María Suárez Taboada
María Suárez Taboada
Profesora Departamento de Matemáticas, Investigadora Grupo M2NICA (UDC)
Adresse e-mail validée de udc.es
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Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem
A Pascucci, M Suárez-Taboada, C Vázquez
Journal of Mathematical Analysis and Applications 403 (1), 38-53, 2013
162013
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics
M Suárez-Taboada, C Vázquez
Applied Mathematics and Computation 218 (9), 5217-5230, 2012
152012
Mathematical analysis and numerical methods for a partial differential equations model governing a ratchet cap pricing in the Libor Market Model
A Pascucci, M Suárez-Taboada, C Vázquez
Mathematical Models and Methods in Applied Sciences 21 (07), 1479-1498, 2011
102011
A numerical method for pricing spread options on LIBOR rates with a PDE model
M Suárez-Taboada, C Vázquez
Mathematical and Computer Modelling 52 (7), 1074-1080, 2010
52010
Numerical methods to price interest rate derivatives based on LIBOR market model for forward rates
M Suárez Taboada
Universidade da Coruña, 2012
2012
Numerical Binomial Trees for Markovian functional Swap Market Models: calibration and pricing of interest rate derivatives
CV C. Calvo-Garrido, M. Suárez-Taboada
Proceedings of 1st Hispano-Moroccan Days on Applied Mathematics and …, 2009
2009
Modelado con Black-Scholes y resolución numérica para valorar un contrato tipo Ratchet-Cap
M Suárez-Taboada, C Vázquez
XXI Congreso de Ecuaciones Diferenciales y Aplicaciones XI Congreso de …, 2009
2009
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