• 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