Thumbnail

Sang Baum Kang

Sang Baum “Solomon” Kang is an assistant professor of finance at Stuart School of Business, Illinois Institute of Technology. He holds a B.S. in Applied Statistics from Yonsei University in Korea, an M.S. in Actuarial Science from the University of Wisconsin at Madison, an M.S. in Computational Finance from Carnegie Mellon University, and a Ph.D. in Finance from McGill University in Canada. Dr. Kang’s research focuses on energy finance, commodities, financial derivatives, and asset pricing. Specifically he is interested in oil markets, electricity markets, real options, government policy risk in energy markets, Monte-Carlo simulation, financial risk management, and index options. He has been invited to present his work at the American Economic Association (AEA) Annual Meeting, the Northern Finance Association (NFA) Annual Meeting, the Federal Deposit Insurance Corporation (FDIC) Derivatives and Risk Management Conference, the Financial Management Association (FMA) Annual Meeting, the FMA Asian Conference, and the Midwest Finance Association (MFA) Annual Meeting. He published in Energy Economics, Economics Letters, Journal of Energy Markets, and Energy Risk, and his working papers received the 2010 NFA Best PhD Student Paper Award and the 2012 FMA Asian Conference Best Paper Award (the CFA Institute Research Foundation Asian Investment Management Research Prize). Prior to starting his PhD, Professor Kang worked for nine years in the energy sector doing financial modeling and analysis for commodity traders and risk managers; he assumed managerial positions in his private sector experience. He is also a Financial Risk Manager (FRM) certified by Global Association of Risk Professionals (GARP).

Follow Sang Baum

Articles by Sang Baum Kang

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: