Hello! I'm Namhee
I work on financial risk- and valuation-models by applying stochastic calculus and various numerical methods.
​
I have a strong background in mathematics and statistics and a broad range of programming skills including Python, Matlab, C++, and SQL, which have been an essential and important part of conducting my research.
I enjoy teaching and finding new ways to communicate and explain ideas in a simple manner. I appreciate interdisciplinary and challenging work environments, and I am highly-analytical, detail-oriented, curious, and a problem solver.
Namhee Matheson
QUANTITATIVE RESEARCHER & Ph.D CANDIDATE
Website:
Phone:
(+47) 98 86 94 76
Email:
Citizenship:
Norway
EDUCATION
2012-2019(Expected)
Ph.D. in Finance
BI Norwegian Business School, Norway
I have been affiliated to the department of finance (among the top ten in Europe) and the center fo asset pricing research (CAPR), where I have conducted research on theoretical- and empirical asset pricing.
2008-2010
Master of Science in Financial Economics
BI Norwegian Business School, Norway
The study provided me a solid and comprehensive foundation to understand financial markets and various instruments including derivatives. I graduated with honors and received the Best Student Award.
1999-2005
Bachelor of Engineering in Architectural Engineering
Yonsei University, South-Korea
Yonsei University is considered as one of the most prestigious universities in South-Korea. I successfully completed Linear Algebra, Multivariate Calculus, Differential equations, Physics, and Mechanics among others, which form the solid basis for the following quantitative studies and research.
RESEARCH
Disagreement and the Cross-section of Expected Returns
Working paper
​
With Costas Xiouros
The Equity Premium Implied by Survey Data and Heterogeneous Beliefs
Working paper
Infrequent Events and Asset Prices
Working paper
SKILLS
Python, C++, Matlab
SQL, SAS
Financial Engineering
Stochastic Calculus
Numerical Methods
Risk Management
TEACHING​
Spring 2019
BI Norwegian Business School
R, Python and Matlab
-
A tutorial that helps students understand how to use programming languages for application in finance
Fall 2016
Høgskolen i Oslo og Akershus
Risk Managment
-
Specialization course of MSc in economy and administration
-
The course covers the identification and measurement of financial risks and hedging strategies of financial institutions using derivatives together with the recent development of the financial regulations.
Fall 2012- Fall 2017
BI Norwegian Business School
Teaching Assistant​​
-
Courses involved: Risk Management, Credit Markets and Financial Crisis, Advanced Corporate Finance, and Multinational Corporate Finance
CV
Here you can find my Curriculum Vitae