- Specialty: Actuarial Science, Financial Mathematics
- Highest Degree: PhD (2022)
- Responsibilities: UT, MT, DT, ADM, RES
- Teaching History
- · 2025-2: FAC9088 Statistical Methodology (3 credits, 11 students)
- · 2025-1: ACT3005 Financial Engineering2 (3 credits, 12 students)
- · 2025-1: ACT4004 Pension Mathematics (3 credits, 20 students)
- · 2025-2: ACT3002 Financial Engineering1 (3 credits, 24 students)
- · 2025-2: ACT4011 Data Mining Theory (3 credits, 16 students)
- Activities
- · December 2021, "Outside barrier lookback options with floating strike", JOURNAL OF THE KOREAN STATISTICAL SOCIETY, SPRINGER HEIDELBERG
- · April 2022, "Multi-step reflection principle and barrier options", JOURNAL OF FUTURES MARKETS, WILEY
- · July 2022, "Multi-step barrier products and static hedging", NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, ELSEVIER SCIENCE INC
- · October 2023, "Valuation of Minimum Guarantee Fee of Variable Annuities under Bivariate Binomial Tree", Korean Insurance Journal, Korean Insurance Academic Society
- · September 2023, "Valuing rebate options and equity-linked products", NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, ELSEVIER SCIENCE INC
- · March 2023, "Insurance guaranty premiums and exchange options", MATHEMATICS AND FINANCIAL ECONOMICS, SPRINGER HEIDELBERG
- · April 2023, "Estimation of National Pension Cost-Benefit Ratio Considering Probability of Death", Korean Insurance Journal, Korean Insurance Academic Society
- · July 2023, "Min-max multi-step barrier options and their variants", NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, ELSEVIER SCIENCE INC
- · September 2024, "Valuing American options using multi-step rebate options", NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, ELSEVIER SCIENCE INC