Yonsei School of Business

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Faculty
  • Kim, In Joon
    Professor Emeritus
  • Division   Finance
    Ph.D. Columbia University
  • Email   ijkim728@yonsei.ac.kr

EDUCATION

1985 Ph.D. Columbia University
1980 MBA Columbia University
1972 B.S. Seoul National University, Applied Chemistry

ACADEMIC AND PROFESSIONAL EXPERIENCE

Professor, School of Business, Yonsei University, 2006-present
Professor, KAIST, 1991-2006
Assistant Professor, New York University, 1985-1991

TEACHING INTERESTS

Financial Management Investments
Derivatives Asset Pricing Fixed Income Securities Theory of Financial Markets
Numerical Methods in Finance

RESEARCH INTERESTS

Equilibrium models of asset pricing Derivative securities Corporate liabilities and interest dependent securities Risk Management

SELECTED PUBLICATION

I.J. Kim, J.K. Kang, H.S. Kim and G.H. Chang. 2007. An Efficient Approximation Method for American Exotic Options. Journal of Futures Markets, 27(1): 29-59.

I.J. Kim and G.Y. Park. 2006. An Empirical Comparison of Implied Tree Model for KOSPI 200 Index Options. International Review of Economics and Finance: 52-71.

I.J. Kim and Sol Kim. 2005. Is It Really Important to Consider the Jump Component for Pricing and Hedging Short-Term Options? Journal of Futures Markets, 25: 989-1099.

I.J. Kim, B.M. Kim and K.Y. Jung. 2005. Internal Funds Allocation and the Ownership Structure: Evidence from Korean Business Groups. Review of Quantitative Finance and Accounting.

I.J. Kim, S.J. Byun and S.S. Lim. 2004. Valuing and Hedging American Options under Time-Varying Volatility. Journal of Derivatives Accounting, 1(2): 195 - 205.

I.J. Kim, G.H. Chang, and S.J. Byun. 2003. Valuation of Arithmetic Average Reset Options. Journal of Derivatives, 11: 70 - 80.

I.J. Kim and Sol Kim. 2003. On the Usefulness of Implied Risk Neutral Distributions - Evidence from Korean KOSPI 200 Index Options Market. Journal of Risk, 6: 1-18.

I.J. Kim and C.M. Ahn. 2001. The Effect of Time Complementarity on Consumption Smoothing and the Equity Premium. Research in Finance, Vol. 19: 153-168.

I.J. Kim, Choi Hyun Woo, Ahn Byung Hun, Yoon Kyung Lim. 1999. On the Economics of Callback Services. Journal of Regulatory Economics, 15(2): 165-181.

I.J. Kim, S.W. Kwon and H.Y. Cho. 1996. Duration and Immunization Strategy of Default-Prone Bonds. The International Journal of Finance and Economics, 8(2): 146-161.

I.J. Kim. 1994. Analytic Approximation of the Optimal Exercise Boundaries for American Futures Options. Journal of Futures Markets, 14(1): 1-24.

I.J. Kim. 1992. Option Pricing: A General Equilibrium Approach. Review of Quantitative Finance and Accounting, 2(1): 97-100.

I.J. Kim. 1990. The Analytic Valuation of American Options. The Review of Financial Studies, 3: 547-572.

PROFESSIONAL ACTIVITIES AND AWARDS

Outstanding Teaching Award, Yonsei University, 2007
President, Korean Finance Association, 2003-2004
President. IFS, 2000-2004
President, Korean Association of Futures and Options, 1999-2000
Editor-in-Chief, Korean Journal of Futures and Options, 1995-1997
Vice President, Korean Financial Management Association, 1995-1996
Editor-in-Chief, Korean Journal of Finance, 1993-1994

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