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Jack (June Ho) Kim
Ph.D. Candidate
Office: Terman 481 | Phone: 650-796-9955 |
Email: jackkim ATT stanford.edu |
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Biography Jack Kim is a Ph.D. Candidate in the department of Management Science & Engineering at Stanford University, specializing in finance and economics. He is also concurrently pursuing his master's degree in Stanford's Financial Mathematics Program. He obtained his B.S. in Applied Mathematics and B.S. in Computer Science from the Korea Advanced Institute of Science and Technology (KAIST). Jack's current research interests include incomplete information models in multiname credit derivative pricing, default risk modeling, Levy processes and general analytical methodologies in quantitative finance, largely inline with his research group CreditLab. His doctoral studies are being funded by the Samsung Scholarship.
- Optimizing the Mark-to-Market of a Fixed-Income Portfolio: A Closed-Form Moment Approach (with Kay Giesecke)
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