Bio of Jingzhi Huang

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	Jingzhi Huang
	Associate Professor of Finance, David H. McKinley Professor of Business Department: Finance Office: 350 Business Building Phone: 814-863-3566 Fax: 814-865-3362 E-mail: jxh56@psu.edu Member of Faculty Since: 1997

Personal Homepage:

http://www.personal.psu.edu/jxh56

Introduction

Professor Huang has been at Penn State since receiving his Ph.D. in finance from New York University in 1997. He has also taught at the Stern School of Business, New York University.

Current Research

Valuation of corporate bonds and options

Expertise

Derivatives markets, credit risk, and fixed-income markets

Publication List

Jingzhi Huang and Liuren Wu, "Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes",  Journal of Finance, 1/1/2004, 59, 1405-1439.

Jingzhi Huang, Young Ho Eom, and Jean Helwege, "Structural Models of Corporate Bond Pricing: An Empirical Analysis,",  Review of Financial Studies, 1/1/2004, 17, 499-544.

Jingzhi Huang, Bin Gao, and Marti Subrahmanyam, "The Valuation of American Barrier Options Using the Decomposition Technique,",  Journal of Economic Dynamics and Control, 1/1/2000, 24, 1783-1827.

Jingzhi Huang, Marti Subrahmanyam, and George Yu, "Pricing and Hedging American Options: A Recursive Integration Method,",  Review of Financial Studies, 1/1/1996, 9, 277-300.

Media Mention

Corporate bonds and other debt instruments,,  Financial Times
Envisioning the future of securities analysis,,  CFA Magazine

Education

Ph.D. , Finance, New York University,   
Ph.D. , Physics, Auburn University,   
B.S. , Theoretical Physics, University of Science & Technology of China ,   

Courses

Fin 406 , Security Analysis and Portfolio Management
Fin 561 , Theory of Valuation (PhD seminar)