<Graduate Student>

• Numerical schemes on multidimensional option pricing problems
• Hedging problem under ambiguity
• Survey on trader’s decision making for under ambiguity
• General equilibrium
• Finite Difference Method on small computational domain
• Numerical method using exit probaility for exotic options
• AFRIS
• General equilibrium using Groebner Basis
• Empirical Model of KOSPI200 Futures market
• Skewness of KOSPI200 Options market

<Co-work with foreign scholar>

• Financial mathematics and methodology
• Asset pricing under asymmetric information
• Risk management
• Credit Risk