PhD María de los Angeles Baamonde Seoane  

Profesora sustituta (P-SUS-LOSU)

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

Teaching

Subjects taught

This section shows the teaching given in degrees, masters and other officers studies in last 6 years.

Subject and involved studies Distance hours Total hours
Mathematics 1
Degree in Naval Architecture and Ocean Engineering
Simultaneous Program of the Degree in Mechanical Ingineering and the Degree in Naval and Ocean Engineering
0 120
Mathematics I
Engineering Degree in Industrial Design and Product Development
0 60
Statistics
Engineering Degree in Industrial Design and Product Development
0 54
Subject and involved studies Distance hours Total hours
Linear Algebra
Degree in Industrial Technology Engineering
Degree in Mechanical Engineering
Industrial Engineering
0 72
Linear Algebra
Automation and Industrial Electronics Engineering
Degree in Electrical Engineering
0 11
Mathematics I
Engineering Degree in Industrial Design and Product Development
0 48.5
Statistics
Engineering Degree in Industrial Design and Product Development
0 59.5
Subject and involved studies 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
0 51.5
Mathematics II
Degree in Economics
Social and Legal Sciences
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
0 25
Subject and involved studies 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
0 57
Mathematics II
Engineering Degree in Industrial Design and Product Development
0 83

Defined tutoring by teacher for 2024/2025 academic course.

Ferrol Engineering Polytechnic University College

Quarter Day Site
1st quarter Monday
10:30 a 13:30 		Despacho 207 (Previa reserva por correo electrónico)
1st quarter Tuesday
12:30 a 14:00 		Despacho 207 (Previa reserva por correo electrónico)
1st quarter Wednesday
12:30 a 14:00 		Despacho 207 (Previa reserva por correo electrónico)
2nd quarter Tuesday
16:00 a 19:00 		Despacho 207 (Previa reserva por correo electrónico)
2nd quarter Wednesday
16:00 a 19:00 		Despacho 207 (Previa reserva por correo electrónico)
2nd chance Tuesday
16:00 a 19:00 		Despacho 207 (Previa reserva por correo electrónico)

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 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

Model and numerical methods for pricing renewable energy certificate derivatives

Authors María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez
Journal Communications in Nonlinear Science and Numerical Simulation Vol. 118
DOI https://doi.org/10.1016/j.cnsns.2022.107066

Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method

Authors María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez
Journal Journal of Computational and Applied Mathematics Vol. 422
DOI https://doi.org/10.1016/j.cam.2022.114891

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)

Positions

Academic or management positions held by teacher.

Consello do Departamento Matemáticas

PDI (Membros Natos)

From 19/09/2023.

Consello do Departamento Matemáticas

PDI (Membros Natos)

From 15/03/2023 to 31/08/2023.

Consello do Departamento Matemáticas

PDI (Membros Natos)

From 12/09/2022 to 14/03/2023.

Consello do Departamento Economía

PDI (Membros Natos)