Kihun Nam

Kihun Nam is a Lecturer in the School of Mathematics at Monash University, specializing in stochastic analysis with applications to mathematical finance and game theory. His research focuses on backward stochastic differential equations (BSDEs) and their applications in derivative pricing, stochastic control, and mean-field games.

His primary research areas include:

• Backward Stochastic Differential Equations theory
• Stochastic control and optimization
• Financial mathematics and derivative pricing
• Mean-field game theory
• Machine learning for PDEs

Nam's publications demonstrate deep expertise in BSDE theory, with recent expansion into financial applications and game-theoretic modeling. His work combines theoretical advances in stochastic analysis with practical applications in finance, particularly in pricing models and market microstructure.

He has received multiple awards including the Academic Initiative Program Award (2015, 2016) and Samsung Scholarship for his PhD studies.

Nam currently leads research projects including 'Can green investors drive the transition to a low emissions economy?' funded through Monash University's Centre for Quantitative Finance and Investment Strategies. His work involves collaborations across mathematical finance and sustainability economics.