Sol Kim

• Professor of Finance, College of Business, Hankuk University of Foreign Studies

• #410, Faculty Office Building, Hankuk University of Foreign Studies, 107, Imun-ro, Dongdaemun-gu, Seoul, 02450, Korea

• Tel: 82-2-2173-3124

• Fax: 82-2-2173-3558

• E-mail: solkim at hufs.ac.kr

• https://orcid.org/0000-0002-1512-0457 

• Facebook: @solkim

• Instagram: @coolsol

• CV (in English) CV (in Korean)

Education

• Ph.D., College of Business, KAIST (Korea Advanced Institute of Science and Technology), February 2004.

• M.E., College of Business, KAIST, February 1999.

• B.E., College of Business, KAIST, February 1997.

• Gwangju Science Academy, February 1993.

Employment

• Professor of Finance, College of Business, Hankuk University of Foreign Studies, March 2015 - Present.

• Outside Director, Hansol Chemical, March 2022 - Present.

• Outside Director, Hanwha Asset Management, March 2021 - Present.

• Visiting Professor, Seoul National University, March 2021 - February 2022.

• Associate Professor of Finance, College of Business, Hankuk University of Foreign Studies, March 2010 - February 2015.

• Assistant Professor of Finance, College of Business, Hankuk University of Foreign Studies, March 2008 - February 2010.

• Assistant Professor, Department of Business Administration, Seoul Women's University, September 2006 - February 2008.

• Research Fellow, Financial Engineering Research Center, KAIST, March 2006 - August 2006.

• Manager, SAMSUNG SDS, February 2004 - February 2006.

• Visiting Professor, Business School, Seoul National University, March 2021- February 2022.

• Visiting Professor, College of Business, KAIST, February 2014 - January 2015.

• Adjunct Professor, College of Business, KAIST, September 2005 - August 2011.

International Journals

• "Thirty Years of the Journal of Derivatives and Quantitative Studies: a Bibliometric Analysis," (with Jun Sik Kim) Journal of Derivatives and Quantitative Studies, 29(4), 258-279, 2021. (SCOPUS)

• "Portfolio of Volatility Smiles vs. Volatility Surface: Implications for Pricing and Hedging Options," Journal of Futures Markets, 41(7), 1154-1176, 2021. (SSCI)

• "The Traders' Rule and Long-term Options," Journal of Futures Markets, 41(3), 406-436, 2021. (SSCI)

• "Risk Management and Corporate Social Responsibility," (with Hyoung Goo Kang and Geul Lee) Strategic Management Journal, 42(1), 202-230, 2021. (SSCI) (Wiley Top Cited Article 2021-2022, Financial Times Top 50 Business Journal)

• "Ad Hoc Black and Scholes Procedures with the Time-to-Maturity," (with Suk Joon Byun and Dongwoo Rhee) Review of Pacific Basin Financial Markets and Policies, 21(1), 1-21, 2018. (SCOPUS)

• "Skewness vs. Kurtosis: Implication for Pricing and Hedging Options," (with Geul Lee and Yuen Jung Park) Asia-Pacific Journal of Financial Studies, 46(6), 903-933, 2017. (SSCI)

• "Investor Sentiment and Credit Default Swap Spreads During the Global Financial Crisis," (with Jihye Lee and Yuen Jung Park) Journal of Futures Markets, 37(7), 660-688, 2017. (SSCI)

• "Pricing and Hedging Options with Rollover Parameters," Journal of Risk, 19(5), 1-40, 2017. (SSCI) (lead article)

• "Lead-lag Relationship between Returns and Implied Moments" Evidence from KOSPI 200 Intra-day Options Data," (with Geul Lee) Review of Pacific Basin Financial Markets and Policies, 20(3), 1-20, 2017. (SCOPUS)

• "Delta-Hedged Gains and the Risk-Neutral Moments," (with Dahea Kim) Journal of Risk, 19(2), 31-59, 2016. (SSCI)

• "On the Importance of the Traders' Rules for Pricing Options: Evidence from Intraday Data," (with Changjun Lee) Asia-Pacific Journal of Financial Studies, 43(6), 873-894, 2014. (SSCI) 

• "Are Trading Rules Useful for Pricing Options? Evidence from Intraday Data," Journal of Risk, 17(1), 63-84, 2014. (SSCI)

• "Can the Indicative Price System Mitigate Expiration Day Effects?," (with Jong-Bom Chay and Hyeuk-Sun Ryu) Journal of Futures Markets, 33(10), 891-910, 2013. (SSCI)

• "Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility," (with Suk Joon Byun and Dongwoo Rhee) Asia-Pacific Journal of Financial Studies, 41(1), 103-124, 2012. (SSCI)

• "Effects of Macroeconomic News Announcements on the Risk-Neutral Distribution: Evidence From KOSPI200 Intraday Options Data," (with Geul Lee) Asia-Pacific Journal of Financial Studies, 40(3), 403-432, 2011. (SSCI)

• "Intraday Volatility Forecasting from Implied Volatility," (with Dongwoo Rhee and Suk Joon Byun) International Journal of Managerial Finance, 7(1), 83-100, 2011. (SCOPUS)

• "The Modern Option Pricing Theory: A Review," (with Geul Lee) Trends in Mathematics - New Series, 13(1), 35-59, 2011.

• "The Performance of Traders' Rules in Options Market," Journal of Futures Markets, 29(1), 999-1020, 2009. (SSCI) (lead article) (Korea Exchange Distinguished Derivatives Paper Award)

• "Lead-Lag Relationship between Stock Index Options and Stock Index Market: Model, Moneyness, and News," (with In Joon Kim and Seung Oh Nam) International Journal of Managerial Finance, 5(3), 311-332, 2009. (SCOPUS)

• "Option Pricing with Extreme Events: Using Camara and Heston(2008)'s Model," Asia-Pacific Journal of Financial Studies, 38, 187-209, 2009. (SSCI) (AJFS $2,000 Award)

• "The Role of Stochastic Volatility and Return Jumps: Reproducing Volatility and Higher Moments in Equity Returns Dynamics," (with In Joon Kim, In Suk Baek, and Jae Sun Noh) Review of Quantitative Finance and Accounting, 29, 69-110, 2007. (SCOPUS)

• "Is it Important to Consider the Jump Component for Pricing and Hedging Short-term Options?" (with In Joon Kim) Journal of Futures Markets, 25, 989-1009, 2005. (SSCI)

• "Empirical Comparison of Alternative Stochastic Volatility Option Pricing Models: Evidence from Korean KOSPI 200 Index Options Market," (with In Joon Kim) Pacific Basin Finance Journal, 12, 117-142, 2004. (SSCI) (lead article)

• "On the Usefulness of Implied Risk Neutral Distributions: Evidence from Korean KOSPI 200 Index Options Market," (with In Joon Kim) Journal of Risk, 6, 93-110, 2003.(SSCI)

Domestic Journals

• "ESG. Style Investing, and Integration," (with Woody Hyuk Lee and Min-Yeon Han) Asian Review of Financial Research, 36(3), 105-145, 2023. (Distinguished Paper Award) (SCOPUS)

• "Index Return Predictability Using KOSPI200 Option Trading Value Ratio," (with Taesoo Nam) Asian Review of Financial Research, 36(3), 31-83, 2023. (SCOPUS)

• "Does Bitcoin Contribute to Portfolio Performance?," (with Byounghyo Lim and Ingoo Han) Korean Journal of Financial Studies, 51(6), 665-692, 2022. (SCOPUS)

• "The Best Option Pricing Model for KOSPI 200 Weekly Options," Korean Journal of Financial Studies, 51(5), 499-521, 2022. (SCOPUS)

• "The Effect of ELS Issuance in Korea on the Volatility Skew in the Hong Kong Option Market," (with Chungwan Hong) Asian Review of Financial Research, 34(4), 125-148, 2021. (SCOPUS)

• "On the Usefulness of Risk-Neutral Skewness and Kurtosis for Forecasting the Higher Moments of Stock Returns," Journal of Derivatives and Quantitative Studies, 24(2), 185-220, 2016. (SCOPUS)

• "The Impact of Investor Sentiment on Risk Neutral Skewness: Around Financial Crisis," (with Byungchan Kim) Journal of Derivatives and Quantitative Studies, 23(4), 475-516, 2015. (lead article) (Distinguished Paper Award) (SCOPUS)

• "Roll-over Parameters and Option Pricing," Korean Journal of Financial Studies, 44(4), 691-727, 2015. (SCOPUS)

• "Ad Hoc Black and Scholes Procedures with the Time-to-Maturity," Journal of Derivatives and Quantitative Studies, 22(3), 465-494, 2014. (lead article) (SCOPUS)

• "Information Flow between Stock Skew and Options Risk Neutral Skew: Evidence from KOSPI200 Options," (with Hye-Hyun Park and Ki-Jung Eom) Journal of Derivatives and Quantitative Studies, 21(1), 97-133, 2013. (SCOPUS)

• "Forecasting the Jumps of Stock Index Using Volatility Skew," (with Hye-Hyun Park) Korean Journal of Financial Studies, 41(2), 189-231, 2012. (SCOPUS)

• "Information Contents of Open Interest Value Ratio about KOSPI200 index return," (with Hye-Hyun Park) Journal of Derivatives and Quantitative Studies, 20(1), 65-100, 2012. (SCOPUS)

• "The Relationship between Fund Characteristics and Performance," (with Bong-Lok Oh, Jangkoo Kang, Geul Lee, and Doojin Ryu) Korean Journal of Corporation Management, 18(2), 21-40, 2011.

• "Information Contents in the Volatility Spread of Index Options," (with Geul Lee) Journal of Derivatives and Quantitative Studies, 19(1), 59-90, 2011. (SCOPUS)

• "A Study on Regulations for Property Derivatives of Primary Countries," (with Ji Yoon Chae) Journal of Regulation Studies, 19(2), 185-220, 2010.

• "Empirical Performance of Option Pricing Model which Assumes that Asset Returns are Autocorrelated," Korean Journal of Financial Engineering, 9(3), 1-17, 2010. (lead article)

• "Forecasting Future Volatility from Option Prices Using Heston(1993)’s Model," Financial Stability Studies, 11(1), 1-25, 2010. (lead article)

• "Innovation of Dynamic Hedging Performance with Adjustment of Conventional Regression model: A Simulation Study," (with Geul Lee) Journal of Industrial Innovation, 26(1), 77-97, 2010.

• "The effect of the introduction of Commodity Futures Modernization Act (CFMA) on U.S. financial institutions," (with Ji Yoon Chae) International Area Review, 13(4), 103-128, 2010.

• "Overreactions in the Options Market: Around the Asian Financial Crisis of 1997-1998," Journal of Industrial Innovation, 24, 25-63, 2008.

• "Skewness or Kurtosis?: Using Corrado and Su(1996)’s Model," Journal of Derivatives and Quantitative Studies, 16, 1-20, 2008. (SCOPUS)

• "Information Contents of Call-Put Options Trading Value Ratio," Journal of Derivatives and Quantitative Studies, 15, 31-53, 2007. (SCOPUS)

• "Which One is More Important Factor for Pricing Options, Skewness or Kurtosis?," Journal of Derivatives and Quantitative Studies, 14, 31-56, 2006. (Best Paper Award) (SCOPUS)

• "The Price Discovery Role of the Stock Index Futures and the Stock Index: A Cointegration Approach," (with Tongsuk Kim ) Journal of Derivatives and Quantitative Studies, 7, 87-115, 2000. (SCOPUS)

Books

• Contry with Strong Fintech, (with Kang H., W. Kim, H. Ryu, S. Ahn, M. Yoon, H. Lee, J. Jung and J. Choi), Hanulbooks, 2024.

• Fundamentals of Investments, (with Kim, B., J. S. Kim, G. B. Park, M. H. Lee, C. S. Jung and J. M. Jung), Jiphil, 2021.

• Business Management, (with Lee, M. H., H. G. Shin, J. Lee, I. Jeong, M. Cho., J. Cho, G. Kim), Parkyoungsa, 2014.

• Unification is Opportunity or Threat for Company?, (with Kwon, S. K., B. C. Lee, K. M. Lee, B. H. Cho and H. R. Cheong), Random House Korea, 2013.

• Risk Management and Financial Institutions, (with Kang, B., S. Kim, G. Bihn, and S. Yoon), Sigma Press, 2013.

Projects

• Korea Workers' Compensation and Welfare Service, Performance and Competency Evaluation of Retirement Pension Providers, 2024.05 - 2024.07.

• Korea Technology Finance Corporation, The Best Deposit Level, 2023.08 - 2023.11.

• Ministry of Employment & Labor, Study on Selection of a OCIO Company for Surplus Funds of the Employment Insurance Fund and the Workers' Compensation Insurance and Prevention Fund, 2022.08 - 2022.11.

• Korea Deposit Insurance Corporation, Study on Expanding the Scope of Protection of Financial Instruments in the Investment Business, 2022.05 - 2022.10.

• Korea Exchange, Stock Market Margin System based on VaR mode, 2021.09 – 2021.12.

• Korea Deposit Insurance Corporation, A study on overall asset management in preparation for the prolonged low interest rate trend due to the spread of COVID-19 by Korea Deposit Insurance Corporation, 2020.12

• Samsung Asset Management, Industrial Accident Insurance Fund Asset Allocation Process Improvement Plan, 2020.07 - 2020.11.

• Korea Post, Post office Deposits Improved Asset Management Efficiency by Improving Benchmark Index, 2020.04 - 2020.06.

• Ministry of Land, Infrastructure and Transport, Estimataion of Surplus Fund for Automobile Accident Damage Support Fund, 2020.02 - 2020.04.

• Lee & Ko, Daewoo Shipbuilding & Marine Engineering Corporate Bond Valuation, 2020.01 - 2020.04.

• Ministry of Employment & Labor, A Study on the Asset Management System Improvement for the Employment and Industrial Accident Funds, 2019.10 - 2019.12.

• Mirae Asset Global Investments, A Study on the Market Risk Measurement and Management for Housing Urban Fund, 2019.09 - 2019.12.

• FN Pricing, Development of Multi Factor Model for Bonds, 2019.04 - 2019.09.

• Ministry of Employment & Labor, A Study on the Selection Method of the Outsourced Chief Investment Officer for the Employment and Industrial Accident Funds, 2018.10 - 2018.12.

• Ministry of Strategy and Finance, Diagnosis of Pension Fund Investment Pool and Study of Long-term Development Plan, 2018.04 - 2018.06.

• FN Pricing, A Study on the Improvement of Volatility Estimation Method, 2018.04 - 2018.07.

• Ministry of Employment & Labor, Performance Evaluation of Employment and Industrial Insurance Funds II, 2017.03 - 2017.12.

• Korean Association of Business Education Accreditation, Preparation of criteria for selection of financial experts training courses. 2017.06 - 2017.08.

• Ministry of Employment & Labor, Performance Evaluation of Employment and Industrial Insurance Funds, 2016.10 - 2016.12.

• Korea Exchange, Diversification of Listed Items and Profitability Improvement in KOSDAQ, 2016.05 - 2016.10.

• Shin & Kim, Hedging Needs for the Derivatives Contracts of Hyndai Elevator. 2015.05 - 2015.12.

• Korean Association of Business Education Accreditation, Current Status of Business Education. 2014.06 - 2014.12.

• Kim & Chang, Pricing Bond with Warrants of Samhwa Paints Industrial. 2013.06 – 2013.07.

• NH Investment & Securities, Improvement of Assessment Volatility for Issuing Products. 2012.12 – 2013.01.

• Ministry of Trade, Industry and Energy, Financing Strategy for Resource Development. 2012.09 – 2012.12.

• Korea Electric Power Corporation, Optimal Capital Structure and Dividend Policy. 2012.09 – 2012.12.

• Korea Gas Corporation, International Financing Strategy and Financial Risk Management for Resource Development. 2012.06 – 2013.03.

• Kim & Chang, Hedging Foreign Exchange Risk using the Snowballs Contracts. 2012.03 – 2012.05.

• Kim & Chang, Heavy Trading in the Market Closing Time of Equity Linked Securities. 2011.09 – 2011.12.

• Korea Gas Corporation, International Investment and Risk Management Strategy. 2011.07 – 2012.06.

• Seoul Central District Court, Pricing KIKO Products. 2010.10 – 2011.03.

• National Pension Service, System of Risk Management in National Pension Service. 2010.06 – 2010.12.

• NH Investment & Securities, Volatility Smiles. 2010.05 – 2010.08.

• Mirae Asset Securities, Developmental Strategy. 2007.07 – 2007.10.

• Pentasoft, Pricing Model for OTC Derivatives. 2006.04 – 2006.08.

• Korean Teachers Credit Union, Asset Management System. 2005.04 – 2005.12.

• Samsung SDS, Analysis of Cost Control and Personal Earning Capacity. 2005.01 – 2005.03.

• Samsung Life Insurance, Global Accounting System. 2004.10 – 2004.12.

• Samsung Life Insurance, Business Architecture. 2004.04 – 2004.09.

• NICE Bond Pricing, NICE-FN Performance Evaluation Module. 2003.08 – 2004.01.

• National Pension Service, Risk Budgeting Model using Value-at-Risk. 2003.06 – 2003.09.

• Hanil Asset Management, Management Strategy for Mixed/Hedge Funds. 2001.10 – 2001.12.

• Dongwon Asset Management, Management Strategy for Indexed Funds. 2001.09 – 2001.12.

• Korea Investment and Securities, Asset Allocation Model. 2001.05 – 2001.08.

• Korea Electric Power, Financial Risk Measurement and Management Strategy after the Introduction of Power Market considering Production Costs

• Kyobo Investment and Securities, Vision 2005, 2000.01 – 2000.03. 

Professional Membership and Services

• Korean Derivatives Association

  • 2023.01 - 2023.12, President

  • 2020.01 - 2021.12, Journal of Derivatives and Quantitative Studies(JDQS) Editor-in-Chief

  • 2019.01 - 2019.12, Vice President

  • 2015.02 - 2016.01, Managing Director

  • 2015.01 - 2017.12, Vice Editor-in-Chief, Korean Journal of Futures and Options

  • 2012.03 - 2014.02, 2016.01 - Now Director

  • 2010.01 - 2013.12, 2015.01 - 2015.12, Managing Director, APAD (Asia Pacific Association of Derivatives)

  • 2011.01 - 2017.12, Associate Editor, Korean Journal of Futures and Options

• Korean Securities Association

  • 2011.03 - 2012.02, 2013.03 - 2014.02, 2018.03 - 2019.02, Managing Director

  • 2012.03 - 2014.02, 2019.03 - 2021.02, Director

  • 2011.02 - 2015.01, Associate Editor, Korean Journal of Financial Studies

  • 2017.01 - 2017.12, CAFM Managing Director

• Korean Finance Association 

  • 2019.01 - 2019.12, Managing Director

  • 2016.01 - 2018.12, 2020.01 - 2021.12, Director

• Korean Academic Society of Business Administration

  • 2017.03 - 2018.02, Chair for Asset Management

  • 2014.05 - 2014.12, Unification & Management Committee

  • 2012.01 - 2012.12, Unification & Management Forum

• Korean Association of Financial Engineering

  • 2016.01 - 2016.12, Director

• Hankuk University of Foreign Studies

  • 2019.02 - 2020.01, Associate Dean, Graduate School of Business. 

  • 2017.03 - 2018.02, Head, Advanced Management Program, Graduate School of Business.

  • 2016.02 - 2017.01, Head, Department of Business Administration, Graduate School.

  • 2015.08 - 2016.07, Associate Dean, College of Business.

  • 2013.02 - 2014.01, Head, AACSB Preparatory Committee, College of Business.

  • 2009.08 - 2013.07, Head, Department of International Finance, Graduate School of Business.

• Ad hoc Referee

  • Journal of Banking and Finance(SSCI), Pacific-Basin Finance Journal(SSCI), Financial Review(SSCI), International Review of Economics and Finance(SSCI), Journal of Empirical Finance(SSCI), Asia-Pacific Journal of Financial Studies(SSCI), Applied Economics Letters(SSCI)

  • Korean Journal of Futures and Options, Korean Journal of Financial Management, Korean Management Review, Korean Journal of Finance, Journal of Korea Money and Finance Association, Industrial Innovative, Financial Stability Studies, Journal of Money and Finance

Honors and Awards

• Distinguished Paper Award, Korean Finance Association, 2023.11.

• Distinguished Paper Award, Korea Exchange, 2022.

• Mid-Career Researcher Fund, National Research Foundation of Korea, 2022.07.

• Mid-Career Researcher Fund, National Research Foundation of Korea, 2020.07.

• Distinguished Paper Award, Korean Society of Strategic Management, 2019.04.

• Maeil Economic Daily-New Scholar Paper Award, Korean Academic Society of Business Administration, 2017.08.

• Distinguished Paper Award, Korea Derivatives Association, 2016.11.

• Mid-Career Researcher Fund, National Research Foundation of Korea, 2015.05.

• Mid-Career Researcher Fund, National Research Foundation of Korea, 2014.05.

• Mid-Career Researcher Fund, National Research Foundation of Korea, 2013.05.

• Mid-Career Researcher Fund, National Research Foundation of Korea, 2011.05.

• Distinguished Paper Award, Korea Exchange, 2010.12.

• Mid-Career Researcher Fund, National Research Foundation of Korea, 2009.05.

• General Researcher Fund, National Research Foundation of Korea, 2008.05.

• Asia-Pacific Journal of Financial Studies, Special "Call for Papers" $2,000 (USD) Award, 2008.

• Best Paper Award, Korea Derivatives Association, 2006.12

• Best Paper Award, KAIST Graduate School of Management Doctoral Conference, 2003.11

Research Presentations

• 2024: Financial Engineering and Banking Society Conferecen(Paris, France)

• 2023: International Risk Management Conference(Florence, Italy)

• 2020: Asia-Pacific Association of Derivatives Conference(On-line), Korea Finance Association Joint Conference(On-line)

• 2019: Korean Society of Strategic Management(Seoul, Korea)

• 2018: Multinational Finance Society Conference(Budapest, Hungary)

• 2017: International Risk Management Conference(Florence, Italy), Korea Academic Society of Business Administration Conference(Gwangju, Korea)

• 2016: European Financial Management Association Conference(Basel, Swiss), World Finance Conference(New York, United States), Korean Operations Research and Management Science Society Conference(Seoul, Korea), Korean Finance Association Conference(Gwangu, Korea)

• 2015: Korea Finance Association Joint Conference(Cheonan, Korea), Financial Engineering and Banking Society Conference(Nantes, France), Asia-Pacific Association of Derivatives Conference(Busan, Korea), Conference on Asia-Pacific Financial Markets(Seoul, Korea)

• 2014: Korean Securities Association Conference(Seoul, Korea), Korea Finance Association Joint Conference(Cheonan, Korea), Multinational Finance Society Conference(Prague, Czech), World Finance Conference(Venice, Italy)

• 2013: Financial Engineering and Banking Society Conference(Paris, France), European Financial Management Association Conference(Reading, United Kingdom), Asia-Pacific Association of Derivatives Conference(Busan, Korea), Korea Derivatives Association Conference(Seoul, Korea), Korean Securities Association Conference(Seoul, Korea)

• 2012: Korean Finance Association Conference(Seoul, Korea), Korea Finance Association Joint Conference(Dogo, Korea), Multinational Finance Society Conference(Krakow, Poland), Asia-Pacific Association of Derivatives Conference(Busan, Korea), Korean Financial Management Association Conference(Seoul, Korea), KAIST, Korea Derivatives Association Conference(Seoul, Korea), Conference on Asia-Pacific Financial Markets(Seoul, Korea)

• 2011: Korea Finance Association Joint Conference(Dogo, Korea), Multinational Finance Society Conference(Rome, Italy), Asia-Pacific Association of Derivatives Conference(Busan, Korea)

• 2010: Korea Finance Association Joint Conference(Dogo, Korea), Multinational Finance Society Conference(Barcelona, Spain), Asia-Pacific Association of Derivatives Conference(Busan, Korea), Hallym University, Conference on Asia-Pacific Financial Markets(Seoul, Korea), Korea Financial Engineering Society(Seoul, Korea)

• 2009: Ajou- KAIST-Postech Conference((Suwon, Korea), Korea Finance Association Joint Conference(Dogo, Korea), Multinational Finance Society Conference(Crete, Greece), Korean Corporation Management Association Conference(Seoul, Korea), Korean Finance Association Conference(Seoul, Korea), Korea Derivatives Association Conference(Seoul, Korea)

• 2008: Korean Finance Association Conference(Seoul, Korea), Korea Finance Association Joint Conference(Dogo, Korea), Korea Derivatives Association Conference(Seoul, Korea), Korean Financial Engineering Society Conference(Seoul, Korea)

• 2007: Korean Academic Society of Business Administration Conference(Busan, Korea), Korea Finance Association Joint Conference(Dogo, Korea)

• 2006: Korea Finance Association Joint Conference(Dogo, Korea), Korea Derivatives Association Conference(Seoul, Korea)

• 2004: Korea Derivatives Association Conference(Seoul, Korea)

• 2003: Korea Finance Association Joint Conference(Dogo, Korea), Korea Derivatives Association Conference(Seoul, Korea)

• 2002: Korean Finance Association Conference(Seoul, Korea)

• 1999: Korean Securities Association Conference(Seoul, Korea), Korea Derivatives Association Conference(Seoul, Korea)

Lectures

• Hankuk University of Foreign Studies

  • Financial Management (MBA, Undergraduate), Investments (MBA, Undergraduate), Derivatives (MBA, Undergraduate), Financial Risk Management (MBA)

• KAIST

  • Financial Management (MBA, Undergraduate), Investments (Undergraduate), Derivatives (Undergraduate), Financial Risk Management (MBA, Undergraduate), Advanced Derivatives (MBA), Computer Programming in Finance (MBA), Monte Carlo Simulations (MBA)

• Seoul National University

  • Financial Risk Management (Undergraduate)

• Yonsei University

  • Derivatives (MBA), Advanced Derivatives (MBA), Financial Risk Management (MBA), Financial Modeling (MBA)

• Seoul Women's University

  • Financial Management (Undergraduate), Investments (Undergraduate), Derivatives (MBA), Financial Engineering (MBA)

• Seoul School of Integrated Science and Technologies

  • Financial Risk Management (MBA), Financial Modeling (MBA), Financial Statistics (MBA) 

Other Experiences

• FRM (Financial Risk Manager) honored by The Global Association of Risk Professionals (GARP).

• CJDH (KAIST Jazz Band), EWI / Vocal / Flute, 1993 - Present.

• Advisor, Financial Markets Society, Hankuk University of Foreign Studies, 2008 - Present.

• Advisor, POSTRADE, Hankuk University of Foreign Studies, 2008 - 2012.