STAFF INFO

    Steven Kou
  Director, Risk Management Institute, National University of Singapore
  Contact: (65) 6516 5062
  Email: matsteve@nus.edu.sg 
  Office: Risk Management Institute 
    21 Heng Mui Keng Terrace
    I3 Building #04-03
    Singapore 119613
     
 
Education Qualifications
  • Ph.D. in Statistics. May 1995, Columbia University.
  • M.A. in Statistics. Oct 1992, Columbia University.
Administration Experience
  • July 2014 - Now, Director, Risk Management Institute, National University of Singapore (with 2 master programs and over 40 full-time employees).
Teaching Experience
  • July 2016 - Now, Class of '62 Professor of Mathematics, National University of Singapore.
  • July 2013 - June 2016, Provost’s Chair Professor of Mathematics, National University of Singapore.
  • Jan 2009 - June 2014, Professor, Department of IEOR, Columbia University.
  • July 2004 - Dec 2008, Tenured Associate Professor, Department of IEOR, Columbia University.
  • Jan 2001 - June 2004, Associate Professor, Department of IEOR, Columbia University.
  • July 1998 - Dec 2000, Assistant Professor, Department of IEOR, Columbia University.
  • July 1996 - June 1998, Assistant Professor, Department of Statistics, University of Michigan.
  • July 1995 - June 1996, Assistant Professor, Department of Statistics, Rutgers University.
Awards and Grants
  • Erlang Prize, Applied Probability Society, INFORMS, 2002.
  • John van Ryzin Doctoral Dissertation Award, 1995.
  • Co-PI, NUS-Humboldt University Profile Partnership Grant, €30,000, June 2015 - May 2017.
  • Co-PI, SPC-NUS Joint Grant with Université Paris Diderot, €20,000, June 2014 - May 2016.
  • PI, Chinese NSF Grant (to NUS Suzhou Campus), YMB 580,600, Jan 2016 - Dec 2019.
  • PI, MOE Academic Research Fund Tier 2 Grant, S$455,218, Sep 2014 - Aug 2017.
  • Co-PI, NSF Grant, Computational Mathematics Program, $578,356, Sep 2009 - Aug 2012.
  • PI, NSF Grant, Service Enterprise Engineering Operation Program, $273,674, Sep 2005 – Sep 2008.
  • PI, NSF Grant, Operation Research Program, $298,874, Sep 2002 - Sep 2005.
  • Co-PI, NSF Grant, Computational Mathematics Program, $280,000, Sep 2000 - Aug 2003.
  • PI, NSF Grant, Operation Research Program, $199,685, Sep 1999 - Aug 2002.
Media Coverage
  • "Social Causes of the Financial Crisis", Oct 2009, Forum, OR/MS Today.
  • "The return of jump modeling: is Steven Kou's model more accurate than Black-Scholes?", May 2000, pp. 28-32, Derivatives Strategy Magazine."
  • "Electoral hedging gains votes", Apr 2001, pp. 6-7, RISK Magazine.
Research Interests
  • Quantitative Finance, Applied Probability, Statistics
Editorial Boards
  • Co-Area Editior for Operations Reserach (2015 to Now).
  • Associate Editors for Advances in Applied Probability (2006 to Now), Journal of Applied Probability (2006 to Now), Journal of Business and Economics Statistics (2012 to Now), Journal of Computational Finance (2002 to 2006), Management Science (2002 to 2010), Mathematical Finance (2002 to Now), Mathematics of Operations Research (2001 to Now), Probability in Engineering and Information Sciences (2005 to 2009), and Statistica Sinica (2014 to Now).
  • Area Editor for Operations Research Letters (2005-2010).
Google Scholar Citation: Link

Publication
Professional Activities
  • Fellow of the Royal Statistical Society.
  • Member of American Statistical Association (ASA), Institute of Mathematical Statistics (IMS), Institute for Operations Research and the Management Sciences (INFORMS), and American Finance Association (AFA).