Yong O. Kim received his Ph.D. in Economics from New York University, and B.S. in Applied Mathematics and Statistics from SUNY Stony Brook. He taught finance courses at Rutgers University, Baruch College, and University of Manitoba. For the past 18 years, he worked for banks, primarily dealing with quantitative financial modeling. During this period, he considered himself as a practitioner of financial theory.
“Modeling of Commercial Real Estate Credit Risks,” Quantitative Finance, 2011, 1-13.
“Subprime CDO Ratings and the Current Financial Crisis: Modeling Perspective,” The RMA Journal, October 2008, 48-53.
“Structural Modelling of Subprime Mortgages,” Mortgage Risk, Technical, July 2008, 41-44.
“Active Credit Portfolio Management of Middle Market Exposures: Basic Concepts,” with Ashish Dev, The RMA Journal, June 2006, 42-51.
“Active Credit Portfolio Management of Middle Market Exposures: Transfer Pricing of Credit,” with Ashish Dev, The RMA Journal, September 2006, 54-60.
“Active Credit Portfolio Management of Middle Market Exposures: An Understanding of Capital Market Credit Products,” with Ashish Dev, The RMA Journal, October 2006, 76-86.
“Does the Ownership Structure of Debt and Equity Affect the Agency Costs of Debt? Japanese Evidence,” with LeeSeok Hwang, Journal of Accounting, Auditing, and Finance, Winter 1998, 37-66.
“Convertible Calls and Corporate Taxes under Asymmetric Information,” with Jarl Kallberg, Journal of Banking and Finance, January 1998, 19-40.
“Informative Conversion Ratios: A Signalling Approach,” Journal of Financial and Quantitative Analysis, June 1990, 229-243.
B.S., Applied Mathematics and Statistics, SUNY Stony Brook
Ph.D., Economics, New York University