Ph.D., Department of Mathematical Sciences, KAIST (2010.02)
- Dissertation: “Credit risk modeling and credit derivatives pricing with copula functions”
- Supervisor: Professor Geon Ho Choe
M.S., Department of Mathematics Division of Mathematics, KAIST (2006.02)
- Dissertation: “Comparison of Euler scheme and Milstein scheme for stochastic differential equations”
- Supervisor: Professor Geon Ho Choe
B.S., Summa Cum Laude, Department of Mathematics, Sungkyunkwan University (2004.02)
Teaching for Undergraduate
- 2016 : Calculus, Financial Mathematics, Risk Management
- 2015 : Calculus
- 2014 : Risk Management
Teaching for Graduate
- 2016 : Quantitative/Financial Risk Management
- 2015 : Quantitative Risk Management
- 2014 : Derivatives Securities, Stochastic Calculus, Quantitative Risk Management
Teaching Assistant (Related to Financial Engineering)
- 2009 : Stochastic Methods in Financial Mathematics
- 2008 : Introductory Financial Mathematics
- 2007 : Computational Methods in Financial Mathematics
- 2006: Lebesgue Integral Theory