Sun-Yong Choi

Education

• 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 2022)
• 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

• 비정형 데이터를 포함한 빅데이터와 딥러닝 모형을 이용한 금융 시장 분석 및 모델링에 관한 연구, 연구재단, 2021.6 ~ 2024.2
• 일반화된 이중 탄력성 모형을 이용한 파생상품 평가에 관한 연구, 연구재단, 2019.3 ~ 2022.2