- State : S470
- Tel : 02-958-3161
- Chairman : Prof. Tong Suk Kim
- Homepage : http://kgsf.kaist.ac.kr/ferc/
Purpose of Research
- To develop research and academic programs for enhancing the international competitiveness of Korean finance
- To advance high-tech financial engineering theories and improve research on analytical, investment and risk management techniques
- To distribute research reports to financial institutions and supervising bodies such as government, parliament, academy, professional journals, etc.
Field of Research
- Analysis of financial and stock market
- Development of derivatives and new financial products
- Development of investment model
- Development of derivatives valuation model
- Development of financial information system and trading software
- Portfolio management and risk evaluation
- Estimation of the term structure of interest rates