Sang Byung Seo joined the Wisconsin School of Business in July 2020 as an Assistant Professor in the Department of Finance, Investment and Banking.
Prior to joining the faculty at UW-Madison, Seo was an Assistant Professor of Finance at the Bauer College of Business at the University of Houston.
Professor Seo’s research interests include asset pricing, credit risk, derivatives markets, and financial econometrics.
Professor Seo earned his B.S in Management Engineering & Mathematics from the Korea Advanced Institute of Science and Technology and his M.A. and Ph.D. in Finance from the Wharton School at the University of Pennsylvania.
Selected Published Journal Articles
Seo, S. & Wachter, J. (2019). Option Prices in a Model with Stochastic Disaster RiskManagement Science
Seo, S. & Wachter, J. (2018). Do Rare Events Explain CDX Tranche Spreads?Journal of Finance