Harvey Stein
Head of Counterparty and Credit Risk
Bloomberg LP
Current Institution | Bloomberg LP |
Current School | R&D |
Disciplines | |
Current and Past Advisor(s) | Robert Coleman |
Birthday | November 7 |
Profile viewed 1379 times
University of California, Berkeley
PhD,
Mathematics
(1991)
Worcester Polytechnic Institute
Mathematics
(1982)
Publication Summary
1. | ![]() Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals | Show Abstract | Download | Working Paper Series | Bloomberg L.P. |
| 3,845 (696) | |||||||||
2. | ![]() Analysis of Mortgage Backed Securities: Before and after the Credit Crisis | Show Abstract | Download | Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity; Bielecki, Tomasz,; Damiano Brigo and Frederic Patras, eds., February 2011 Accepted Paper Series | Bloomberg L.P. Belikoff, Alexander L.Bloomberg L.P. Levin, KirillBloomberg Financial Markets (BFM) - Bloomberg LP Tian, XushengBloomberg L.P. - R&D |
| 2,499 (1,577) | |||||||||
3. | ![]() | Bloomberg L.P. |
| 2,389 (1,720) | 1 | ||||||||
4. | ![]() Counterparty Valuation Adjustments | Show Abstract | Download | CREDIT RISK FRONTIERS: SUBPRIME CRISIS, PRICING AND HEDGING, CVA, MBS, RATINGS, AND LIQUIDITY; Tomasz Bielecki, Damiano Brigo and Frederic Patras, eds., February 2011 Accepted Paper Series | Bloomberg L.P. Lee, Kin PongBloomberg L.P. |
| 2,022 (2,309) | 2 | ||||||||
5. | ![]() Time for a Change: The Variance Gamma Model and Option Pricing | Show Abstract | Download | Working Paper Series | Bloomberg L.P. Carr, PeterNew York University (NYU) - Courant Institute of Mathematical Sciences Hogan, ApolloBloomberg L.P. - R&D |
| 1,546 (3,673) | 3 | ||||||||
6. | ![]() | Bloomberg L.P. |
| 964 (8,267) | |||||||||
7. | ![]() Hitting the Rate Notes | Show Abstract | Download | Bloomberg Markets, July 2009 Accepted Paper Series | Filippi, Mirko Bloomberg L.P. Bloomberg L.P. |
| 309 (40,264) | |||||||||
8. | ![]() Risky Measures of Risk: Error Analysis of Numerical Differentiation | Show Abstract | Download | Working Paper Series | Bloomberg L.P. |
| 264 (48,225) | |||||||||
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