Harry Zheng
5 published titles
Optimal allocation of investment with transaction costs
1 edition
- ISBN: 1899872701
- University of Edinburgh, Centre for Financial Markets Research, Management School
- 1998
- Details
A general model for contingent claims
1 edition
- ISBN: 189987271X
- University of Edinburgh, Centre for Financial Markets Research, Management School
- 1998
- Details
A simplified procedure to implement the Black-Derman-Toy model
1 edition
- ISBN: 1902850246
- University of Edinburgh, Centre for Financial Markets Research, Management School
- 1999
- Details
Stripping coupons with linear programming
(Contributor)
1 edition
- ISBN: 1902850289
- University of Edinburgh, Centre for Financial Markets Research
- 2000
- Details
The duration derby : a comparison of duration based strategies in asset liability management
1 edition
- University of Southampton, School of Management
- 2001
- Details
