Risk Analysis and Management Lab


Professor

 Kyoung-Kuk Kim
 
 Office: #2109, Industrial Engineering & Management Building (E2-2), KAIST
 Phone: +82-42-350-3128
 Personal website: https://sites.google.com/site/catenoid/
 Email: catenoid(at)kaist.ac.kr
 
 

Lectures:
IE231/FEP321 Applied Real Analysis and Probability
IE241 Engineering Statistics I
IE341 Engineering Statistics II
IE471 Introduction to Financial Engineering
IE575/FEP411 Structuring and Pricing of Financial Products
IE576 Risk Management
IE632 Stochastic Modelling I
IE671 Stochastic Modelling II
IE801/MAS583 Advanced Stochastic Models



Ph.D. students

 Geonhwan Ju
 
 E-mail: gh.ju(at)kaist.ac.kr
 Lunit 2016 - 2017
 NH Investment & Securities 2015 - 2016
 B.S. in Industrial & Systems Engineering, KAIST, 2010
 
 
 Sunggyun Park
 
 E-mail: skymader(at)kaist.ac.kr
 M.S. in Industrial & Systems Engineering, KAIST, 2012
 B.S. in Industrial & Systems Engineering, KAIST, 2010
 STEPI 2008 - 2009
 
 
 Dohyun Ahn
 
 E-mail: dohyun.ahn(at)kaist.ac.kr
 M.S. in Industrial & Systems Engineering, KAIST, 2013
 B.S. in Industrial & Systems Engineering and Management Science, KAIST, 2011
 
 
 
 Dong-Young Lim
 
 E-mail: ldy1848(at)kaist.ac.kr
 M.S. in Industrial & Systems Engineering, KAIST, 2014
 B.S. in Industrial & Systems Engineering, KAIST, 2012
 
 
 
 Dowon Kim
 
 E-mail: kimdowon(at)kaist.ac.kr
 M.S. in Industrial & Systems Engineering, KAIST, 2014
 B.S. in Industrial Engineering, Pusan National University, 2012
 
 
 
 Heelang Ryu
 
 E-mail: happylang(at)kaist.ac.kr
 M.S. in Industrial & Systems Engineering, KAIST, 2016
 B.S. in Physics and Mathematics, POSTECH, 2012
 
 
 
 Taeho Kim
 
 E-mail: thk5594(at)kaist.ac.kr
 B.S. in Mathematical Sciences, KAIST, 2015
 
 
 
 


M.S. students

 Younghoon Kim
 
 E-mail: yhkim0225(at)kaist.ac.kr
 B.S. in Industrial Engineering and Mathematics, Hanyang University, 2016
 
 
 
 
 Donghwa Seo
 
 E-mail: properitas95(at)kaist.ac.kr
 B.S. In Industrial Engineering, Seoul National University, 2017
 
 
 


Alumni

Ph.D.
  1. Sojung Kim
    Ph.D. 2016, "Essays on Pricing under Lévy Models and Computing Risk Measures"
    Research Fellow, Institute of Probability and Statistics, Leibniz Universität Hannover
  2. Hyunseok Cho
    Ph.D. 2016, "Static and Dynamic Hedging of Multi-asset Options"
    Quantitative Researcher, WorldQuant
M.S.
  1. Heelang Ryu
    M.S. 2016, "Multilevel Monte Carlo Method for the Heston Model: Convergence and Numerical Performance"
    Ph.D. student in Risk Analysis & Management Lab, ISysE, KAIST
  2. Sundong Kim (http://seondong.github.io)
    M.S. 2015, "Maximizing Influence over a Target User through Friend Recommendation"
    Ph.D. student in Data Mining Lab, ISysE, KAIST
  3. Dowon Kim
    M.S. 2014, "Optimization of Spinning Reserve Considering Demand Response"
    Ph.D. student in Risk Analysis & Management Lab, ISysE, KAIST
  4. Dong-Young Lim
    M.S. 2014, "Pricing and Hedging Parisian Options"
    Ph.D. student in Risk Analysis & Management Lab, ISysE, KAIST
  5. Dohyun Ahn
    M.S. 2013, "Design of Informal Finance System: A Case of ROSCA"
    Ph.D. student in Risk Analysis & Management Lab, ISysE, KAIST
  6. Sunggyun Park
    M.S. 2012, "A Study on 'Buy One Get One with Discount' Promotional Strategy by Dynamic Programming"
    Ph.D. student in Risk Analysis & Management Lab, ISysE, KAIST
  7. Hyunsung Kim
    M.S. 2011, "A Comparative Study of Pairs-Trading for Market Regime"
    KB Asset Management

#2111, E2-2, KAIST, 291 Daehak-ro, Yuseong-gu, Daejeon 34141, Republic of Korea

TEL. +82-42-350-3168

E-mail. risklab.kaist(at)gmail.com

Copyright (c) 2011 KAIST Risk Lab. All rights reaserved