Faculty DirectoryChoe, Geon Ho Affiliated Professor
- Contact Information Office.Daejeon Tel.042-350-2725 Eemail@example.com Lab.
- Academic GroupsFinance
- ▶ Ph.D. in Mathematics, University of California Berkeley, 1987
▶ Attended the Graduate School in Seoul National University, Mar. 1981 ~ July 1982
▶ B.S. in Mathematics, Seoul National University, 1981
- ▶ Lecturer, University of California Berkeley, June 1987 ~ Aug. 1987
▶ Visiting Assistant Professor, Tulane University, Sep. 1987 ~ Aug. 1988
▶ Visiting Assistant Professor, University of California Riverside, Aug. 1988 ~ July 1989
▶Assistant Professor, Associate Professor, Professor, KAIST, July 1989 ~ Present
Industry Advisory Activities
Publications (patents, etc.)
- ▶ Stochastic Analysis for Finance with Simulations (Universitext), Springer, 2016
▶ Computational Ergodic Theory (Algorithms and Computation in Mathematics, Vol. 13), Springer, 2005
- Simulations of random phenomena in mathematics, nature and society: Most of research activities has been in the areas of probabilistic nature such as financial mathematics, dynamical systems, random number generators, information theory and random shuffling.