Regular biography
Professor Harry Zheng is a Professor of Mathematics at Imperial College London, affiliated with the Department of Mathematics. His research interests are not explicitly detailed in the provided information. Professor Zheng's profile page is accessible via the provided link, though some features may not be supported in certain browsers.
Scholar-generated biography
Harry Zheng is a researcher specializing in stochastic control, operations research, and mathematical finance. His work focuses on optimal investment strategies, pension plan management, and risk control under various constraints. He has published extensively on topics such as Value at Risk, portfolio insurance, and credit risk modeling. His research also includes the application of variational methods, dynamic programming, and stochastic optimization to financial and economic problems. Zheng's contributions span both theoretical and applied aspects of mathematical finance, with an emphasis on risk management and portfolio optimization. His publications often address the interplay between credit and liquidity risks, as well as the valuation of complex financial instruments such as basket options and credit default swaps.