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Zhifeng Zhang Phones & Addresses

  • 5 Shady Brook Ln, Cranbury, NJ 08512 (609) 275-9425
  • Monmouth Junction, NJ
  • San Francisco, CA
  • Brick, NJ
  • Ocean, NJ
  • Princeton Junction, NJ
  • Belle Mead, NJ
  • Cherry Hill, NJ
  • Mountain View, CA

Work

Company: Infore capital May 2013 Address: Shenzhen, Guangdong, China Position: Cio for quantitative investment

Education

Degree: Ph.D. School / High School: New York University 1988 to 2003 Specialities: Mathematics

Industries

Financial Services

Resumes

Resumes

Zhifeng Zhang Photo 1

Cio For Quantitative Investment At Infore Capital

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Position:
CIO for Quantitative Investment at Infore Capital
Location:
Shenzhen, Guangdong, China
Industry:
Financial Services
Work:
Infore Capital - Shenzhen, Guangdong, China since May 2013
CIO for Quantitative Investment

Bosera Asset Management Co. - Shenzhen, China Jan 2008 - May 2013
Chief Investment Officer for Alternative Investments

Barclay Global Investor Sep 2004 - Dec 2006
Head of Fixed Income Derivative Research

Morgan Stanley - New York, New York May 1995 - Sep 2004
Executive Director
Education:
New York University 1988 - 2003
Ph.D., Mathematics

Publications

Us Patents

System And Method For Pricing Default Insurance

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US Patent:
7774255, Aug 10, 2010
Filed:
Oct 17, 2002
Appl. No.:
10/274536
Inventors:
Peter Cotton - New York NY, US
Zhifeng Zhang - Princeton Junction NJ, US
Kin Pang - London, GB
Assignee:
Morgan Stanley - New York NY
International Classification:
G06Q 40/00
US Classification:
705 36, 705 35, 705 36 R, 705 37, 705 38, 705 50
Abstract:
A system for modeling a basket of securities containing a plurality of securities is provided and includes a default/recovery model database for storing default/recovery data regarding the plurality of securities. Also included is a default simulation engine for calculating a default time for at least one of the plurality of securities based on the default/recovery data. Finally, a cash flow engine is included for generating cash flows for the basket of securities based on the default times.

System And Method For Pricing Default Insurance

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US Patent:
7818242, Oct 19, 2010
Filed:
Jun 24, 2010
Appl. No.:
12/822927
Inventors:
Peter Cotton - New York NY, US
Zhifeng Zhang - Princeton Junction NJ, US
Kin Pang - London, GB
Assignee:
Morgan Stanley - New York NY
International Classification:
G06Q 40/00
US Classification:
705 36R, 705 35, 705 37, 705 38, 706 50
Abstract:
A system for modeling a basket of securities containing a plurality of securities is provided and includes a default/recovery model database for storing default/recovery data regarding the plurality of securities. Also included is a default simulation engine for calculating a default time for at least one of the plurality of securities based on the default/recovery data. Finally, a cash flow engine is included for generating cash flows for the basket of securities based on the default times.

Loan Option Model

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US Patent:
20050144117, Jun 30, 2005
Filed:
Jun 9, 2004
Appl. No.:
10/864623
Inventors:
Ashish Misra - New York NY, US
Zhifeng Zhang - Cranbury NJ, US
Andrew Ulmer - Princeton NJ, US
Frank Accetta - Shady NY, US
International Classification:
G06F017/60
US Classification:
705038000
Abstract:
Systems and techniques for operating on data to value an instrument include representing an account include accessing a transition matrix including probabilities for a borrower transitioning from one credit rating to another; determining for each credit rating whether a borrower will stand or exercise a loan option; valuing the loan option; and determining a present value of the instrument.
Zhifeng Zhang from Cranbury, NJ, age ~64 Get Report