Stephen Young, D.Eng.
Dr. Stephen D. Young works in the Wealth & Investment Management (WIM) division of Wells Fargo and is the Head of Market Risk and Advanced Analytics for WIM’s Fiduciary, Investment, Market, and Model Risk organization. Prior to this current role, Stephen was the Head of Credit & Counterparty Risk Analytics Group, Director of Risk Oversight, and a member of the Equity Derivatives Group all at Wachovia. Stephen is an adjunct professor at The George Washington University, DC where he teaches Stochastic Processes. Stephen holds a Doctorate in Engineering (D.Eng.), an MBA and MS from GW, and an MS from Northwestern. Stephen’s interests are at the intersection of finance, data science, and methods of operations research.
- Two State Option Pricing: Binomial Models Revisited, “The Journal of Futures Markets.” Volume 21, Number 11, 987-1001, November 2001.
- Option Pricing and Higher Order Moments, “Advances in Quantitative Finance and Accounting.” Volume 10, 2002.
- Multinomial Lattices and Derivatives Pricing, “Advances in Quantitative Finance and Accounting.” 2005.
- A Simple Induction Approach and an Efficient Trinomial Lattice for Multi-State Variable Interest Rate Derivatives Models, “Review of Quantitative Finance and Accounting.” Volume 24, 2005.
- Nth-to-Default Swaps: Overview and Analysis, “Managerial Finance.” Volume 35, Issue 1, 2009.
- Structural Default Modeling: A Lattice Based Approach, “Journal of Derivatives.” Volume 17, No. 4, Summer 2010.
- Structural Default Modeling: A Hybrid Based Approach, “Journal of Fixed Income.” Volume 23, No. 4, Spring 2014.