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Kwangwon Ahn (安光元)

来源: 北京大学在职研究生招生信息网    发布时间:2014-03-11

教育背景:

  2009 - 2013 牛津大学 金融经济学博士

  2007 - 2008 牛津大学 金融经济学硕士

  2005 - 2007 麻省理工学院 核科学和工程博士项目

  2004 - 2005 哈佛大学 统计学硕士

  1996 - 2000 首尔国立大学  核工程学士

 

研究领域:

  资产定价、计算经济学、金融稳定、宏观经济、货币经济

 

工作论文:

  A Dynamic General Equilibrium Model to Analyse Financial Stability, Submitted

  (W) Dimitrios Tsomocos

  Just Talk? Strategic Plan Announcements and Market Reactions, Submitted

  (W) Richard Whittington, Basak Yakis-Douglas

  Strategic Planning in More Turbulent Times: the Roles of the Strategic Planner, Under Review

  (W) Richard Whittington, Basak Yakis-Douglas

  Monetary Policy in a Time of Natural Disaster

  Collateral, Default and Asset Prices

  Comparison of Silicon Carbide and Zircaloy4 Cladding during LBLOCA

 

研究论文:

  A First Course in Black-Scholes’ PDE (Book)

  A Dynamic Model of Closed-End Fund Discounts with Noise Trader Risk

  (W) Moonsub Choi, Jungsuk Han

  Signaling Strategic Commitment for Organizational Transition: How to Manage Potential M&As through Voluntary Disclosures

  (W) Duncan Angwin, Maureen Meadows, Basak Yakis-Douglas

  Optimal Security Design under Asymmetric Information

 

出版:

  Carpenter, D., Ahn, K., Kao, S., Hejzlar, P., Kazimi, M., 2007.Assessment of Silicon Carbide Cladding for High Performance Light Water Reactors. Nuclear Fuel Cycle Program (book series), MIT-NFC-TR-098, MIT Centre for Advanced Nuclear Safety Systems

  Eul, R., Ahn, K., Kao, S., Hejzlar, P., Kazimi, M., 2006. A Comparison of Passive vs. Active Systems for Advanced Light Water Reactors. Advanced Nuclear Power Program (book series), MIT-ANP-TR-111, MIT Centre for Advanced Nuclear Safety Systems

 

研讨会:

  Internal Finance Seminar, Saïd Business School, University of Oxford, Oxford, UK, October 2009

  Winter Doctoral Conference, Saïd Business School, University of Oxford, Oxford, UK, December 2010

  Computational Science Centre, KIST, Seoul, Korea, February 2011

  11th SAET Conference, Ancao (Faro), Portugal, May 2011

  3rd Global Conference on Economic Geography, Seoul, Korea, June 2011

  Economics and Joint Schools, Somerville College, University of Oxford, Oxford, UK, June 2012

  Winter Doctoral Conference, Saïd Business School, University of Oxford, Oxford, UK, January 2013

  International College of Economics and Finance, Higher School of Economics, Moscow, February 2013

  Department of Management Science, KAIST, Daejon, Korea, February 2013

  XXII European Workshop on General Equilibrium Theory, Vienna, Austria, May 2013

  Manchester Workshop on Economic Theory, Manchester, UK, June 2013

  Summer Workshop in Economic Theory – SWET, Paris School of Economics (PSE), France, July 2013

  13th SAET Conference on Current Trends in Economics, MINES Paris Tech, France, July 2013

 

教学经验:

  2013至今 北京大学,商业数学、应用随机过程,数值分析方法, 讲师

  2013     剑桥大学,固定收益和衍生品,教师

  2009 - 2013  牛津大学,金融经济学, 导师

  2009 - 2013  牛津大学,金融经济学, 助教

  2012    牛津大学-乔治亚大学项目, 金融经济学, 导师

  2006 哈佛大学,量化金融, 课程助理

  2004 哈佛大学,量化方法, 助教

  2011 首尔国立大学,核反应堆物理, 助教

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