PhD María Suárez Taboada  

Profesora contratada doutora (PC-DR)

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 id0000-0002-2687-0077 ResearcherIDF-2551-2016 Scopus35766986800

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
Advanced Calculus
Degree in Nanoscience and Nanotechnology
0 88
Fundamentals of Mathematics
Degree in Nanoscience and Nanotechnology
0 20
Mathematics
Degree in Biology
0 16
Mathematics 1
Concurrent Programme of Studies for Degree in Biology and Degree in Chemistry
Degree in Chemistry by the University of A Coruña
0 48
Subject and involved studies Distance hours Total hours
Advanced Calculus 0 48
Fundamentals of Mathematics 0 88
Mathematics 0 16
Mathematics 1 0 48
Subject and involved studies Distance hours Total hours
Advanced Calculus
Degree in Nanoscience and Nanotechnology
0 56
Fundamentals of Mathematics
Degree in Nanoscience and Nanotechnology
0 68
Mathematics
Degree in Biology
0 16
Mathematics 1
Concurrent Programme of Studies for Degree in Biology and Degree in Chemistry
Degree in Chemistry by the University of A Coruña
0 48
Subject and involved studies Distance hours Total hours
Advanced Calculus
Degree in Nanoscience and Nanotechnology
0 48
Fundamentals of Mathematics
Degree in Nanoscience and Nanotechnology
0 68
Mathematics 1
Concurrent Programme of Studies for Degree in Biology and Degree in Chemistry
Degree in Chemistry by the University of A Coruña
0 48
Subject and involved studies Distance hours Total hours
Mathematics
Degree in Biology
0 80
Mathematics 1
Concurrent Programme of Studies for Degree in Biology and Degree in Chemistry
Degree in Chemistry by the University of A Coruña
0 46
Mathematics I
Degree in Marine Technologies
0 100
Subject and involved studies Distance hours Total hours
Linear Algebra
Automation and Industrial Electronics Engineering
Degree in Electrical Engineering
0 57

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.

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

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

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

Cuantificación y Análisis de Riesgos

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Montserrat Guillén
Type Proyecto Programas Nacionales
Dates From 30/12/2016 to 29/12/2019

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

The stochastic collocation Monte Carlo sampler: Highly efficient sampling from "expensive" distributions

Authors Lech A. Grzelak, Jeroen A. S. Witteveen, María Suárez Taboada, C.W. Oosterlee
Journal Quantitative Finance Vol. 19 Num. 2 (pages 339 to 356)

Numerical methods for PDE models related to pricing and expected lifetime of an extraction project

Authors M. Suárez-Taboada, C. Vázquez
Journal DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Vol. 24 Num. 8 (pages 3503 to 3523)
DOI https://doi.org/10.3934/dcdsb.2018254

A new mathematical model for pricing a mine extraction project

Authors Michele Pignotti, M. Suárez-Taboada, Carlos Vázquez
Journal NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS Vol. 50 (pages 8 to 24)

Uncertainty Quantification and Heston Model.

Authors M. Suárez-Taboada, J.A.S. Witteveen, L. A. Grzelak, Cornelis W. Oosterlee.
Journal Journal of Mathematics in Industry Vol. 8 Num. 5

Mathematical Analysis and Numerical Methods for a PDE Model of a Stock Loan Pricing Problem

Authors Carlos Vázquez, María Suárez Taboada, Andrea Pascucci
Journal JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Vol. 403 Num. 1 (pages 38 to 53)
DOI https://doi.org/10.1016/j.jmaa.2013.02.007

Numerical solution of a PDE model for a rachet-cap pricing with BGM interest rate dynamics

Authors Carlos Vázquez, María Suárez Taboada
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 218 Num. 9 (pages 5217 to 5230)
DOI https://doi.org/10.1016/j.amc.2011.11.004

Mathematical analysis and numerical methods for a PDE model governing ratchet-cap pricing problems

Authors Andrea Pascucci, María Suárez Taboada, Carlos Vázquez
Journal MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 21 (pages 1479 to 1498)
DOI https://doi.org/10.1142/s0218202511005465

A numerical method for pricing spread options on LIBOR rates with a PDE model

Authors Carlos Vázquez, María Suárez Taboada
Journal MATHEMATICAL AND COMPUTER MODELLING Vol. 52 (pages 1074 to 1080)

New numerical methods for PDE models related to pricing and expected lifetime of an extraction project

Authors M. Suárez-Taboada. C. 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

Second order finite volume IMEX Runge-kutta schemes for two dimensional parabolic PDEs in finance
XVIII International Conferences on Hiperbolic Problems. Theory, numerics and applications (HYP 2022)
International

Authors J.G. López-Salas, M. Suárez-Taboada, Manuel J. Castro Díaz, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez
Organization Universidad de Málaga (UMA)
Place Málaga (España)

Second order finite volume IMEX-RK numerical methods for 1d models in option pricing
XVIII International Conferences on Hiperbolic Problems. Theory, numerics and applications (HYP 2022)
International

Authors J.G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez
Organization Universidad de Málaga (UMA)
Place Málaga (España)

New mathematical models for pricing a mine extraction project
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International

Authors M. Pignotti, M. Suárez-Taboada, C. Vázquez
Place Gijón (España)

Mining extraction projects: mathematical analysis and numerical methods for new PDE models
3rd International Conference on Computational Finance
International

Authors M. Pignotti, M. Suárez-Taboada, C. Vázquez
Place Coruña, A (España)

New numerical methods for PDE models related to pricing and expected lifetime of an extraction project
17th International Conference on Computational and Mathematical Methods in Sciencien and Engineerging, CMMSE 2017
International

Authors M. Suárez-Taboada, C. Vázquez
Place Rota (España)

Uncertainty Quantification and Heston Model
19th European Conference on Mathematics for Industry (ECMI2016)
International

Authors L.A. Grzelak, J.A. Witteveen, M. Suárez-Taboada, C.W. Oosterlee
Organization European Consortium for Mathematics in Industry
Place Santiago de Compostela (España)

Impact of Heston model parameters by means of Uncertainty Quantification
14th International Conference on Mathematical Methods in Science and Engineering (CMMSE 2014)
International

Authors Jeroen A. S. Witteveen, Lech A. Grzelak, C.W. Oosterlee, María Suárez Taboada
Place Rota (España)

Analysis and numerical solution of a stock loan pricing model
Mathematical Modelling in Engineering and Human Behaviour 2012
International

Authors María Suárez Taboada, Carlos Vázquez
Place Valencia (España)

Analysis and numerical solution of a stock loan pricing model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED SCIENCES AND ENGINEERING (ECCOMAS 2012)
International

Authors Andrea Pascucci, Carlos Vázquez, M. Suárez-Taboada
Place Viena (Austria)

Mathematical analysis and numerical solution of PDE models for pricing financial products: the case of ratchet caplets
8. VIII Encuentro de la Red de Análisis Funcional. La Manga del Mar Menor, Murcia, 19 - 21 Abril, 2012
National

Authors Andrea Pascucci, María Suárez Taboada, Carlos Vázquez
Place San Pedro del Pinatar (España)

PDE models and methods for interest rate derivatives in LMM framework
Emerging Topics in Dynamical Systems and Partial Differential Equations (DSPDEs'10)
International

Authors M. Suárez-Taboada, Carlos Vázquez
Place Barcelona (España)

Modeling, mathematical analysis and numerical methods for a ratchet cap pricing problem
Congress SIMAI-SEMA 2010
International

Authors M. Suárez-Taboada, Carlos Vázquez
Organization Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI)
Place Cagliari (Italia)

Positions

Academic or management positions held by teacher.

Comisión de Asuntos Económicos e Infraestruturas de la Facultad de Ciencias

Vocal PDI

From 17/03/2023.

Xunta da Facultade de Ciencias

PDI (Membros Natos)

From 15/03/2023.

Consello do Departamento Matemáticas

PDI (Membros Natos)

From 15/03/2023.

Comisión de Titulación del Grado en Química

Vocal PDI

From 17/06/2021.

Consello do Departamento Matemáticas

PDI (Membros Natos)