Ph.D. in Mathematics, Yonsei University, Seoul, Korea, February 2014.
Dissertation Title: Option Pricing with a Hybrid Stochastic and Local Volatility Model
Bachelor of Mathematics, (Minor : Economics), February 2008, Yonsei University, Seoul, Korea
Employment
Associate professor, Department of Financial Mathematics, Gachon University (March 2023 ~ )
Assistant professor, Department of Financial Mathematics, Gachon University (March 2018 ~ February 2023)
Samsung Securities (November 2016 ~ February 2018)
NICE Pricing & Information (January 2016 ~ October 2016)
Postdoctoral researcher (BK21), Department of Mathematics, POSTECH (September 2014 ~ January 2016)
Project(연구책임자)
탄력적 GAN모형 개발과 파생상품 및 금융시장 연구 (Study on the Derivatives and the Financial Market through the Development of the Elastic GAN Model ), 연구재단(National Research Foundation of Korea), 2024.9 ~ 2027.8
비정형 데이터를 포함한 빅데이터와 딥러닝 모형을 이용한 금융 시장 분석 및 모델링에 관한 연구(A Study on the financial market analysis and modeling using big data and deep learning models including unstructured data), 연구재단(National Research Foundation of Korea), 2021.6 ~ 2024.2
일반화된 이중 탄력성 모형을 이용한 파생상품 평가에 관한 연구(Study on pricing derivatives with a generalized double elasticity of variance model), 연구재단(National Research Foundation of Korea), 2019.3 ~ 2022.2