Luis A. Seco

University of Toronto

Department of Mathematics

Toronto, Ontario M5S 3E6

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

27

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Principal Component Value at Risk

Mathematical Finance, Vol. 12, pp. 23-43, 2002
Number of pages: 21 Posted: 22 Dec 2002
University of London - Economics, Mathematics and Statistics, Universidad Autónoma de Madrid - Department of Mathematics, University of Toronto and University of Toronto
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Abstract:

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2.

Single and Double Black-Cox for Pricing Risky Debt and Equity with Reorganization

Economic Modelling, Vol. 29, pp. 910-917, 2009
Posted: 04 Mar 2008 Last Revised: 11 Sep 2013
Universidad Pública de Navarra, Ryerson University, University of Toronto and Ryerson University

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First passage model, reorganization, liquidation