Harry Zheng

Reader in Financial Mathematics

Email: h.zheng@imperial.ac.uk
Mail: Department of Mathematics, Imperial College, London SW7 2BZ, UK
Tel: +44(0) 20 7594 8539
Fax: +44(0) 20 7594 1191



Research

Stochastic control and mathematical finance.

Selected refereed papers:

Workshop

I was the principal organizer of the Workshop on Stochastics, Control and Finance at Imperial College on April, 12-14, 2010 (programme and abstracts). The proceedings of the workshop has been published in a special issue of Stochastics 84, Issue 5-6, 2012, see the foreword (pdf).


Teaching



Links

Optimization, Economics, DefaultRisk, SSRN.