|
|
Çз KAIST Å×Å©³ë°æ¿µ´ëÇпø °æ¿µ°øÇÐ(°øÇйڻç, ±ÝÀ¶°øÇÐÀü°ø) ¼¿ï´ëÇб³ ´ëÇпø Á¹¾÷(ÀÌÇм®»ç, ±ÝÀ¶¼öÇÐÀü°ø) ¼¿ï´ëÇб³ Á¹¾÷(ÀÌÇÐÇлç) °æ·Â ÇϳªÀºÇà ¹ÙÁ©3 ½ÃÀ帮½ºÅ© ÃøÁ¤ ½Ã½ºÅÛ °³¹ß ÀÚ¹® ¿ì¸®±ÝÀ¶±×·ì ¹ÙÁ©3 ½ÃÀ帮½ºÅ© ÃøÁ¤ ½Ã½ºÅÛ °³¹ß ±ÝÀ¶°¨µ¶¿ø ¹ÙÁ©3 ½ÃÀ帮½ºÅ© ±ÔÁ¦ ü°è ±âÁؼ °¨¼ö ±ÝÀ¶°¨µ¶¿ø ¡°Fundamental Review of the Trading Book¡± ±ÔÁ¦°³Çõ¹æ¾È TF Âü¿© ¿ì¸®ÀºÇà ¸®½ºÅ© ÄöÆ®(ºÎºÎÀå) KAIST °æ¿µ´ëÇÐ ´ë¿ì±³¼ö Çѱ¹ÀÚ»êÆò°¡ ä±Ç°øÇבּ¸¼Ò ¿¬±¸¿ø(°úÀå) KAIST Å×Å©³ë°æ¿µ´ëÇпø ±ÝÀ¶°øÇבּ¸¼¾ÅÍ ¿¬±¸¿ø ³í¹® A First-Passage-Time Model under Regime-Switching Market Environment, Journal of Banking and Finance, 32(12), 2617-2627, 2008. (SSCI) ¿øȽſëµðÆúÆ®½º¿ÒÀÇ ½ºÇÁ·¹µå °áÁ¤¿¡ °üÇÑ ¿¬±¸, À繫¿¬±¸, 20(1), 1-33, 2007. Historical Credit Portfolio Loss Distribution: Using Expected Default Frequency,Asia-Pacific Journal of Financial Studies, 35(5), 109-136, 2006. (SSCI) ÇÕ¼º´ãº¸ºÎÁõ±Ç¿¡ °üÇÑ °íÂû, ¼±¹°¿¬±¸, 14(1), 127-168, 2006. Default Correlation Dynamics with Business Cycle and Credit Quality Changes, Journal of Derivatives, 13(1), 8-27, 2005. (SSCI) Credit Default Swap Valuation with Counterparty Default Risk and Market Risk, Journal of Risk, 6(2), 49-80, 2003/04. (SSCI) ±âŸ ´ëÇÐ °ÀÇ - ÅõÀÚ·Ð - ÆÄ»ý±ÝÀ¶»óÇ°·Ð - Financial Market Risk Management µî ¾÷°è °ÀÇ - ±¸Á¶Èä±Ç - ½Å¿ëÆÄ»ý»óÇ° - Fixed Income Modeling - FRM - ½ÃÀåÀ§Çè°ü¸® - ½Å¿ëÀ§Çè°ü¸® - ±ÝÀ¶¼ö¸® - Àå¿ÜÆÄ»ý»óÇ° ¸®½ºÅ©°ü¸® ¹æ¾È µî ÇÁ·ÎÁ§Æ® - ¹ÙÁ©2 ½ÃÀ帮½ºÅ© Ç¥Áعæ¹ý ¹× ³»ºÎ¸ðÇü ½Ã½ºÅÛ °³¹ß - ´ãº¸ºÎÀÚ»ê À§Çè°ü¸® ½Ã½ºÅÛ °³¹ß - ÆÄ»ý»óÇ°À§Çè°ü¸®½Ã½ºÅÛ °³¹ß - ½Å¿ëÆÄ»ý»óÇ° °¡°Ý°áÁ¤¸ðÇü °³¹ß - ¹ÙÁ©3 ½ÃÀ帮½ºÅ© ½ÅÇ¥Áعæ¹ý ½Ã½ºÅÛ °³¹ß µî
|
|
|
|
|
|
|