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1985 ¹Ú»ç Columbia University
1980 ¼®»ç Columbia University, °æ¿µÇÐ
1972 ÇÐ»ç ¼¿ï´ëÇб³, Applied Chemistry
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¿¬¼¼´ëÇб³, ±³¼ö, 2006-ÇöÀç
KAIST, ±³¼ö, 1991-2006
New York University, Á¶±³¼ö, 1985-1991
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Valuation of derivative securities
À§Çè °ü¸® Risk Management
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Corporate bonds with option features
ÆÄ»ý»óÇ°½ÃÀå Derivatve security markets
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Equilibrium models of asset pricing
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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.
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¿ì¼ö°ÀÇ»ó, ¿¬¼¼´ëÇб³, 2007
ȸÀå, Çѱ¹À繫ÇÐȸ, 2003-2004
´ëÇ¥ÀÌ»ç, IFS, 2000-2004
ȸÀå, Çѱ¹ÆÄ»ý»óÇ°ÇÐȸ, 1999-2000
ÆíÁýÀ§¿øÀå, ¼±¹°¿¬±¸, 1995-1997
ºÎȸÀå, Çѱ¹À繫°ü¸®ÇÐȸ, 1995-1996
ÆíÁýÀ§¿øÀå, À繫¿¬±¸, 1993-1994