I am currently
Associate professor at
Department of International Finance, Hankuk University of Foreign Studies. http://if.hufs.ac.kr/
My research interests are..
Credit risk model, credit derivatives
Bayesian inference (especially for credit risk model, stochastic volatility model)
Multiple (Bayesian) imputation
Statistical inference in big data, Machine Learning
Contact information :
Department of International Finance, 81 Mohyeon-myeon,Oedae-ro Cheoin-gu, Yongin-si Gyeonggi-do, Republic of Korea.
tykwon@hufs.ac.kr