2017 |
Modelos, análisis matemático y resolución numérica de algunos problemas en ciencia e ingeniería basados en EDPS (MTM2010-21135-C02-01)
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/01/2011 to 30/06/2015 |
axudas para a consolidación e estruturación de unidades de investigación competitivas do Sistema Universitario de Galicia. Grupos de referencia competitiva. CN2011/004
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2011 to 31/12/2013 |
The stochastic collocation Monte Carlo sampler: Highly efficient sampling from "expensive" distributions
| Authors | Lech A. Grzelak, Jeroen A. S. Witteveen, María Suárez Taboada, C.W. Oosterlee |
| Journal | Quantitative Finance Vol. 19 Num. 2 (pages 339 to 356) |
Numerical methods for PDE models related to pricing and expected lifetime of an extraction project
| Authors | M. Suárez-Taboada, C. Vázquez |
| Journal | DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Vol. 24 Num. 8 (pages 3503 to 3523) |
| DOI | https://doi.org/10.3934/dcdsb.2018254 |
A new mathematical model for pricing a mine extraction project
| Authors | Michele Pignotti, M. Suárez-Taboada, Carlos Vázquez |
| Journal | NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS Vol. 50 (pages 8 to 24) |
Uncertainty Quantification and Heston Model.
| Authors | M. Suárez-Taboada, J.A.S. Witteveen, L. A. Grzelak, Cornelis W. Oosterlee. |
| Journal | Journal of Mathematics in Industry Vol. 8 Num. 5 |
Mathematical Analysis and Numerical Methods for a PDE Model of a Stock Loan Pricing Problem
| Authors | Carlos Vázquez, María Suárez Taboada, Andrea Pascucci |
| Journal | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Vol. 403 Num. 1 (pages 38 to 53) |
| DOI | https://doi.org/10.1016/j.jmaa.2013.02.007 |
Numerical solution of a PDE model for a rachet-cap pricing with BGM interest rate dynamics
| Authors | Carlos Vázquez, María Suárez Taboada |
| Journal | APPLIED MATHEMATICS AND COMPUTATION Vol. 218 Num. 9 (pages 5217 to 5230) |
| DOI | https://doi.org/10.1016/j.amc.2011.11.004 |
Mathematical analysis and numerical methods for a PDE model governing ratchet-cap pricing problems
| Authors | Andrea Pascucci, María Suárez Taboada, Carlos Vázquez |
| Journal | MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 21 (pages 1479 to 1498) |
| DOI | https://doi.org/10.1142/s0218202511005465 |
A numerical method for pricing spread options on LIBOR rates with a PDE model
| Authors | Carlos Vázquez, María Suárez Taboada |
| Journal | MATHEMATICAL AND COMPUTER MODELLING Vol. 52 (pages 1074 to 1080) |
New numerical methods for PDE models related to pricing and expected lifetime of an extraction project
| Authors | M. Suárez-Taboada. C. Vázquez |
| Book |
Proceedings of the 2017 International Conference on Computational and Mathematical Methods in Science and Engineering Publishing: J. Vigo-Aguiar. ISBN: 978-84-617-88694-7 |
| Pages | From 131 to 139 |
Second order finite volume IMEX Runge-kutta schemes for two dimensional parabolic PDEs in finance
XVIII International Conferences on Hiperbolic Problems. Theory, numerics and applications (HYP 2022)
International
| Authors | J.G. López-Salas, M. Suárez-Taboada, Manuel J. Castro Díaz, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez |
| Organization | Universidad de Málaga (UMA) |
| Place | Málaga (España) |
Second order finite volume IMEX-RK numerical methods for 1d models in option pricing
XVIII International Conferences on Hiperbolic Problems. Theory, numerics and applications (HYP 2022)
International
| Authors | J.G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez |
| Organization | Universidad de Málaga (UMA) |
| Place | Málaga (España) |
New mathematical models for pricing a mine extraction project
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International
| Authors | M. Pignotti, M. Suárez-Taboada, C. Vázquez |
| Place | Gijón (España) |
Mining extraction projects: mathematical analysis and numerical methods for new PDE models
3rd International Conference on Computational Finance
International
| Authors | M. Pignotti, M. Suárez-Taboada, C. Vázquez |
| Place | Coruña, A (España) |
New numerical methods for PDE models related to pricing and expected lifetime of an extraction project
17th International Conference on Computational and Mathematical Methods in Sciencien and Engineerging, CMMSE 2017
International
| Authors | M. Suárez-Taboada, C. Vázquez |
| Place | Rota (España) |
Uncertainty Quantification and Heston Model
19th European Conference on Mathematics for Industry (ECMI2016)
International
| Authors | L.A. Grzelak, J.A. Witteveen, M. Suárez-Taboada, C.W. Oosterlee |
| Organization | European Consortium for Mathematics in Industry |
| Place | Santiago de Compostela (España) |
Impact of Heston model parameters by means of Uncertainty Quantification
14th International Conference on Mathematical Methods in Science and Engineering (CMMSE 2014)
International
| Authors | Jeroen A. S. Witteveen, Lech A. Grzelak, C.W. Oosterlee, María Suárez Taboada |
| Place | Rota (España) |
Analysis and numerical solution of a stock loan pricing model
Mathematical Modelling in Engineering and Human Behaviour 2012
International
| Authors | María Suárez Taboada, Carlos Vázquez |
| Place | Valencia (España) |
Analysis and numerical solution of a stock loan pricing model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED
SCIENCES AND ENGINEERING (ECCOMAS 2012)
International
| Authors | Andrea Pascucci, Carlos Vázquez, M. Suárez-Taboada |
| Place | Viena (Austria) |
Mathematical analysis and numerical solution of PDE models for pricing financial products: the case of ratchet caplets
8. VIII Encuentro de la Red de Análisis Funcional. La Manga del Mar Menor, Murcia, 19 - 21 Abril, 2012
National
| Authors | Andrea Pascucci, María Suárez Taboada, Carlos Vázquez |
| Place | San Pedro del Pinatar (España) |
PDE models and methods for interest rate derivatives in LMM framework
Emerging Topics in Dynamical Systems and Partial Differential Equations (DSPDEs'10)
International
| Authors | M. Suárez-Taboada, Carlos Vázquez |
| Place | Barcelona (España) |
Modeling, mathematical analysis and numerical methods for a ratchet cap pricing problem
Congress SIMAI-SEMA 2010
International
| Authors | M. Suárez-Taboada, Carlos Vázquez |
| Organization | Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI) |
| Place | Cagliari (Italia) |
Academic or management positions held by teacher.