Kiseop Lee

Education

  • B.S., Seoul National University , Mathematics , 1995
  • Ph.D., Purdue University , Statistics , 2002
  • M.S., Purdue University , Statistics (Computational Finance) , 2002

Research Interests

  • Mathematical Finance
  • Market Microstructure
  • Stochastic Analysis

Ph.D. Students from Purdue University Department of Statistics

  • Prakash Chakraborty

Ph.D. Students from Other Departments and Universities

  • Rasitha Jayasekera, University of Louisville

Awards/Honors

  • Associate Editor, Applicable Analysis, 2015 - present
  • Editor, Modern Trends in Financial Engineering (book series), World Scientific, 2015 - present
  • Guest Editor, Advances in Mathematical Physics, special issue on Econophysics, Statistical Mechanics for Financial Applications, and Financial Mathematics, 2015
  • Associate Editor, Journal of Korean Association of Financial Engineering, 2014 - present
  • Review Editor, Frontiers of Financial Engineering, 2014 - present
  • Associate Editor, Management Sciences and Financial Engineering, 2012 - present
  • Associate Editor, Journal of Applied Mathematics and Computing, 2011 - present
  • Associate Editor, Journal of Statistical Planning and Inference, 2011 - present
  • WCU Distinguished Professor, Department of Financial Engineering, Ajou University, Korea, 2010-2013
For more information about Kiseop Lee, please visit: http://www.stat.purdue.edu/~kiseop/