Photo of Sang Byung Seo

Sang Byung Seo

Contact Information

Address: 2435 SH-DH, 3620 Locust Walk, Philadelphia, PA 19104
Email: sangseo@wharton.upenn.edu
Office: 215-898-1587

Overview

Matriculation Year: 2010

 

Prior Undergraduate/Graduate Degree (s): BS in Management Engineering and Mathematics, KAIST

 

Work Experience:

Credit Derivatives Modeling, Korea Bond Pricing & Korea Ratings Co.

Research


  • Sang Byung Seo, Jessica Wachter (Working), Option prices in a model with stochastic disaster risk.    Abstract

Teaching

 Teaching Assistant:

Jessica Wachter, Financial Economics (FNCE 911, PhD), Fall 2011

Jessica Wachter, Financial Economics (FNCE 911, PhD), Fall 2012

Domenico Cuoco, Continuous-Time Financial Economics (FNCE 922, PhD), Spring 2013

Domenico Cuoco, Advanced Seminar: Financial Engineering (FNCE 392/892, Undergraduate/MBA), Spring 2013