Hyejin Ku, York University

Research

Derivatives Pricing Filtering High Frequency Trading Information Asymmetry Liquidity Risk Machine Learning Optimal Strategies Price Impact

Latest funding

Mathematical Challenges in Financial Risk Analysis
NSERC · 2018 · Principal investigator
$96,000
Stochastic Methods in Finance
NSERC · 2013 · Principal investigator
$55,000
Measures of financial risk and derivative pricing
NSERC · 2007 · Principal investigator
$95,000

All 4 grants and awards

Mathematical Challenges in Financial Risk Analysis

Principal investigatorNSERC2018Discovery Grants Program - Individual

Principal investigators: Ku, Hyejin

Keywords: Derivatives Pricing; Filtering; High Frequency Trading; Information Asymmetry; Liquidity Risk; Machine Learning; Optimal Strategies; Price Impact; Risk Management

$96,000

Stochastic Methods in Finance

Principal investigatorNSERC2013Discovery Grants Program - Individual

Principal investigators: Ku, Hyejin

$55,000

Measures of financial risk and derivative pricing

Principal investigatorNSERC2007Discovery Grants Program - Individual

Principal investigators: Ku, Hyejin

$95,000

Mathematical methods for financial applications

Principal investigatorNSERC2004Discovery Grants Program - Individual

Principal investigators: Ku, Hyejin

$54,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

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Applying for

Subject: Prospective PhD student: Derivatives Pricing Dear Professor Ku, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on derivatives pricing connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]