Sang Bin Lee
Sang Bin Lee is a finance academic, best known as developer of the Ho-Lee short rate model, the first arbitrage-free model of that type. He is widely published in major journals, and has co-authored four finance texts. He is Professor of Finance at Hanyang University and President Elect of the Korean Securities Association. Previously, he was an assistant director Ministry of Finance, Korea and an Independent Director and a member of Risk Management Committee, Hana Bank. He received his Bachelor of Business Administration from Seoul National University (1975), a Master of Economics from Cornell University (1981) and a Ph.D in Business Administration from New York University (1985; Dissertation: “Term Structure Movements and the Pricing of Corporate Bond Provisions").
External links
- Profile, hanyang.ac.kr
- SSRN Author Page