Education
Korea Advanced Institute of Science and Technology
Ph.D. in Mathematics (2006 -2010)
Dissertation: “Credit risk modeling and credit derivatives pricing with copula functions”
Supervisor: Professor Geon Ho Choe
Korea Advanced Institute of Science and Technology
M.S. in Mathematics (2004 - 2006)
Dissertation: “Comparison of Euler scheme and Milstein scheme for stochastic differential equations”
Supervisor: Professor Geon Ho Choe
Sungkyunkwan University
B.S. in Mathematics (2000 - 2004), Summa Cum Laude