| 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 id0000-0002-2456-4092 ResearcherIDAAB-4239-2019 Scopus57196839648 | |
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 |
|---|---|---|---|
| Continuum Mechanics | Optional | 0 | 21 |
| Final Year Dissertation. Mention in Software Engineering | Compulsory | 0 | 1.5 |
| Master's Dissertation | Compulsory | 0 | 63 |
| Numerical Methods for Computing | Optional | 0 | 42 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Calculus
Degree in Computer Engineering
|
Core | 0 | 40 |
|
Continuum Mechanics
Máster Universitario en Matemática Industrial
|
Optional | 0 | 21 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 44.5 |
|
Numerical Methods for Computing
Degree in Computer Engineering
|
Optional | 0 | 42 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Calculus
Degree in Computer Engineering
|
Core | 0 | 20 |
|
Continuum Mechanics
Máster Universitario en Matemática Industrial
|
Optional | 0 | 21 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 40 |
|
Numerical Methods for Computing
Degree in Computer Engineering
|
Optional | 0 | 42 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Continuum Mechanics
Máster Universitario en Matemática Industrial
|
Optional | 0 | 21 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 49 |
|
Numerical Methods for Computing
Degree in Computer Engineering
|
Optional | 0 | 42 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Calculus
Degree in Computer Engineering
|
Core | 0 | 20 |
|
Continuum Mechanics
Máster Universitario en Matemática Industrial
|
Optional | 0 | 21 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 39 |
|
Numerical Methods for Computing
Degree in Computer Engineering
|
Optional | 0 | 42 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Calculus
Degree in Computer Engineering
|
Core | 0 | 10 |
|
Continuum Mechanics
Máster Universitario en Matemática Industrial
|
Optional | 0 | 21 |
|
Master's Dissertation
Máster Universitario en Matemática Industrial
|
Compulsory | 0 | 29 |
|
Numerical Methods for Computing
Degree in Computer Engineering
|
Optional | 0 | 42 |
Defined tutoring by teacher for 2024/2025 academic course.
| Quarter | Day | Site |
|---|---|---|
| 1st quarter |
Tuesday
09:30 a 11:30 |
D 2.09 |
| 1st quarter |
Wednesday
09:30 a 11:30 |
D 2.09 |
| 1st quarter |
Friday
09:30 a 11:30 |
D 2.09 |
| 2nd quarter |
Wednesday
09:30 a 12:30 |
D2.09 |
| 2nd quarter |
Thursday
09:30 a 12:30 |
D2.09 |
| 2nd chance |
Tuesday
09:30 a 11:30 |
D 2.09 |
| 2nd chance |
Wednesday
09:30 a 11:30 |
D 2.09 |
| 2nd chance |
Thursday
09:30 a 11:30 |
D 2.09 |
Directed or codirected by current teacher since 2013 year.
| High-order finite element method for the valuation of financial products |
| Welding simulations with ANSYS Workbench |
| Implementation of electricity price forecasting models in the futures market |
| DNS of bubble swarms using an Eulerian-Lagrangian method. Turbulence length scale and spectral energy transfer |
| Numerical simulation of some ship anchoring related phenomena |
| The stochastic local volatility model for pricing FX-TARN options |
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 |
Métodos matemáticos y computacionales para nuevos retos en finanzas cuantitativas, mediambiente, biotecnología e ingeniería
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | Vázquez Cendón, Carlos |
| Type | Proyecto Programas Nacionales |
| Dates | From 01/06/2020 to 31/05/2023 |
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 |
Axuda para a acreditación, estruturación e mellora de centros de investigación do Sistema universitario de Galicia
| Funding entity | CONSELLERIA DE EDUCACIÓN, UNIVERSIDADE E FORMACIÓN PROFESIONAL |
| Main researches | Manuel Francisco González Penedo |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/12/2019 to 28/02/2023 |
Valuation Adjustments for Improved Risk Management (ABC-EU-XVA)
| Funding entity | Union Europea |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto UE |
| Dates | From 01/11/2018 to 31/10/2022 |
Rede Tecnolóxica de Matemática Industrial TMATI (R2016/051)
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | Alfredo Bermúdez de Castro López-Varela |
| Type | Proyecto Programas Autonomicos |
| Dates | From 01/01/2017 to 30/11/2018 |
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 |
Applied Mathematics for risk measures in finance and insurance, in the wake of the crisis (WAKEUPCALL)
| Funding entity | Union Europea |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto UE |
| Dates | From 01/01/2015 to 31/12/2018 |
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 |
Modelo matemático y simulación numérica de procesos en finanzas cuantitativas y mecánica.
| Funding entity | Dirección Xeral de Investigación, Desenvolvemento e Innovación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Otros Programas |
| Dates | From 02/12/2009 to 01/12/2012 |
MÉTODOS MATEMÁTICOS Y NUMÉRICOS PARA MODELOS DE ECUACIONES EN DERIVADAS PARCIALES NO LINEALES Y ACOPLADAS EN FINANZAS, MECÁNICA Y MEDIOAMBIENTE.
| Funding entity | Ministerio de Ciencia e Innovación |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Otros Programas |
| Dates | From 01/10/2007 to 31/12/2010 |
Modelos y métodos numéricos en Ingeniería y Ciencias Aplicadas (M2NICA)
| Type | Proyecto Otros Programas |
| Dates | From 31/08/2007 to 15/11/2010 |
Análisis matemático y numérico de modelos térmicos, mecánicos e hidrodinámicos acoplados: aplicaciones en combustión, glaciología y tribología. (INCENTIVO)
| Type | Proyecto Otros Programas |
| Dates | From 13/07/2005 to 13/07/2008 |
Modelos acoplados termomecánicos y termohidrodinámicos en tribología y glaciología: Análisis matemático y resolución numérica. MATERTRIGLA
| Type | Proyecto Otros Programas |
| Dates | From 23/05/2002 to 23/05/2005 |
Modelos acoplados termomecánicos y termohidrodinámicos en Tribología y Glaciología. Análisis matemático y resolución numérica (Incentivo BFM2001-3261-C02-02)
| Funding entity | Secretaria Xeral de Investigación e Desenvolvemento Tecnolóxico |
| Main researches | Carlos Vázquez Cendón |
| Type | Proyecto Otros Programas |
| Dates | From 01/01/2002 to 31/12/2004 |
Análisis matemático y numérico de los efectos elásticos en los modelos hidrodinámicos en Tribología
| Type | Proyecto Otros Programas |
| Dates | From 24/07/2001 to 31/12/2002 |
Problemas acoplados en lubricación elastohidrodinámica: modelado y simulación numérica de grandes desplazamientos en el dispositivo eje-cojinete
| Type | Proyecto Otros Programas |
| Dates | From 19/05/2000 to 19/05/2001 |
Problemas acoplados en lubricación elastohidrodinamica:modelado y simulación numérica de grandes desplazamientos en el dispositivo eje-cojinete.
| Type | Proyecto Otros Programas |
| Dates | From 06/05/1999 to 06/05/2000 |
Estudio matemático y numérico de problemas acoplados con fronteras libres : Aplicaciones a la Glaciología y a la Tribología
| Funding entity | Dirección Xeral de Universidades |
| Type | Proyecto Otros Programas |
| Dates | From 01/01/1997 to 01/01/2000 |
Estudio matemático y numérico de problemas acoplados con fronteras libres : Aplicaciones a la Glaciología y a la Tribología
| Funding entity | Comisión Interministerial de Ciencia y Tecnología (CICYT) |
| Type | Proyecto Otros Programas |
| Dates | From 01/12/1997 to 01/12/2000 |
Numerical simulation of a time dependent lubrication problem arising in magnetic reading processes
| Authors | I. Arregui, J.J. Cendán, M. González |
| Journal | DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Vol. 17 Num. 7 (pages 2436 to 2449) |
| DOI | https://doi.org/10.3934/dcdss.2023083 |
Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework
| Authors | Iñigo Arregui, Roberta Simonella, Carlos Vázquez |
| Journal | Communications in Nonlinear Science and Numerical Simulation Vol. 130 |
| DOI | https://doi.org/10.1016/j.cnsns.2023.107725 |
Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk
| Authors | I. Arregui, Álvaro Leitao, B. Salvador, C. Vázquez |
| Journal | INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 101 Num. 8 (pages 821 to 841) |
| DOI | https://doi.org/10.1080/00207160.2023.2172322 |
Total value adjustment for European options in a multi¿currency setting
| Authors | Iñigo Arregui, Roberta Simonella, Carlos Vázquez |
| Journal | Applied Mathematics and Computation Vol. 413 |
| DOI | https://doi.org/10.1016/j.amc.2021.126647 |
PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution
| Authors | Iñigo Arregui, B. Salvador, Daniel Sevcovic, Carlos Vázquez |
| Journal | COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 79 Num. 5 (pages 1525 to 1542) |
A stochastic local volatility technique for TARN options
| Authors | Iñigo Arregui, Jonatan Ráfales |
| Journal | INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 97 Num. 5 (pages 1133 to 1149) |
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) |
A local discontinuous Galerkin method for the compressible Reynolds lubrication equation
| Authors | Iñigo Arregui, J.J. Cendán, María González Taboada |
| Journal | Applied Mathematics and Computation Vol. 349 (pages 337 to 347) |
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk
| Authors | Iñigo Arregui, B. Salvador, Daniel Sevcovic, Carlos Vázquez |
| Journal | COMPTES RENDUS MATHEMATIQUE Vol. 357 Num. 3 (pages 252 to 257) |
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 |
Evaluation of the optimal utility of some investment projects with irreversible environmental effects
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Journal | PURE AND APPLIED GEOPHYSICS Vol. 172 Num. 1 (pages 149 to 165) |
| DOI | https://doi.org/10.1007/s00024-014-0900-1 |
A nonlinear bilaplacian equation with hinged boundary conditions and very weak solutions: analysis and numerical solution
| Authors | Arregui, Inigo, Ildefonso Diaz, Jesus, Vazquez, Carlos |
| Journal | REVISTA DE LA REAL ACADEMIA DE CIENCIAS: SERIE A: MATEMÁTICAS Vol. 108 Num. 2 (pages 867 to 879) |
| DOI | https://doi.org/10.1007/s13398-013-0148-0 |
Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Journal | MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 99 (pages 190 to 202) |
| DOI | https://doi.org/10.1016/j.matcom.2013.04.001 |
Numerical solution of an optimal investment problem with proportional transaction costs
| Authors | Carlos Vázquez, Íñigo Arregui Álvarez |
| Journal | Journal of Computational and Applied Mathematics Vol. 236 Num. 12 (pages 2923 to 2937) |
| DOI | https://doi.org/10.1016/j.cam.2012.01.029 |
Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects
| Authors | Carlos Vázquez, Íñigo Arregui Álvarez, A. Acción |
| Journal | Applied Mathematics and Computation Vol. 215 Num. 9 (pages 3461 to 3472) |
Numerical solution of a 1-D elastohydrodynamic problem in magnetic storage devices
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez, J.J. Cendán, Carlos Parés |
| Journal | RAIRO-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE Vol. 42 (pages 645 to 665) |
Numerical simulation of head/tape magnetic reading devices by a new 2-D model
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Journal | FINITE ELEMENTS IN ANALYSIS AND DESIGN Vol. 43 (pages 311 to 320) |
A duality method for the compressible Reynolds equation. Application to simulation of read/write processes in magnetic storage devices
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Journal | Journal of Computational and Applied Mathematics Vol. 175 Num. 1 (pages 31 to 40) |
Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Journal | MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS Vol. 36 Num. 2 (pages 325 to 343) |
Existence of solution of an elastohydrodynamic Reynolds-Koiter model.
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Journal | COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE Vol. 333 Num. 1 (pages 1047 to 1052) |
Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal-beaing.
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Journal | COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 190 Num. - (pages 2051 to 2062) |
An Eulerian Approach for large displacements of thin shells including geometrical non-linearities
| Authors | Íñigo Arregui Álvarez, Philippe Destuynder, Michel Salaün |
| Journal | COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 140 Num. - (pages 361 to 381) |
Third International Conference on Computational Finance. Book of abstracts
| Publishing | Publicaciones UDC, (España) |
| ISBN | 978¿84¿9749¿725¿1 |
Numerical Simulation in Physics and Engineering. Proceedings of the XIV Spanish-French Jacques-Louis Lions School
| Publishing | Universidade da Coruña, Servizo de Publicacións, Coruña, A (España) |
| ISBN | 978-84-9749-420-5 |
Application of a Local Discontinuous Galerkin Method to the 1D Compressible Reynolds Equation
| Authors | Iñigo Arregui. J.J. Cendán. M. González |
| Book |
Recent Advances in Differential Equations and Applications Publishing: Springer. ISBN: 978-3-030-00341-8 |
| Pages | From 63 to 75 |
A stochastic local volatility technique for TARN option
| Authors | Iñigo Arregui. Jonatan Ráfales |
| Book |
Proceedings of the 18th International Conference on Computational and Mathematical Methods in Science and Engineering Publishing: J. Vigo-Aguiar. ISBN: 978-84-697-7861-6 |
| Pages | From 1 to 1 |
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 |
Numerical methods for nonlinear option pricing models with variable transaction costs
| Authors | I. Arregui. D. Sevcovic. Carlos 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 |
Numerical solution of an optimal investment problem with transaction costs
| Authors | Íñigo Arregui Álvarez. 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 120 to 126 |
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 |
Mathematical models and numerical methods for XVA in multi-currency setting
| Autor | Roberta Simonella |
| Director/s | Iñigo Arregui Álvarez; Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente Cum Laude |
Modeling, mathematical analysis and numerical simulation of problems related to counterparty risk and CVA
| Autor | Beatriz Salvador Mancho |
| Director/s | Iñigo Arregui Álvarez; Carlos Vázquez Cendón |
| Scope | Facultad de Informática |
| Qualification | Sobresaliente Cum Laude |
Estudio matemático y numérico del modelo de Reynolds-Koiter y de los modelos tribológicos en lectura magnética
| Autor | J.Jesús Cendán Verdes |
| Director/s | Íñigo Arregui Álvarez;Carlos Vázquez Cendón |
| Scope | Matemáticas |
| Qualification | Sobresaliente Cum Laude |
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) |
XVA Modelling and Computing in a Multicurrency Setting
21st IMACS World Congress
International
| Authors | I. Arregui, Roberta Simonella, C. Vázquez |
| Place | Roma (Italia) |
On the numerical solution of the compressible Reynolds equation
Applied Mathematics for Engineering Sciences (AMES 2022)
National
| Authors | I. Arregui, J.J. Cendán, M. González |
| Organization | La Rochelle Université |
| Place | La Rochelle (Francia) |
Total value adjustment in a multi-currency setting with deterministic FX rates. Modelling and numerical computing
IV International Conference on computational Finance (ICCF 2022).
International
| Authors | I. Arregui, Roberta Simonella, C. Vázquez |
| Organization | BERGISCHE UNIVERSITAET WUPPERTAL |
| Place | Wuppertal (Alemania) |
Modeling mathematical analysis and numerical simulation of problems related to XVA
IV International Conference on computational Finance (ICCF 2022).
International
| Authors | B. Salvador, C. Vázquez, I. Arregui, Álvaro Leitao, C.W. Oosterlee, D. Sevcovic |
| Organization | BERGISCHE UNIVERSITAET WUPPERTAL |
| Place | Wuppertal (Alemania) |
Modelling and Computing the XVA for Several European Options in a Multi-Currency Setting
21st European Conference on Mathematics for Industry (ECMI 2021)
International
| Authors | I. Arregui, Roberta Simonella, C. Vázquez |
| Place | Online (Alemania) |
XVA for American options with two stochastic factors: modelling, mathematical analysis and numerical methods
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International
| Authors | I. Arregui, B. Salvador, D. Sevcovic, Carlos Vázquez |
| Place | Gijón (España) |
Pricing TARN options with a local stochastic volatility model
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International
| Authors | I. Arregui, Jonatan Ráfales |
| Place | Gijón (España) |
Computational advances in financial mathematics for valuation adjustments (XVA)
ALGORITHMY 2020
International
| Authors | Arregui, Inigo, B. Salvador, Daniel Sevcovic, C. Vázquez |
| Place | Podbanske (Eslovaquia) |
PDE models for American options with total value adjustment and two stochastic factors
International Conference on Computational Finance 2019 (ICCF2019)
International
| Authors | I. Arregui, B. Salvador, D. Sevcovic, C. Vázquez |
| Organization | Universidade da Coruña (UDC) |
| Place | Coruña, A (España) |
A stochastic local volatility technique for TARN options
18th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2018)
International
| Authors | I. Arregui, Jonatan Ráfales |
| Place | Rota (España) |
Total value adjustment for European options with two stochastic factors
16th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM2018)
International
| Authors | Iñigo Arregui, B. Salvador, D. Sevcovic, Carlos Vázquez |
| Place | Rodas (Grecia) |
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) |
Solution of the 1D compressible Reynolds equation by a discontinuos Galerkin method
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National
| Authors | I. Arregui, J.J. Cendán, M. González |
| Place | Cartagena (España) |
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) |
Numerical methods for nonlinear option pricing models with variable transaction costs
17th International Conference on Computational and Mathematical Methods in Sciencien and Engineerging, CMMSE 2017
International
| Authors | I. Arregui, D. Sevcovic, C. Vázquez |
| Place | Rota (España) |
PDE models for optimal investment under uncertainty with environmental effects
Second International Conference on Computational Finance - ICCF2017
International
| Authors | I. Arregui, C. Vázquez |
| Place | Lisboa (Portugal) |
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) |
Numerical solution of an optimal investment problem with transaction costs
11th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2011
International
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Organization | Universidad de Salamanca |
| Place | Benidorm (España) |
Modelling and numerics in investment problems with proportional transaction costs
Workshop on Models and Numerics in Financial Mathematics
International
| Authors | I. Arregui, C. Vázquez |
| Organization | Lorentz Center |
| Place | Leiden (Países Bajos) |
Algunas matemáticas aplicadas al sector financiero
Matemáticas como pivote entre la Ciencia y la Tecnología
International
| Authors | I. Arregui, C. Vázquez |
| Organization | UNIVERSIDAD COMPLUTENSE DE MADRID |
| Place | Escorial, El (España) |
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) |
Investment under uncertainty with environmental effects
Mathematics and Geosciences: Local and global perspectives (MATHGEO2013)
International
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Place | Madrid (España) |
Adaptive solution of a elastohydrodynamic problem arising in magnetic reading devices
V International Conference on Coupled Problems in Science and Engineering
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Organization | International Center for Numerical Methods in Engineering |
| Place | Eivissa (España) |
El método de los elementos finitos en Python
III Jornadas Sage-Python
National
| Authors | Íñigo Arregui Álvarez, Ana M. Ferreiro Ferreiro, José A. García |
| Place | Vigo (España) |
Técnicas de refinamiento y multimalla para la simulación de dispositivos de lectura magnética
XXII Congreso de Ecuaciones Diferenciales (CEDYA)-XII Congreso de Matemática Aplicada
National
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Organization | Universidad de las Islas Baleares (UIB) |
| Place | Palma (España) |
Adaptive numerical methods for an elastohydrodynamic problem arising in magnetic reading devices
5. International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources (MAMERN 11)
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Place | Saidia (Marruecos) |
A linguaxe PYTHON como ferramenta para a docencia das Matemáticas en Secundaria e Bacherelato
V Congreso de Educación Matemática de AGAPEMA
International
| Authors | Jose Antonio García-Rodríguez, Íñigo Arregui Álvarez, A.M. Ferreiro-Ferreiro |
| Place | Ferrol (España) |
Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
European Multigrid 2010 (EMG2010)
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Place | Ischia (Italia) |
Numerical solution of a free boundary problem associated to investments with irreversible environmental effects.
3er International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources
International
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez, Antonio Acción Penas |
| Place | Pau (Francia) |
Mathematical model and numerical simulation of an elastohydrodynamical problem arising in magnetic reading
International Workshop on Modelling and Numerical Methods in Lubrication Technologies
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Organization | Universidade da Coruña (UDC) |
| Place | Coruña, A (España) |
Resolución numérica de un problema de frontera libre asociado a inversiones con efectos medioambientales irreversibles
XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
National
| Authors | Antonio Acción Penas, Íñigo Arregui Álvarez, Carlos Vázquez |
| Place | Sevilla (España) |
Optimization of a duality method for the compressible Reynolds equation
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Parés Madroñal, Carlos Vázquez |
| Place | Santiago de Compostela (España) |
Modelos acoplados de procesos elastohidrodinámicos en lectura magnética
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez, Carlos Parés Madroñal |
| Organization | Universidad Carlos III de Madrid |
| Place | España |
Un método numérico para la ecuación no lineal de Reynolds en dispositivos magnéticos
Nuevos retos y perspectivas en la dinámica no lineal: sus aplicaciones
National
| Authors | J.J. Cendán, Íñigo Arregui Álvarez, Carlos Vázquez |
| Place | Toledo (España) |
A duality method for the compressible Reynolds equiation. Application to simulation of read/write processes in magnetic storage devices
International Conference of Computational Methods in Sciences and Engineering
International
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Place | Kastoria (Grecia) |
Existencia de solución del nuevo modelo de Reynolds-Koiter para dispositivos eje-cojinete elásticos.
17 Congreso de Ecuaciones Diferenciales y Aplicaciones/ 7 Congreso de Matemática Aplicada.
National
| Authors | Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez |
| Place | Salamanca (España) |
Simulación Numérica del Eje- Cojinete con el Nuevo Modelo Elastohidrodinámico de Reynolds- Koiter
XVI Congreso de Ecuaciones Diferenciales y Aplicaciones. VI Congreso de Matemática Aplicada
National
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Place | España |
Numerical Simulation of Reynolds-Hertz an Reynolds-Koiter elastohydrodinamic coupled models
Fourth World Congress on Computational Mechanics
International
| Authors | Íñigo Arregui Álvarez, José Durany Castillo, Guillermo García, Carlos Vázquez |
| Place | Buenos Aires (Argentina) |
Coques minces en grands déplacements: prise en compte des non-linéarités géométriques par une formulation eulérienne
Congreso STRUCOME
International
| Authors | Íñigo Arregui Álvarez, Ph. Destuynder, M. Salaün |
| Place | París (Francia) |
Une formulation eulérienne pour les coques minces en grands déplacements
II Congrés National en Calcul des Structures
National
| Authors | Íñigo Arregui Álvarez, Ph. Destuynder, M. Salaün |
| Place | Francia |
Grandes desplazamientos de láminas delgadas. Aproximación de movimientos inestables
XIV Congreso de Ecuaciones Diferenciales y Aplicaciones - IV Congreso de Matemática Aplicada
National
| Authors | Íñigo Arregui Álvarez, Ph. Destuynder, M. Salaün |
| Place | Vic (España) |
Academic or management positions held by teacher.