Aaron Young Shin Kim

Prof. Dr. Aaron Young Shin Kim

College of Business, Stony Brook University

Biography

Young Shin Aaron Kim received his doctorate degree from Sogang University in Korea, in 2005, and completed Habilitation (Doctor of Science) process at Karlsruhe Institute of Technology, Germany, in 2011. His current professional and research interests are in the area of mathematical modeling and its application to finance. He is interested in mathematical models having fat-tails, asymmetric dependence, clustering of volatility, and long-range dependence, and in financial issues including financial risk management, portfolio management, and derivative pricing. Kim published more than 40 research papers in internationally refereed journals and was awarded one patent. He shares basic libraries and tools implemented by him.

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Experience

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