CV
CV (PDF) (Last updated: May, 2024 )
Personal
Born at 1986 in Seoul, Korea.
Korean Citizen, married with one daughter.
My wife, Do Hui Yoon, is a gayageum player.
Employment
Assistant Professor (tenure-track), Department of applied Mathematics, Kyung Hee University, Sep. 2018 - Present.
BK 21 Plus, Post-doctoral Researcher, Department of Mathematical Science, Seoul National University, Sep.2016 - Aug. 2018.
[Academic Mentor: Hyeng Keun Koo]
Education
Ph.D. (M.A. & Ph.D Joint Program) in Department of Mathematical Science, Seoul National University. Sep. 2009 - Aug. 2016.
[Thesis Advisor: Myungjoo Kang , Ph.D. Thesis : Analytic valuation of American path-dependent options.]B.S. in Department of Mathematics, Pohang University of Science and Technology (POSTECH). Mar. 2004 - Aug. 2009.
Grants and Awards
National Grant Foundation - Young Research Program (NRF-RS-2023-00212648) PI , Mar 2023 - Feb 2026.
The future leading research fund, Kyung Hee University PI, Mar 2022 - Feb 2024.
National Grant Foundation - Young Research Program (NRF-2020R1C1C1A01007313) PI , Mar 2020 - Feb 2023.
Excellent Teaching Award, KHU, 2019.
The new faculty research fund, Kyung Hee University, 2019.03-2020.02.
National Grant Foundation - Young Research Program (NRF-2017R1C1B1001811) PI , Mar 2017 - Feb 2020.
The 8th Postdoctoral Researcher Grant of POSCO TJ Park Science Fellowship, Jan 2017 - Aug 2018.
Excellent Teaching Assistant Award, SNU, 2012.
Organization
Recent Developments in Scientific Computing - Workshop in honor of Myungjoo Kang's 60th Birthday, April 2024.
2nd Mini-Workshop on Mathematical Finance at KHU, August 2023.
1st Mini-Workshop on Mathematical Finance at KHU, August 2023.
2023 Workshop on Financial Economics at KHU, May 2023.
1st Seoul-London Workshop on Mathematical Finance, September 2022, Seoul National University, Seoul, Korea.
Workshop on portfolio management 2019 at Ajou University.
Project
Generation of implied volatility surface for stock index by using machine learning (with Korean Asset Pricing), May 2019 - September 2019.