F. Zhu

Finance · with Arora · 2005

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom F. Zhu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. John C. Hull

Papers from F. Zhu's perspective

Ordered by how strongly the researchers F. Zhu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Do Credit Spreads Reflect Stationary Leverage Ratios
  3. STRUCTURAL VERSUS REDUCED FORM MODELS: A NEW INFORMATION BASED PERSPECTIVE
  4. Options, Futures, and Other Derivatives
  5. Valuing Credit Default Swaps I
  6. The Dynamics of the S&P 500 Implied Volatility Surface
  7. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  8. The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)
  9. Stochastic Models of Implied Volatility Surfaces
  10. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings

Their papers