위험분석연구실

Optimal investment for multi-name CoCo bonds under a flocking model. Pricing CoCos with regulatory trigger: The last passage time approach. 2021 Journal of Economic Dynamics and Control; Finance Research Letters; Methodology and Computing in Applied Probability; Journal of Futures Markets. 2020 Journal of International Financial Markets, Institutions & Money; The North American Journal of Economics and Finance; Journal of Risk and Financial Management; Financial Innovation. 2019 Quantitative Finance; International Review of Economics and Finance. 2018 Journal of Computational Finance; The North American Journal of Economics and Finance. I'm an Associate Professor (tenured since 2022) of the School of Business Administration at Ulsan National Institute of Science and Technology (UNIST) in South Korea. I have been a Subject Editor of the Journal of International Financial Markets, Institutions & Money since 2021. Also, I've been a member of Editorial Advisory Board of the Global Commodities Applied Research Digest (GCARD) by JP Morgan center for commodities (JPMCC) at the University of Colorado Denver business school since 2017, and Commodity Insight Digest by Bayes Business School at City, University of London since 2023.