Donghyun Kim

Donghyun Kim, Ph.D.

Postdoctoral Researcher
Institute of Basic Science
Sungkyunkwan University
E-mail: donghyunkim at skku.edu
ResearchGate, Google Scholar
Last updated: June 7, 2024.

Research Interests

• Derivatives pricing and volatility modeling

• AI / Data Science in finance & economics

• Partial differential equations arising from finance & actuarial science

Employment

• Postdoctoral Researcher, Institute of Basic Science, Sungkyunkwan University (SKKU), Mar. 2024 ~

Education

• Ph.D. in Mathematics, Pusan National University, Sep. 2017 - Feb. 2024.
  Advisor: Prof. Ji-Hun Yoon
  Dissertation: Valuation of Derivatives in Financial Markets: a Partial Differential Equation Approach

• B.S. in Mathematics, University of Ulsan, Mar. 2013 - Aug. 2017.

Award

• Young Researcher Award (신진연구자상)
  Korean Society for Industrial and Applied Mathematics (KSIAM), Nov. 2023.