Teaching

Financial Engineering

• Basic Financial Mathematics , Sungkyunkwan University, Spring 2025

• Financial Mathematics (graduate), Sungkyunkwan University, Spring 2024-2026

• Advanced Financial Mathematics (graduate), Sungkyunkwan University, Fall 2025

• AI for Financial Engineering, K-MOOC, Winter 2021

• Financial Derivatives, Chonnam National University (CNU), Fall 2020

• Financial Statistics, Chonnam National University (CNU), Spring 2020-2023

• Basic Financial Mathematics, Chonnam National University (CNU), Spring 2020

• Mathematics in Financial Society, Yonsei University, Fall 2017, Spring 2018

 Machine Learning

• Computational and Applied Mathematics, Sungkyunkwan University, Fall 2024-2025

• Scientific Computing and Deep Learning, Fall 2026

• Probabilistic Generative Models (graduate), Sungkyunkwan University, Fall 2024

• Machine Learning  (graduate), Chonnam National University (CNU), Spring 2022

• Deep Learning (graduate), Chonnam National University (CNU), Fall 2020-2022

• Advanced Deep Learning (graduate), Chonnam National University (CNU), Fall 2023

• Machine Learning, Chonnam National University (CNU), Spring 2023

• Deep Learning, Chonnam National University (CNU), Fall 2021-2023

• Advanced Machine Learning, Chonnam National University (CNU), Spring 2023

• Advanced Deep Learning, Chonnam National University (CNU), Fall 2023

Mathematics

• Calculus 1, Spring 2026

• Calculus 2, Fall 2026

Programming & Computing

• Data Science Computing (graduate), Chonnam National University (CNU), Spring 2021

• Linux Systems, Chonnam National University (CNU), Fall 2021-2022

본 연구실에서 금융수학을 공부하고자 하는 학생들은 아래의 핵심 내용을 숙지해야 하며, 해당 내용은 다음 교과목들에서 체계적으로 다룹니다.

• 기초금융수학 (Basic Financial Mathematics)
  주식·채권·선물·옵션 등 금융 시장의 기본 지식
  *  경영학과의 '투자론', '파생상품론' 등 관련 교과목으로 대체 가능

• 전산응용수학 (Computational and Applied Mathematics) or  과학계산과 딥러닝 (Scientific Computing and Deep Learning)
  머신러닝과 딥러닝의 기초
  * 통계학과, 컴퓨터공학과, 전자전기공학부 개설 머신러닝 관련 교과목으로 대체 가능

• 금융수학 (Financial Mathematics)
  파생상품의 기본지식, 확률 미적분학, 블랙–숄즈 이론

• 고급금융수학 (Advanced Financial Mathematics)
  머튼 투자–소비 모형, PG-DPO, Deep BSDE 등 확률제어 기반 딥러닝 기법