Supervised theses (25) Theses supervised by group members

2023

  1. Mathematical models and numerical methods for XVA in multicurrency setting

    Simonella, Roberta

    Supervised by Iñigo Arregui Álvarez y Carlos Vázquez Cendón
  2. Contributions in the acoustic study of fluid-structure interaction problems with porous materials and thin structures

    Sagartzazu Sorazu, Xabier

    Supervised by Luís María Hervella Nieto y Andrés Prieto Aneiros

2020

  1. Numerical characterization of complex materials and vibro-acoustic systems

    Río Martín, Laura del

    Supervised by Andrés Prieto Aneiros

2018

  1. Modelling, mathematical analysis and numerical simulation of problems related to counterparty risk and CVA

    Salvador Mancho, Beatriz

    Supervised by Iñigo Arregui Álvarez y Carlos Vázquez Cendón
  2. Portfolio representation as applied to model points selection for ALM in life insurance

    Ferri, Enrico

    Supervised by Carlos Vázquez Cendón
  3. Contributions to mathematical modelling and numerical simulation of biofilms

    López Núñez, Alejandro

    Supervised by Carlos Vázquez Cendón
  4. New approaches to quantification and management of model risk

    Krajcovicova, Zuzana

    Supervised by Carlos Vázquez Cendón

2017

  1. Numerical study of time-harmonic acoustic problems in layered media using partition of unity finite element methods

    López Pérez, Paula

    Supervised by Luís María Hervella Nieto y Andrés Prieto Aneiros
  2. Mathematical modelling, analysis and numerical simulation for a general class of gene regulatory networks

    Pájaro Diéguez, Manuel

    Supervised by Carlos Vázquez Cendón

2016

  1. Analysis and numerical methods for stochastic volatility models in valuation of financial derivatives

    López Salas, José Germán

    Supervised by Carlos Vázquez Cendón

2014

  1. Mathematical analysis and numerical methods for pricing some pension plans and mortgages

    Calvo Garrido, María del Carmen

    Supervised by Carlos Vázquez Cendón

2013

  1. Drift-free simulation and libor market models

    Pou Bueno, Marta

    Supervised by Carlos Vázquez Cendón

2012

  1. Numerical methods to price interest rate derivatives based on libor market model for forward rates

    Suárez Taboada, María

    Supervised by Carlos Vázquez Cendón

2010

  1. Contributions to the numerical simulation of coupled models in glaciology

    Toja Gómez, Raquel

    Supervised by Carlos Vázquez Cendón

2007

  1. Some contributions in time-harmonic dissipative acoustic problems

    Prieto, Andrés

    Supervised by Luís María Hervella Nieto

2005

  1. Numerical analysis of second order Lagrange-Galerkin schemes. Application to option pricing problems.

    Rodríguez Nogueiras, María

    Supervised by Carlos Vázquez Cendón
  2. Estudio matemático y numérico del modelo de Reynolds Koiter y de los modelos tribológicos en lectura magnética.

    Cendán-Verdes, José-Jesús

    Supervised by Carlos Vázquez Cendón y Iñigo Arregui Álvarez