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Financial Engineering Research Center

Purpose of Research

  • To develop research and academic programs for enhancing the international competitiveness of Korean finance
  • To advance high-tech financial engineering theories and improve research on analytical, investment and risk management techniques
  • To distribute research reports to financial institutions and supervising bodies such as government, parliament, academy, professional journals, etc.

Field of Research

  • Analysis of financial and stock market
  • Development of derivatives and new financial products
  • Development of investment model
  • Development of derivatives valuation model
  • Development of financial information system and trading software
  • Portfolio management and risk evaluation
  • Estimation of the term structure of interest rates
Contact : Kim, HaengRan ( hrkim@business.kaist.ac.kr )
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