Aaron Kim

Aaron

Aaron Kim received his doctorate degree from Sogang University in Korea in 2005, and completed his Habilitation (Doctor of Science) process in Karlsruhe Institute of Technology, Germany in 2011. His current professional and research interests are in 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. Dr. Kim has published dozens of research papers in internationally refereed journals and has been awarded one patent. He is an expert in computer programming and shares basic libraries and tools implemented by him.