Employment

• Assistant Professor (Aug 2006 -- ), Department of Mathematics, Florida State University
• Visiting Scholar (June 2006-July 2006), Department of Mathematics, Seoul National University, Seoul, Korea
• Visiting Scholar (May 2005-May 2006), Department of Mathematics, Indiana University
• P.T.Church Postdoctoral Fellow (Aug 2003-May 2005), Department of Mathematics, Syracuse University

Education

• Ph.D.  Mathematics, Indiana University, Aug 2003

Thesis Title : Integrals of Exponential Brownian motion and Derivative priding in the log-normal bond model
Advisor : Victor W. Goodman

• M.S.  Economics, Indiana University, Aug 2003


• M.S.  Mathematics, Seoul National University, Aug 1997

Thesis Title : The recursive dimension formula for graded Lie algebra and its applications
Advisor : Seok-Jin Kang

• B.S.  Mathematics, Ewha Womans University, Feb 1995

Research Interests

• Complex Dynamical Systems
• Probability Theory, Mathematical Finance

Publications/Preprints

   Complex Dynamical Systems

• (with Eric Bedford) Dynamics of Rational Surface Automorphisms : Linear Fractional Recurrences, To appear in Journal of Geometric Analysis, preprint
• (with Nina Abarenkova et al.) Degree Complexity of a Family of Birational Maps, To appear in Mathematical Physics, Analysis and Geometry, preprint
• (with Eric Bedford) Degree Growth of Matrix Inversion: Birational Maps of Symmetric, Cyclic Matrices, To appear in Discrete and Contiuous Dynamical Systems Arxiv version
• (with Eric Bedford) Linear Recurrences in the Degree Sequences of Monomial Mappings, To appear in Ergodic Theory and Dynamical Systems , Arxiv version
• (with Eric Bedford) Periodicities in Linear Fractional Recurrences: Degree growth of birational surface maps, Michigan Math. J. 54(3), 647-671 2006 Arxiv version
• (with Eric Bedford) On the Degree Growth of Birational Mappings in Higher Dimension, Journal of Geometric Analysis 14(4), 567-596 2004 Arxiv version
• (with Eric Bedford) The Number of Periodic Orbits of a Rational Difference Equation 2007 Submitted for publication, Arxiv version
• (with Eric Bedford) Continuous Families of Rational Surface Automorphisms with Positive Entropy 2008 preprint, Arxiv version


• (with Eric Bedford) Degree Growth of Linear Fractional Recurrences: Critical Cases, In preparation

   Stochastic Analysis and Its Applications

• Moment Generating function of the inverse of integral of geometric Brownian Motion, Proc. Amer. Math. Soc. 132, 2753-2759 2004
• (with Jungmin Choi) The derivatives of Asian call option prices, To appear in Communications in Mathematical Sciences preprint
• (with Victor W. Goodman) Exponential Martingales and Time Integrals of Brownian motion 2006 Submitted for publication preprint
• (with Victor W. Goodman) One-Factor Term Structure Without Forward Rates 2006 Submitted for publication preprint


• Integrals of Exponential Brownian motion and Derivative priding in the log-normal bond model, Doctorate thesis 2003

   Lie Algebra

• (with Dong-Uy Shin) The recursive dimension formula for graded Lie algebra and its applications, Communications in algebra, 27(6), 2627-2652 1999


• The recursive dimension formula for graded Lie algebra and its applications, Master's thesis 1997

Invited Talks

• The Derivatives of Asian Call option prices, AMS meeting, Indiana University, Indiana, April 2008
• The Derivatives of Asian Call option prices, University of Michigan, Feb 2008
• Derivatives of an Asian Call Price, Stochastic Processes and Their Applications 32nd conference, University of Illinois, Aug 2007
• Dynamics of Rational Surface Autoorphisms, University of Michigan, Jan 2007
• Exponential Martingales and Time Integrals of Brownian motion, AMS meeting, University of Cincinnati, October 2006.
• Alternative Probability in No-arbitrage Models, Ewha Womans University, Seoul Korea, July 2006.
• Degree Growth of Birational Mappings, Seoul National University, Seoul Korea, June 2006
• On the Cohomological Approach to Birational Dynamics, University of Wisconsin, April 2006
• On the Cohomological Approach to Birational Dynamics, AMS meeting, Notre Dame University, Indiana, April 2006
• Alternative Probability in No-arbitrage Models, CUNY-Staten Island, March 2006.
• Alternative Probability in No-arbitrage Models, Bowling Green State University, February 2006.
• Alternative Probability in No-arbitrage Models, Florida State University, February 2006.
• Degree Growth of Birational Mappings. Midwest Several Complex Variables Conference, Indiana University, April 2005.
• Log-Normal type HJM model -Interest Rate Explosions. Fordham University, February 2005.
• Financial Math. Rochester University, April 2004.
• Moment Generating Function of the inverse of integral of Geometric Brownian Motion, IMA 2003 Summer Program Probability and Partial Differential Equations in Modern Applied Mathematics, July 2003, Poster session.
• Moment Generating Function of the inverse of integral of Geometric Brownian Motion, AMS meeting(\# 985), Indiana University, Bloomington, Indiana, April 2003.

Awards, Honors and Grants

• 2007 Florida State University Council on Research and Creativity (CRC) First Year Assistant Professor (FYAP) Research Grant, Tallahassee
• William B. Wilcox Mathematics Awards : Department of Mathematics, Indiana University, 2003 (The awards are given to outstanding graduate students in the Department of Mathematics)
• Rothrock Teaching Award for Associate Instructors : Department of Mathematics, Indiana University, 2003 (In recognition of outstanding performance in teaching mathematics)
• Research Assistantship in Indiana University, Summer 2001.
• Associate Instructorship in Indiana University, 2000-2003.
• Grading Assistantship in Indiana University, 1997-2000.

Teaching Experiences

• Florida State University :
  • DIS (Independent Study for Doctoral Student) -Rana Parshad
  • Doctoral Commitee - Ahmet Concu
  • MAC 2312-Calculus 2, MAC2313-Calculus 3
• Indiana University : M212-Calculus 2, M301-Linear Algebra
• Syracuse University : MAT 526-Probability Theory, MAT 525-Mathematical Statistics, MAT 296-Calculus 2, MAT 397-Calculus 3, MAt 221-Introduction to Mathematical statistics
• Indiana University : Assist M119, Brief Survey of Calculus 1, M025-Pre Calculus, Recitation Calculus 1-3

Computer Skills

• Maple, Matlab, Mathematica
• Limdep, STATA, RATS
• Fortran, Boland C++

References

• Eric Bedford Indiana University, bedford@indiana.edu
• Victor Goodman (Thesis Advisor), Indiana University, goodmanv@indiana.edu
• Jeffrey A. Diller University of Notre Dame, Diller.1@nd.edu
• Terry McConnell (Teaching) Syracuse University, mcconnel@mailbox.syr.edu