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연구실 :
다산관 510-1

연구실번호 :
2725

이메일 :
yskim67@ajou.ac.kr

연구관심분야 :
Computational Finance, Derivatives Pricing, Numerical Partial Differential Equations, Computational Fluid Mechanics, Meshfree Method

홈페이지 :
학력
졸업연도/학교/학위
2001.02 한국과학기술원 박사
졸업연도/학교/학위
1994.12 University of Minnesota 석사
졸업연도/학교/학위
1989.02 서울대학교 학사
경력 2001. 3 ~ 2002. 2 : 연세대학교 BK21 사업단 박사후 연구원
2002. 3 ~ 2005.11 : 연세대학교 자연과학연구소 연구교수
2006. 3 ~ 2008. 2 : 국민대학교 교양과정부 전임강사
2008. 3 ~ 2009. 8 : 국민대학교 교양과정부 조교수
2009. 9 ~ 2013. 8 : 아주대학교 금융공학과 연구부교수
2013. 9 ~ 2016. 8 : 아주대학교 금융공학과 대우조교수
2016. 9 ~              : (주)에프앤 자산평가 금융공학연구소 소장(이사)
기타 2011. 5. ~  2016. 4. 한국연구재단 이공학개인기초연구지원사업 (기본) -- 금융파생상품의 가격결정 방법론 개발
2016. 11. ~ 2019. 10. 한국연구재단 이공학개인기초연구지원사업(기본) --금융파생상품의 위험관리를 위한 수리모델과 수치방법론 개발 
논문 및 연구활동
연구활동(주요논문)
  • [논문] Comparison of numerical schemes on multi-dimensional Black-Scholes equations (BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY) - 2013.11
    김용식, 조중리
  • [논문] Option pricing and Greeks via a moving least square meshfree method (QUANTITATIVE FINANCE) - 2013.11
    배형옥, 구형건, 김용식
  • [논문] application of flocking mechanism to the modeling of stochastic volatility (MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES) - 2013.01
    배형옥, 임현철, 김용식, 안신미, 하승열
  • [논문] Meshfree point collocation method for the stream-vorticity formulation of 2D incompressible Navier–Stokes equations (COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING) - 2007.07
    김용식, 전석기, 이진호, 김도완
  • [논문] Point collocation methods using the fast moving least-square reproducing kernel approximation (INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING) - 2003.03
    김용식, 김도완
국제학술논문지
  • [논문] A mathematical model for volatility flocking with a regime switching mechanism in a stock market (MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES) - 2015.03
    유재인, 이상혁, 하승열, 임현철, 김용식, 배형옥
  • [논문] Comparison of numerical schemes on multi-dimensional Black-Scholes equations (BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY) - 2013.11
    김용식, 조중리
  • [논문] Option pricing and Greeks via a moving least square meshfree method (QUANTITATIVE FINANCE) - 2013.11
    배형옥, 구형건, 김용식
  • [논문] A point collocation scheme for the stationary incompressible Navier-Stokes equations (BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY) - 2013.10
    김용식
  • [논문] application of flocking mechanism to the modeling of stochastic volatility (MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES) - 2013.01
    배형옥, 임현철, 김용식, 안신미, 하승열
  • [논문] on the stationary transport equations (NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS) - 2008.02
    배형옥, 진범자, 최희준, 김용식
  • [논문] Meshfree point collocation method for the stream-vorticity formulation of 2D incompressible Navier–Stokes equations (COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING) - 2007.07
    김용식, 전석기, 이진호, 김도완
  • [논문] Analysis of a meshfree method for the compressible Euler equations (JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY) - 2006.09
    김용식, 박대현
  • [논문] Meshfree method for the non-stationary incompressible Navier-Stokes equations (DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B) - 2006.01
    김용식, 김도완, 최희준
  • [논문] New local near-tip functions for the element-free Galerkin method (COMMUNICATIONS IN NUMERICAL METHODS IN ENGINEERING) - 2005.03
    윤영철, 이상호, 김용식
  • [논문] A miniatuarized electron beam column simulation by the fast moving least square reproducing kernel point collocation Method (JAPANESE JOURNAL OF APPLIED PHYSICS) - 2003.06
    김용식, 김영철, 김대욱, 빅윤영, 김호섭, 김도완, 안승준
  • [논문] Point collocation methods using the fast moving least-square reproducing kernel approximation (INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING) - 2003.03
    김용식, 김도완
  • [논문] Meshless Method for the stationary incompressible Navier-Stokes equations (DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B) - 2001.11
    김용식, 김도완, 김혜현, 최희준
국내학술논문지
  • [논문] FDM Algorithm for Pricing of ELS with Exit-Probability (선물연구) - 2011.11
    노현석, 김용식, 배형옥
국제학술발표
  • [학술회의] A Simulation on the Two-Dimensional Cavity flow by Vlasov and Navier-Stokes system (International Conference for Nonlinear Dynamics and Complex Systems) - 2012.12
    김용식
  • [학술회의] A hybrid pricing method for options with multi assets (SIAM Conference on Financial Mathematics & Engineering, (2012 SIAM Annual Meeting)) - 2012.07
    김용식, 조태창, 배형옥
  • [학술회의] Application of flocking mechanism to the modeling of stochastic volatility (APAD(Asia-Pacific Association of Derivatives) 2011) - 2011.08
    배형옥, 임현철, 안신미, 김용식, 하승렬
  • [학술회의] A numerical method for option pricing with exit probability (APAD(Asia-Pacific Association of Derivatives) 2011) - 2011.08
    김용식, 노현석, 배형옥
  • [학술회의] An Option Pricing Method by Using Meshfree Approximation (대한금융공학회) - 2010.12
    김용식, 배형옥, 구형건
  • [학술회의] A PDE method for the derivative pricing by the meshfree point collocation scheme (10th SAET Conference ON CURRENT TRENDS IN ECONOMICS ) - 2010.08
    배형옥, 김용식
국내학술발표
  • [학술회의] Volatility-Flocking in the U.S. Stock Market ((사) 아시아 유럽 미래학회 2015년도 춘계학술발표대회) - 2015.05
    배형옥, 임현철, 김용식, 이상혁, 유재인, 하승열
  • [학술회의] Valuation of the Equity Linked Securities by the parallel programming (2014 KSIAM Annual Meeting (10th)) - 2014.11
    김용식, 윤성문
  • [학술회의] IMPLIED OPTION ON REVERSE MORTGAGES AND REVERSE MORTGAGES VALUATION (2014 KSIAM Annual Meeting (10th)) - 2014.11
    김용식, 심규철, 현종석, 김채린
  • [학술회의] Financial derivatives pricing under Stochastic Alpha Beta Rho (SABR) model (2014 KSIAM Annual Meeting (10th)) - 2014.11
    김용식, 배형옥, 우경식
  • [학술회의] A Pricing of Hybrid DLS with GPGPU (2014 KSIAM Annual Meeting (10th)) - 2014.11
    김용식, 배형옥, 윤여창
  • [학술회의] A cavity flow simulation by the Cucker-Smale-Navier-Stokes system (2014 KSIAM Annual Meeting (10th)) - 2014.11
    김용식, 하승렬, 배형옥
  • [학술회의] Mathematical Model for Volatility Flocking with a Regime Switching Mechanism in a Stock Market (Korean Association of Financial Engineering 2014 Annyal meeting) - 2014.08
    배형옥, 임현철, 이상혁, 하승렬, 김용식, 유재인
  • [학술회의] 한국 금융시장의 고빈도 거래 식별 (2013 한국재무관리학회 추계정기학술발표회 및 정기총회) - 2013.11
    김용식, 현종석, 조중리
  • [학술회의] A numerical scheme for pricing barrier options by the domain decomposition (2013 Annual Meeting of the Korean Mathematical Society) - 2013.10
    김용식, 최광은, 배형옥
  • [학술회의] A finite difference scheme for pricing of the participating life insurance (2013 Annual Meeting of the Korean Mathematical Society) - 2013.10
    배형옥, 홍태희, 김용식
  • [학술회의] 고빈도 거래에 대한 스펙트럼 분석 (2013 제15회 경영관련학회 통합학술대회) - 2013.08
    김용식, 현종석, 조중리
  • [학술회의] A stochastic volatility model for financial market with the flocking mechanism (대한금융공학회 한국금융연구원 정책심포지엄 및 학술대회) - 2012.12
    김용식, 안신미, 임현철, 배형옥, 하승열
  • [학술회의] A PERFORMANCE ANALYSIS OF THE OPERATOR SPLITTING METHOD ON OPTION PRICING (2012 재무관리학회 추계 정기학술발표회) - 2012.11
    김용식, 조중리, 구형건
  • [학술회의] A hybrid pricing method for multi-asset options (KSIAM 2012 Spring Conference) - 2012.05
    김용식, 조태창, 배형옥
  • [학술회의] A hybrid method for multi asset option pricing (제4회 대한금융공학회 학술대회) - 2011.12
    김용식, 조태창, 배형옥
  • [학술회의] 탈출확률을 적용한 FDM 알고리즘 (2011 한국파생상품학회 추계학술연구발표회) - 2011.11
    김용식, 배형옥, 노현석
  • [학술회의] A finite difference method for option pricing with exit probability (2011 대한수학회 정기총회 및 가을 연구발표회) - 2011.10
    김용식, 배형옥, 노현석
  • [학술회의] A parallel Monte-Carlo method for an Equity Linked Security (The 4th Postech-Ajou-Kaist Conference in Finance and Mathematics) - 2011.07
    김용식, 윤혜란
  • [학술회의] New FDM algorithm on option pricing for ELS with knock-in barrier (The 4th Postech-Ajou-Kaist Conference in Finance and Mathematics) - 2011.07
    김용식, 배형옥, 노현석
  • [학술회의] A Meshfree method for Option Pricing and Greeks Calculation (제 4 회 KMS Probability Workshop) - 2010.11
    김용식
  • [학술회의] An option pricing method by the meshfree approximation (한국파생상품학회 추계학술발표회) - 2010.11
    김용식, 구형건, 배형옥
  • [학술회의] 자유격자법을 이용한 옵션가격과 그릭 계산 (한국재무관리학회 추계 학술연구발표회) - 2010.11
    김용식, 구형건, 배형옥
  • [학술회의] A Meshfree Method for Option Pricing and Greeks Calculation (2010 Global KMS International Conference ) - 2010.10
    김용식, 구형건, 배형옥
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