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POSITIONS HELD:

Chungbuk National University, Korea

Professor, 2013 – present

Johns Hopkins University, Carey Business School

Visiting Professor, 2022

UNIST School of Technology Management

Professor of Finance, Korea, 2009 – 2013

Credit Suisse, Vice President

Valuation Risk Group, New York, 2006 – 2009

Bank of America, Vice President,

Market & Credit Risk, New York, 2003–2006

LOR/GB Associates Inc. / Misys Int'l Banking Systems

Head of Financial Engineering Research,

Los Angeles and New York, 1993 – 2003

California State University, Adjunct Faculty,

Los Angeles, 1999 - 2002

Samsung Co., Ltd., Seoul, Korea, 1982 - 1984

EDUCATION:

Ph.D. (Finance), UCLA, Anderson School of Management

M.A. (Economics), University of California, Los Angeles

M.S. (Finance), University of Illinois, Urbana-Champaign

B.A. (Business Administration), Yonsei University, S. Korea

FIELDS OF INTEREST:

Liquidity Effects in Derivative Security Prices

Risk Management and Financial Engineering

Valuation of Complex Financial Instruments

Financial Market Volatility

Empirical Asset Pricing