Young Shin Kim

Dr. Young Shin Aaron Kim received his doctorate degree from Sogang University in Korea, in 2005, and completed the Habilitation (Doctor of Science) process at Karlsruhe Institute of Technology, Germany, in 2011. His current professional and research interests are in the 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 more than 50 research papers in internationally refereed journals and was awarded one patent. He is an expert in computer programming and shares basic libraries and tools implemented by him.

Research: Financial Risk Management, Derivative pricing and hedging, Mathematical and statistical modeling with Levy Process, time varying volatility, asymmetric dependence, fattails and long range dependence.

Teaching: Financial Risk management, Derivative pricing and hedging, Portfolio Management.