PhD Beatriz Salvador Mancho  

(INT-SU)

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

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
Mathematics I 125
Subject and involved studies Total hours
Calculus
Degree in Computer Engineering
60
Subject and involved studies Total hours
Calculus
Degree in Computer Engineering
60

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.

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

A Monte Carlo approach to American options pricing including counterparty risk

Authors Iñigo Arregui, B. Salvador, Carlos Vázquez
Journal INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 96 Num. 11 (pages 2157 to 2176)

Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation

Authors Iñigo Arregui, B. Salvador, Daniel Sevcovic, Carlos Vázquez
Journal COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 76 Num. 4 (pages 725 to 740)

A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty

Authors Iñigo Arregui, B. Salvador, Carlos Vázquez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 318 (pages 491 to 503)
DOI https://doi.org/10.1016/j.cam.2016.01.056

PDE models and numerical methods for total value adjustment in European and American options with counterparty risk

Authors Iñigo Arregui, B. Salvador, Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 308 (pages 31 to 53)
DOI https://doi.org/10.1016/j.amc.2017.03.008

CVA computing by PDE models

Authors I. Arregui. B. Salvador. Carlos Vázquez
Book Numerical Analysis and its Applications
Publishing: SPRINGER.
ISBN: 978-3-319-57099-0
Pages From 15 to 24

A numerical strategy for telecommunications networks capacity planning

Authors I. Arregui. B. Salvador. Carlos Vázquez
Book Proceedings of the 2015 International Conference on Computational and Mathematical Methods in Science and Engineering
Publishing: J. Vigo-Aguiar.
ISBN: 978-84-617-2230-3
Pages From 152 to 159

XVA modeling with nonlinear PDEs and its numerical solution
Actuarial and Financial Mathematics Conference
International

Authors I. Arregui, B. Salvador, C. Vázquez
Place Bruselas (Bélgica)

Pricing XVA for European and American options with (non)linear PDEs
Stochastic Dynamical Models in Mathematical Finance, Econometrics and Actuarial Sciences
International

Authors I. Arregui, B. Salvador, C. Vázquez
Place Lausanne (Suiza)

PDE models for total value adjustment in European and American options
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National

Authors I. Arregui, B. Salvador, C. Vázquez
Place Cartagena (España)

PDE models and numerical methods for XVA in European and American options with stochastic intensities of default
Second International Conference on Computational Finance - ICCF2017
International

Authors I. Arregui, B. Salvador, C. Vázquez
Place Lisboa (Portugal)

PDEs and numerical methods for XVA computing
Sixth Conference on Numerical Analysis and Applications - NAA'16
International

Authors I. Arregui, B. Salvador, C. Vázquez
Place Lozenetz (Bulgaria)

PDE models and numerical methods for XVA computing
Research in Options 2015
International

Authors I. Arregui, B. Salvador, C. Vázquez
Place Rio de Janeiro (Brasil)

A numerical strategy for telecommunications networks capacity planning
15th INTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS ON SCIENCE AND ENGINEERING (CMMSE 2015)
International

Authors I. Arregui, B. Salvador, C. Vázquez
Organization UNIVERSIDAD DE SALAMANCA
Place Rota (España)