Education

Korea Advanced Institute of Science and Technology  (KAIST)

• 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 (KAIST)

• 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 (SKKU)

• B.S. in Mathematics (2000 - 2004), Summa Cum Laude