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Zhu, Steven H.


 SSRN Author Rank: 272 by Downloads
 Director
 

Banc of America Merrill Lynch


 Bank of America Plaza
 335 Madison Ave, 5th Floor
 New York, NY 10017
 United States
 646-855-1853 (Phone)
 HOME PAGE: http://www.riskwhoswho.com/Charter-Members.html
 email address
 

Morgan Stanley


 1585 Broadway
 New York, NY 10036
 United States
 email address

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. Zhu, Steven H.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
34,274
Total
Citations
10
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
A Guide to Modeling Counterparty Credit Risk | Show Abstract | Download |
GARP Risk Review, July/August 2007
Accepted Paper Series
Zhu, Steven H.
Banc of America Merrill Lynch
Pykhtin, Michael
Bank of America
Posted:
16 Jan 08
Last Revised:
04 Mar 08
26,883
(33)
6

2.  
Measuring Counterparty Credit Risk for Trading Products under Basel II | Show Abstract | Download |
BASEL II HANDBOOK, Michael Ong, ed., RISK Books, 2006
Accepted Paper Series
Pykhtin, Michael
Bank of America
Zhu, Steven H.
Banc of America Merrill Lynch
Posted:
01 Nov 06
Last Revised:
14 Nov 13
6,328
(470)
2

3.   Incl. Electronic Paper
Zhu, Steven H.
Banc of America Merrill Lynch
Lomibao, Dante
Morgan Stanley
Posted:
26 Sep 05
Last Revised:
01 Jun 08
984
(11,655)
2

4.  
Zhu, Steven H.
Banc of America Merrill Lynch
Posted:
06 Nov 13
79
(185,524)
 

5.  
Pricing Options When Asset Return Follows a ''Colored'' Brownian Process | Show Abstract |
AMS Annual Meeting Proceedings, March 1996
Working Paper Series
Zhu, Steven H.
Banc of America Merrill Lynch
Posted:
23 Aug 10
 

6.  
A Verification Theorem in General Equilibrium Model of Asset Prices | Show Abstract |
STOCHASTIC ANALYSIS, CONTROL, OPTIMIZATION, AND APPLICATIONS: A VOLUME IN HONOR OF WENDELL FLEMING, 1996
Accepted Paper Series
Huang, Chi-fu
Long Term Capital Management
Taksar, Michael I.
University of Missouri at Columbia - Department of Mathematics (deceased)
Zhu, Steven H.
Banc of America Merrill Lynch
Posted:
29 Aug 09
 

7.  
Generalized Solution in Singular Stochastic Control: The Nondegenerate Problem | Show Abstract |
Applied Mathematics and Optimization, 1992
Accepted Paper Series
Zhu, Steven H.
Banc of America Merrill Lynch
Posted:
29 Aug 09
 

8.  
Zhu, Steven H.
Banc of America Merrill Lynch
Posted:
10 Jan 06
Last Revised:
20 Nov 07
 

9.   Incl. Electronic Paper
Hindy, Ayman
Independent
Zhu, Steven H.
Banc of America Merrill Lynch
Huang, Chi-fu
Long Term Capital Management
Posted:
01 Nov 00
Last Revised:
25 Nov 05
 

10.   Incl. Electronic Paper
Hindy, Ayman
Independent
Zhu, Steven H.
Banc of America Merrill Lynch
Huang, Chi-fu
Long Term Capital Management
Posted:
29 Oct 00
Last Revised:
25 Nov 05
 


Records 1 - 10 of 10 matches
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