» FINANCE & ACCOUNTING «
SERGIO S. CAO
sergio.cao@up.edu.ph

Professor
Chancellor, UP Diliman
EDUCATION:
Doctor of Philosophy (Mathematics), 1991
University of the Philippines, Diliman, Quezon City, Philippines
Masters of Science (Mathematics), 1986
University of the Philippines, Diliman, Quezon City, Philippines
Bachelor of Science (Mathematics), cum laude, 1982
University of the Philippines, Diliman, Quezon City, Philippines
FIELD OF EXPERTISE:

Finance

RECENT RESEARCH AND PUBLICATIONS:

Published

“Cost-Volume-Profit Analysis.” In Management Accounting and Control: Text and Philippine Cases, eds. Erlinda S. Echanis, Rafael A. Rodriguez and Manuel A. Tipgos, 325-355.  Manila: Development Center for Finance, FINEX Research and Development Foundation, Inc. and FINEX-PACSB-CB-FUND, 2002. 

“Value at Risk: An Introduction.” DCF Technical Notes. Vol. 1, No. 1, April 1999. 

Co-authored with Wu Congxin & Yao Xiaobo, “The Vector-valued Integrals of Henstock and Denjoy.”  Journal of Mathematical Sciences, vol. 24 no. 4, 1995, 13-22.  Malaysia:University of Kebangsaan Malaysia.

“On the Henstock-Bochner Integral.” Southeast Asian Bulletin of Mathematics, Special Issue 1993, 1-3.

“The Henstock Integral of Banach-valued Functions.” Southeast Asian Bulletin on Mathematics vol. 16 no. 1, 1992, 35-40.

“Henstock Lemma in Finite Dimensional Space.” Matimyas Matematika vol. 15 no. 1, 1992, 17-21.

Unpublished

“Yield Curve Modeling.” Professorial Chair Lecture, U.P. College of Business Administration, 2001.

“Numerical Procedures in Option Pricing,” Professorial Chair Lecture, U.P. College of Business Administration, 2000.

“On Vector-valued Henstock and Denjoy Integrals,” June 25, 1994.

“Banach-valued Henstock Integration,” June 25, 1993.

“On the Henstock-Bochner Integral (Plenary Talk),” October 6, 1992.

“The Henstock Integral,” March 20, 1991.

“Henstock Integration in Banach Spaces,” November 7, 1990.

“Henstock Integration in Banach Spaces,” August 17, 1990.

“The Black-Scholes Pricing Formula,” December 17, 1988.

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