Luis Seco

Extreme Value Theory techniques for scenario generation

Leave a Comment / Market Risk, Publications / By Luis Seco

Extreme Value Theory techniques for scenario generation

Gaussian Processes for Financial Time Series, a C++ Implementation

Leave a Comment / Market Risk, Publications / By Luis Seco

Gaussian Processes for Financial Time Series, a C++ Implementation

Mathematical Problems in the Theory of Incomplete Markets

Leave a Comment / Incomplete Markets, Publications / By Luis Seco

Mathematical Problems in the Theory of Incomplete Markets

Applications of Optimization to Mathematical Finance

Leave a Comment / Incomplete Markets, Publications / By Luis Seco

Applications of Optimization to Mathematical Finance

Review of CDOs Pricing Models

Leave a Comment / Credit Derivatives, Publications / By Luis Seco

Review of CDOs Pricing Models

Defaultable Forward Contracts

Leave a Comment / Credit Derivatives, Publications / By Luis Seco

Defaultable Forward Contracts

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