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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
Education
University of California, Berkeley
PhD,
Mathematics
(1991)
Worcester Polytechnic Institute
Mathematics
(1982)
Work Experience
Achievements
General
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) | |||||||||
Books
Other Publications
