Sung Ik Kim

Education

Ph.D. in Applied Mathematics and Statistics (Quantitative Finance), State University of New York at Stony Brook

M.A. in Economics, State University of New York at Buffalo

M.S. in Accounting, University of Texas at Arlington

M.B.A. Kyung Hee University, Seoul, South Korea

B.S. in Business Administration, Kyung Hee University, Seoul, South Korea

Research Interests

Credit Risk Models, Derivatives, Multi-asset Pricing, Quantitative Risk Management, Non-Gaussian Financial Models, Levy Process, Tempered Stable Process, Copula Model, Portfolio Optimization