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 |
| Department | Mathematics |
| Knowledgment area | Applied Mathematics |
| Research | Research group Modelos y métodos numéricos en ingeniería y ciencias aplicadas |
| Research lines | Mathematical models in quantitative finance, valuation of derivative products, equations in partial derivatives, integro-differential equations, numerical methods, stochastic processes |
| Keywords | Quantitative finance, financial mathematics, numerical simulation, derivatives, dynamic hedging, Black/Scholes, finite elements, finite differences |
| Contacto | UDC directory |
| Orcid id0000-0001-7093-9927 ResearcherIDE-9951-2018 Scopus57222600937 | |
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 |
|---|---|---|---|
| Mathematics 1 | Core | 0 | 120 |
| Mathematics I | Core | 0 | 60 |
| Statistics | Compulsory | 0 | 54 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Linear Algebra
Degree in Industrial Technology Engineering
Degree in Mechanical Engineering
Industrial Engineering
|
Core | 0 | 72 |
|
Linear Algebra
Automation and Industrial Electronics Engineering
Degree in Electrical Engineering
|
Core | 0 | 11 |
|
Mathematics I
Engineering Degree in Industrial Design and Product Development
|
Core | 0 | 48.5 |
|
Statistics
Engineering Degree in Industrial Design and Product Development
|
Compulsory | 0 | 59.5 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Mathematics I
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
Concurrent Programme of Studies for Degree in Tourism and Degree in Business Science
Degree in Business Studies
Social and Legal Sciences
|
Core | 0 | 51.5 |
|
Mathematics II
Degree in Economics
Social and Legal Sciences
|
Core | 0 | 67 |
|
Mathematics II
Concurrent Programme of Studies for Degree in Business Management and Administration and Degree in Law
Degree in Bussiness Administration
Social and Legal Sciences
|
Core | 0 | 25 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Linear Algebra
Degree in Industrial Technology Engineering
Degree in Mechanical Engineering
Industrial Engineering
Simultaneous Program of the Degree in Mechanical Ingineering and the Degree in Naval and Ocean Engineering
|
Core | 0 | 57 |
|
Mathematics II
Engineering Degree in Industrial Design and Product Development
|
Core | 0 | 83 |
Defined tutoring by teacher for 2023/2024 academic course.
| Quarter | Day | Site |
|---|---|---|
| 1st quarter |
Tuesday
11:00 a 14:00 |
Despacho 207 (Previa reserva por correo electrónico) |
| 1st quarter |
Wednesday
11:00 a 13:00 |
Despacho 207 (Previa reserva por correo electrónico) |
| 2nd quarter |
Tuesday
11:00 a 14:00 |
Despacho 207 (Previa reserva por correo electrónico) |
| 2nd quarter |
Wednesday
11:00 a 13:00 |
Despacho 207 (Previa reserva por correo electrónico) |
No available EOG works or final master thesis directed by current teacher since 2013 year.
Select merit type and year to query research merits.
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 |
Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs)
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Michael Coulon, Carlos Vázquez |
| Journal | APPLIED MATHEMATICS AND COMPUTATION Vol. 404 (pages 126199 to 126199) |
Numerical Methods for Pricing Renewable Energy Cer¿¿ficates and some Deriva¿ves
IV International Conference on Computational Finance (ICCF2022)
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | BERGISCHE UNIVERSITAET WUPPERTAL |
| Place | Wuppertal (Alemania) |
Numerical Methods for Pricing Renewable Energy Cer¿¿ficates and some Deriva¿ves
IV International Conference on Computational Finance (ICCF2022)
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | BERGISCHE UNIVERSITAET WUPPERTAL |
| Place | Wuppertal (Alemania) |
Model and Numerical Methods for Pricing Renewable Energy Certificate Derivatives
XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática
Aplicada (XXVII CEDYA - XVII CMA)
National
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | Universidad de Zaragoza (UNIZAR) |
| Place | Zaragoza (España) |
Pricing renewable energy certificates and some derivatives
Fields-CFI Workshop on Impacts of Climate Change on Economics, Finance, and Insurance 2022
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez |
| Organization | THE FIELDS INSTITUTE |
| Place | Toronto (Canadá) |
A nonlinear PDE model for pricing Renewable Energy Certificates
21st European Conference on Mathematics for Industry (ECMI 2021)
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Michael Coulon, Carlos Vázquez |
| Place | Online (Alemania) |
A Nonlinear PDE Model for Pricing Renewable Energy Certificates
Canandian Applied and Industrial Mathematics Society 2021 (CAIMS 2021)
International
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Michael Coulon, Carlos Vázquez |
| Organization | Canadian Applied and Industrial Mathematics Society |
| Place | Waterloo (Canadá) |
PDE model and numerical methods for pricing Renewable Energy Certificates
XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones / XVI Congreso de Matemática
Aplicada (XXVI CEDYA / XVI CMA)
National
| Authors | María A. Baamonde-Seoane, María del Carmen Calvo Garrido, C. Vázquez |
| Organization | Universidad de Oviedo (UNIOVI) |
| Place | Gijón (España) |
Free boundary SABR model for possible negative rates: computation of the volatility surface
XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones / XVI Congreso de Matemática
Aplicada (XXVI CEDYA / XVI CMA)
National
| Authors | María A. Baamonde-Seoane, Carlos Vázquez |
| Organization | Universidad de Oviedo (UNIOVI) |
| Place | Gijón (España) |
Academic or management positions held by teacher.