Álvaro Leitao Rodríguez  

(PR-JC)

Department Mathematics
Knowledgment area Applied Mathematics
Research  Research group Modelos y métodos numéricos en ingeniería y ciencias aplicadas
Research lines Computational finanze
Contacto UDC directory
Orcid id0000-0002-3442-4587 ResearcherIDB-4464-2018 Scopus0000-0002-3

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 80

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.

Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs

Authors José Luis Fernández Pérez, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Álvaro Leitao, Jose German Lopez Salas, Carlos Vázquez
Journal MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 94 (pages 55 to 75)