Kim, Aaron

Associate Professor

General Information


▫ Ph.D. in Mathematics, Department of Mathematics, Sogang University, Seoul, South Korea, August 2005,Dissertation: “The modified tempered stable processes with applications to finance.”▫ Complete Habilitation process (post doctorial lecturer qualification) in Finance and Statistics, School ofEconomics and Business Engineering, Karlsruhe Institute of Technology (KIT), Germany, October 19, 2011,Dissertation: “Tempered Stable Models and Finance”

Research Interests

Financial Risk Management, Derivative pricing and hedging, Mathematical and statistical modeling with Levy Process, time varying volatility, asymmetric dependence, fattails and long range dependence.


Stony Brook University MSTM


Current Courses