Education
Georgia Institute of Technology, Ph.D. in Finance
Seoul National University, Ph.D. in Statistics
Seoul National University, M.S. in Computer Science and Statistics
Seoul National University, B.S. in Computer Science and Statistics
Career
Chartered Financial Analyst (CFA) - Official Charter Pending due to Work Experience Requirement
Publications (patents, etc.)
- "An Adaptive Successive Over-relaxation Method for Computing the Black-Scholes Implied Volatility" (with M Li) Quantitative Finance 11(8), 2011.
- "External Shocks and Efficiency Changes in the US Airline Industry" (with K Choi and S Jang) Service Industries Journal 31(14), 2011.
- "Cross Redundancy and Sensitivity in DEA Models" (with K Choi) Journal of Productivity Analysis 34(2), 2010.
- "A Wong-Zakai Type Approximation for Multiple Wiener-Stratonovich Integrals" (with JW Jeon and YT Kim) Stochastic Analysis and Applications 22(5), 2004.
- "A Note on Lattice Distributions on the Torus" (with CJ Park) Journal of the Korean Statistical Society 32(1), 2003.
- "A Wong-Zakai Type Approximation for Two-parameter Processes" (with JW Jeon and YT Kim) Stochastic Analysis and Applications 20(3), 2002.
Faculty
> Academic Programs > M.S/Ph.D. > Introduction 
