Office: Harriman 315
Dr. Kim received his doctorate degree from Sogang University in Korea, at 2005, and completed Habilitation (Doctor of Science) process in Karlsruhe Institute of Technology, Germany, at 2011. His current professional and research interests are in area of mathematical modeling and its application to finance. He is interested in mathematical models having fat-tails, asymmetric dependence, clustering of volatility, and long range dependence, and in financial issues including financial risk management, portfolio management, and derivative pricing. Dr. Kim published dozens of research papers in internationally referred journals and awarded one patent. He is expert in computer programming and shares basic libraries and tools implemented by him.