Shin, Yong Hyun (신용현, 愼鏞鉉)
E-mail : yhshin@sookmyung.ac.kr
TEL : +82-2-2077-7682
FAX : +82-2-2077-7323
Education
2007 Ph.D. in Mathematics, KAIST (Mathematical Finance and Time-Series Model Simulation Lab.)
2002 M.S. in Mathematics, KAIST
2000 B.S. in Mathematics, Sogang University (Cum Laude)
- News (Last updated on January 25, 2024)
2024 UNIST Workshop on Financial Mathematics & Engineering, February 05 - 07, 2024, UNIST, Ulsan, Korea. (Invited Speaker)
2023 Fall Workshop on Quantitative Finance, October 19 - 21, 2023, Hannam University, Daejeon, Korea. (Organizing Committee)
Visiting Scholar, Department of Statistics, Purdue University, March 2022 - February 2023.
1st Seoul-London Workshop on Mathematical Finance, September 17 - 18, 2022, Seoul National University, Seoul, Korea. (Organizer)
International Conference on Financial Risks and Their Management, February 19 - 20, 2019, Ryukoku University, Kyoto, Japan. (Invited Speaker)
The 1st Ritsumeikan-Sookmyung Mathematics Conference, August 31 - September 01, 2018, Department of Mathematics, Sookmyung Women's University, Seoul, Korea. (Organizing Committee, Invited Speaker)
[NIMS] International Conference on Mathematical Finance & Symposium on the Role of Mathematical Finance on FinTech Business, August 06 - 09, 2018, NIMS, Daejeon, Korea. (Organizing Committee)
The 12th AIMS Conference on Dynamical Systems, Differential Equations and Applications, July 05 - 09, 2018, National Taiwan University, Taipei, Taiwan. (Invited Speaker, SS99: Problems and Challenges in Financial Engineering and Risk Management)
The 3rd International Conference on Engineering and Computational Mathematics (ECM 2017), May 31 - June 02, 2017, The Hong Kong Polytechnic University, Hong Kong. (Invited Speaker, Stream 6: Financial Mathematics)
The 5th Asian Quantitative Finance Conference (AQFC 2017), April 24 - 26, 2017, Seoul, Korea. (Local Organizing Committee, Invited Speaker)
[NIMS] Workshop on Financial Mathematics, July 04 - 06, 2016, NIMS, Daejeon, Korea. (Organizing Committee)
- Curriculum Vitae
- Research Interests
Mathematical Finance (Portfolio Selection, Real Options, Principal-Agent Theory, Derivative Pricing)