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