Financial Engineering

This research area relies on computational intelligence, mathematical finance, numerical methods and computer simulations to make trading, hedging and investment decisions, as well as facilitating the risk management of those decisions. Especially, we are mainly focusing on the computational finance based on CAD and Monte-Carlo simulation for estimating security price and derivatives.

Related Projects

금융계산을 위한 IT 플랫폼 연구 (2010)

고성능 ELS 평가시스템 개발, 삼성증권 (2009-2010)