 |
Formal Name: Timothy Kyng Personal Title: Mr Position: Lecturer Organisational Unit: Department of Actuarial Studies Qualification: BSc NSW, MEc Macq., MStat NSW, FIAA Telephone: (+61-2) 9850-7289 Fax: (+61-2) 9850-9481 Email: tkyng@efs.mq.edu.au Location: E4A 614 Publications: The Multibinomial Option Pricing Method (Macquarie University Department of Actuarial Studies working papers series) Teaching:
|
Profile
Tim Kyng completed a B.Sc degree in Pure Mathematics and a Master of Statistics degree at the University of New South Wales, and a Master of Economics degree at Macquarie University. He qualified as an actuary in 1993. His research deals with the assessment of risk using sophisticated computer-based mathematical models. Tim worked in the financial services industry for several years, gaining experience in investment, banking, and insurance. Prior to joining the staff at Macquarie in 1997, he was a consultant for Coopers & Lybrand, advising clients on financial risk management. The Institute of Actuaries of Australia appointed him the chief examiner for its professional examinations in Finance from 1996 to 1998, and again in 2002 and 2003.
Publications
The Multibinomial Option Pricing Method (Macquarie University Department of Actuarial Studies working papers series).
Research Interests
- Corporate Finance;
- Option pricing theory;
- Measurement and Management of Financial Risk;
- Capital Adequacy of Financial Institutions
