Dr. Sung Ik Kim is an applied mathematician and financial economist. He is currently an assistant professor of finance and accounting at Louisiana State University in Shreveport. He earned a Ph.D. in Quantitative Finance (Applied Mathematics and Statistics) from the State University of New York at Stony Brook, an M.A. in Economics from the State University of New York at Buffalo, and an M.S. in Accounting from the University of Texas at Arlington. He also finished his M.B.A. (specialized in financial accounting) and B.S in Business Administration at Kyung Hee University in Seoul, South Korea. He previously worked as a Chief Financial Officer and Senior Quantitative Consultant for a consulting firm in Seoul, South Korea.
Dr. Kim's current research interests include non-Gaussian processes and their applications to finance. Especially, he is interested in quantitative financial models with heavy-tails and volatility clustering and in financial issues related to credit risk, risk management, credit derivatives, multi-asset pricing, Levy processes, and Copula model.
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- Kim, S. I. (2022). ARMA-GARCH Model with Fractional Generalized Hyperbolic Innovations, Financial Innovation 8(48) |
FIN 301 Managerial Finance
ACCT 205 Intro Financial Accounting
FIN 720 Contemporary Issues in Finance
MBA 702 Financial Management
MBA 728 Financial Analytics
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