연세대학교 경영전문대학원

교수진

교수진
  • 김인준
    명예교수
  • 전공   재무
    Ph.D. Columbia University
  • 이메일   ijkim728@yonsei.ac.kr
  • 홈페이지   

학력

1985 박사 Columbia University
1980 석사 Columbia University, 경영학
1972 학사 서울대학교, Applied Chemistry

주요경력

연세대학교, 교수, 2006-현재
KAIST, 교수, 1991-2006
New York University, 조교수, 1985-1991

강의관심분야

재무관리, 파생상품론, 투자론, 금융수학, 자산가격론세미나

연구관심분야

파생상품 가치평가
Valuation of derivative securities
위험 관리 Risk Management
파생상품 특성을 지닌 회사채
Corporate bonds with option features
파생상품시장 Derivatve security markets
자산가격의 일반균형모형
Equilibrium models of asset pricing

주요 연구 논문 및 저서

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.

주요 학술활동 및 수상

우수강의상, 연세대학교, 2007
회장, 한국재무학회, 2003-2004
대표이사, IFS, 2000-2004
회장, 한국파생상품학회, 1999-2000
편집위원장, 선물연구, 1995-1997
부회장, 한국재무관리학회, 1995-1996
편집위원장, 재무연구, 1993-1994

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