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Choe, Geon Ho Affiliated Professor 사진

Faculty DirectoryChoe, Geon Ho Affiliated Professor

  • Contact Information Office.Daejeon Tel.042-350-2725 E-mail.ghchoe@kaist.ac.kr Lab.
  • Academic GroupsFinance
  • Major

Education

    ▶ 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

Career

    ▶ 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

Research Areas

    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.
Contact : We, Chungin ( chunginwe@business.kaist.ac.kr )

Faculty & Research

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