Professor Sol Kim


- Associate Professor, College of Business Administration, Hankuk University of Foreign Studies
- Chair, Department of International Finance, Graduate School of Business
- (130-791) Faculty Office Building #410, Hankuk University of Foreign Studies, 270, Imun-dong, Dongdaemun-Gu, Seoul, Korea.
- Tel: 02-2173-3124
- Fax: 02-959-4645
- E-mail: solkim@hufs.ac.kr
- Twitter: @romancesol
- Facebook: @solkim
- CV (in English)


- Hankuk University of Foreign Studies, College of Business Administration Associate Professor, 2010.03 - Present
- Hankuk University of Foreign Studies, College of Business Administration Assistant Professor, 2008.03 - 2010.02
- Seoul Women's University, Department of Business Administration Full-time Lecturer, 2006.09 - 2008.02
- KAIST Business School Adjunct Professor, 2005.09 - 2007.08
- KAIST Financial Engineering Center, Research Fellow, 2006.03 - 2006.08
- SAMSUNG SDS Manager, 2004.02 - 2006.02
- Intetrated Financial Solutions, Consultant, 2001.05 - 2003.10

- "Effects of Macroeconomic News Announcements on the Risk-Neutral Distribution: Evidence From KOSPI200 Intraday Options Data," (with Geul Lee) Asia-Pacific Journal of Financial Studies, 40, 403-432, 2011. (SSCI)
- "Intraday Volatility Forecasting from Implied Volatility," (with Dongwoo Rhee and Suk Joon Byun) International Journal of Managerial Finance, 7(1), 83-100, 2011.
- "The Performance of Traders' Rules in Options Market," Journal of Futures Markets, 29, 999-1020, 2009. (SSCI)
- "Lead-Lag Relationship between Stock Index Options and Stock Index Market: Model, Moneyness, and News" (with In Joon Kim and Seung Oh Nam) International Journal of Managerial Finance 5, 311-332, 2009.
- "Pricing Options with Extreme Events: Using Camara and Heston(2008)'s Model" Asia-Pacific Journal of Financial Studies, 38, 187-209, 2009. (SSCI)
- "The Role of Stochastic Volatility and Return Jumps: Reproducing Volatility and Higher Moments in Equity Returns Dynamics" (with In Joon Kim, In Suk Baek, and Jae Sun Noh) Review of Quantitative Finance and Accounting 29, 69-110, 2007.
- "Is it Important to Consider the Jump Component for Pricing and Hedging Short-term Options?" (with In Joon Kim) Journal of Futures Markets 25, 989-1009, 2005. (SSCI)
- "Empirical Comparison of Alternative Stochastic Volatility Option Pricing Models: Evidence from Korean KOSPI 200 Index Options Market," (with In Joon Kim) Pacific Basin Finance Journal 12, 117-142, 2004. (SSCI) (lead article)
- "On the Usefulness of Implied Risk Neutral Distributions: Evidence from Korean KOSPI 200 Index Options Market," (with In Joon Kim) Journal of Risk 6, 93-110, 2003.(SSCI)

- "The Modern Option Pricing Theory: A Review," (ÀÌ±Û °øÀú) Trends in Mathematics - New Series, 13(1), 35-59, 2011.
- "Áö¼ö¿É¼ÇÀÇ º¯µ¿¼º ½ºÇÁ·¹µå°¡ °®´Â Á¤º¸È¿°ú," (ÀÌ±Û °øÀú) ¼±¹°¿¬±¸, 19(1), 59-90, 2011.
- "ÁÖ¿ä±¹ÀÇ ºÎµ¿»ê ÆÄ»ý»óǰ ±ÔÁ¦¿¬±¸ ¹× ½Ã»çÁ¡," (äÁöÀ± °øÀú) ±ÔÁ¦¿¬±¸, 19(2), 1-17, 2010.
- "±âÃÊÀÚ»êÀÇ ÀÚ±â»ó°üÀ» °í·ÁÇÑ ¿É¼Ç°¡°Ý°áÁ¤¸ðÇüÀÇ ¼º°ú," ±ÝÀ¶°øÇבּ¸, 9(3), 1-17, 2010. (lead article)
- "Heston(1993) ¸ðÇüÀ» ÀÌ¿ëÇÑ ¿É¼Ç ³»À纯µ¿¼ºÀÇ ¹Ì·¡ º¯µ¿¼º ¿¹Ãø," ±ÝÀ¶¾ÈÁ¤¿¬±¸, 11(1), 1-25, 2010. (lead article)
- "ÀüÅëÀû ȸ±ÍºÐ¼® ¸ðÇüÀÇ º¸¿ÏÀ» ÅëÇÑ µ¿ÀûÇì¡ÀÇ È¿À²¼º Çõ½Å: ½Ã¹Ä·¹ÀÌ¼Ç ¿¬±¸," (ÀÌ±Û °øÀú) »ê¾÷Çõ½Å¿¬±¸, 26, 77-97, 2010.
- "CFMA µµÀÔÀÌ Ú¸ ±ÝÀ¶±â°üÀÇ °æ¿µ¼º°ú¿¡ ¹ÌÄ¡´Â ¿µÇâ¿¡ ´ëÇÑ ¿¬±¸," (äÁöÀ± °øÀú) ±¹Á¦Áö¿ª¿¬±¸, 13, 103-128, 2010.
- "¿É¼Ç½ÃÀåÀÇ °úÀ×¹ÝÀÀ¿¡ °üÇÑ ¿¬±¸: 1997-1998³â ¿ÜȯÀ§±â¸¦ ÀüÈÄÇÏ¿©," »ê¾÷Çõ½Å¿¬±¸, 24, 25-63, 2008.
- "À§ÇèÁ߸³ºÐÆ÷ ¿ÖµµÃ·µµÀÇ »ó´ëÀû Á߿伺: Corrado and Su(1996) ¸ðÇüÀ» ÀÌ¿ëÇÑ ¿É¼Ç °¡°Ý ¿¹Ãø," ¼±¹°¿¬±¸, 16, 1-20, 2008.
- "ÄÝ/Dz¿É¼Ç °Å·¡±Ý¾× ºñÀ²ÀÇ Á¤º¸È¿°ú," ¼±¹°¿¬±¸, 15, 31-53, 2007.
- "À§ÇèÁ߸³ºÐÆ÷ ¿Öµµ, ÷µµÀÇ ¿É¼Ç°¡°Ý°áÁ¤¿¡ ´ëÇÑ ¿µÇâ·Â," ¼±¹°¿¬±¸, 14, 31-56, 2006.
- "ÁÖ°¡Áö¼ö¼±¹°°ú ÁÖ°¡Áö¼öÀÇ °¡°Ý¹ß°ß±â´É¿¡ °üÇÑ ½ÇÁõ¿¬±¸: °øÀûºÐ°ú ¿ÀÂ÷¼öÁ¤¸ðÇü," (±èµ¿¼® °øÀú) ¼±¹°¿¬±¸ 7, 87-115, 2000.

- 2011: Korea Finance Association Joint Conference, Multinational Finance Society Conference, Asia-Pacific Association of Derivatives(APAD)
- 2010: Korea Finance Association Joint Conference, Multinational Finance Society Conference, Asia-Pacific Association of Derivatives(APAD), Hallym University, Conference on Asia-Pacific Financial Markets(CAFM), Korea Financial Engineering Society
- 2009: Ajou- KAIST-Postech Conference, Korea Finance Association Joint Conference, Multinational Finance Society Conference, Korean Corporation Management Association Conference, Korean Finance Association Conference, Korea Derivatives Association Conference
- 2008: Korean Finance Association Conference, Korea Finance Association Joint Conference, Korea Derivatives Association Conference, Korean Financial Engineering Society Conference
- 2007: Korean Academic Society of Business Administration Conference, Korea Finance Association Joint Conference
- 2006: Korea Finance Association Joint Conference, Korea Derivatives Association Conference
- 2004: Korea Derivatives Association Conference
- 2003: Korea Finance Association Joint Conference, Korea Derivatives Association Conference
- 2002: Korean Finance Association Conference
- 1999: Korean Securities Association Conference, Korea Derivatives Association Conference

- "Forecasting Future Volatility from Option Prices," (with Dongwoo Rhee and Suk Joon Byun) submitted to the Journal 2009.
- "Empirical Comparison of Options Pricing Models: Evidence from Intraday Data," submitted to the Journal 2009.
- Etc....

- NHÅõÀÚÁõ±Ç, Volatility Smiles ±¸Çö, 2010.05 - 2010.08
- KoRei, ¹Ì·¡¿¡¼ÂÁõ±Ç ¹ßÀüÀü·«, 2007.07 - 2007.10
- ÆæÅ¸¼ÒÇÁÆ®, Àå¿ÜÆÄ»ý»óǰ °¡°Ý°áÁ¤ ¸ðÇü °³¹ß, 2006.04 - 2006.08
- Çѱ¹±³Á÷¿ø°øÁ¦È¸, ÀÚ»ê¿î¿ë½Ã½ºÅÛ ±¸Ãà, 2005.04 - 2005.12
- »ï¼ºSDS, ¿ø°¡°ü¸® ¹× Àκ° ´ÙÂ÷¿ø ¼öÀͼº ºÐ¼®, 2005.01 - 2005.03
- »ï¼º»ý¸í, Global Accouting ½Ã½ºÅÛ ±¸Ãà, 2004.10 - 2004.12
- »ï¼º»ý¸í, ºñÁî´Ï½º ¾ÆÅ°ÅØÃ³ ±¸Ãà, 2004.04 - 2004.09
- NICEä±ÇÆò°¡, NICE-FN ä±Ç¼º°úÆò°¡¸ðµâ °³¼±, 2003.08 - 2004.01
- ±¹¹Î¿¬±Ý°ü¸®°ø´Ü, Value at Risk¸¦ ÀÌ¿ëÇÑ Risk Budgeting ¸ðÇü °³¹ß, 2003.06 - 2003.10
- ÇÑÀÏÅõÀÚ½ÅŹ¿î¿ë, È¥ÇÕÇü/ÇìÁö ÆÝµåÀÇ ¿î¿ëÀü·«¼ö¸³, 2001.10 - 2001.12
- µ¿¿øÅõÀÚ½ÅŹ¿î¿ë, À妽º ÆÝµå ¿î¿ëÀü·« ¼ö¸³, 2001.09 - 2001.12
- Çѱ¹ÅõÀÚ½ÅŹÁõ±Ç, ÀÚ»êºÐ¹è¸ðÇüÀÇ °³¹ß, 2001.05 - 2001.08
- Çѱ¹Àü·Â°ø»ç, ¿ø°¡¹Ý¿µÀü·Â½ÃÀå µµÀÔ¿¡ µû¸¥ À繫À§ÇèÀÇ ÃøÁ¤ ¹× °ü¸®¿¡ °üÇÑ ¿¬±¸, 2000.08 - 2000.12
- ±³º¸Áõ±Ç, ºñÀü 2005 Àü·«¼ö¸³, 2000.01 - 2000.03


- Çѱ¹Áõ±ÇÇÐȸ ¿µ±¸È¸¿ø
- 2011.02 - 2012.01 °£»ç
- 2011.02 - 2013.01 Çѱ¹Áõ±ÇÇÐȸÁö ÆíÁýÀ§¿ø
- Çѱ¹ÆÄ»ý»óǰÇÐȸ ¿µ±¸È¸¿ø
- 2010.01 - 2011.12 APAD Managing Director
- 2011.01 - 2013.12 ¼±¹°¿¬±¸ ÆíÁýÀ§¿ø
- Çѱ¹À繫ÇÐȸ ¿µ±¸È¸¿ø
- Ad hoc Referee
- Asia-Pacific Journal of Financial Studies (SSCI), Pacific-Basin Finance Journal(SSCI), The Financial Review (SSCI), International Review of Economics and Finance (SSCI)
- Áõ±ÇÇÐȸÁö, À繫¿¬±¸, ¼±¹°¿¬±¸, À繫°ü¸®¿¬±¸, °æ¿µÇבּ¸, ´ëÇѰ濵ÇÐȸÁö, ±ÝÀ¶¿¬±¸, ±ÝÀ¶¾ÈÁ¤¿¬±¸, »ê¾÷Çõ½Å¿¬±¸, ±ÝÀ¶°øÇבּ¸

- FRM (Financial Risk Manager) honored by GARP.
- CJDH (KAIST Fusion Jazz Band), EWI / V. / Flute, 1993 - Present.
- Advisor, Financial Markets Society, Hankuk University of Foreign Studies, 2008 - Present.
- Advisor, POSTRADE, Hankuk University of Foreign Studies, 2008 - Present.