Hyung Joo Kim

Economist Quantitative Risk Analysis Section Reserve Bank Operations and Payment Systems

202-452-3351
[email protected]

Ph.D., Finance, University of Houston, 2022
M.S., Finance, Seoul National University, 2016
B.S., Mathematical Sciences, Korea Advanced Institute of Science and Technology, 2014

Options on Interbank Rates and Implied Disaster Risk
Hitesh Doshi, Hyung Joo Kim, and Sang Byung Seo
Finance and Economics Discussion Series (2023)
https://doi.org/10.17016/FEDS.2023.054
The Pricing Kernel in Options
Steven Heston, Kris Jacobs, and Hyung Joo Kim
Finance and Economics Discussion Series (2023)
https://doi.org/10.17016/FEDS.2023.053
Options on Interbank Rates and Implied Disaster Risk
Hitesh Doshi, Hyung Joo Kim, and Sang Byung Seo
Social Science Research Network (2023)
https://doi.org/10.2139/ssrn.3469087
See also » FRB Working Paper (2023)
The Pricing Kernel in Options
Steven Heston, Kris Jacobs, and Hyung Joo Kim
Social Science Research Network (2022)
See also » FRB Working Paper (2023)
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
(2022)

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