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Timothy Kyng

Timothy KyngFormal 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

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.

Research Interests

  • Corporate Finance;
  • Option pricing theory;
  • Measurement and Management of Financial Risk;
  • Capital Adequacy of Financial Institutions

Teaching

Publications

  • Kyng, T, and Taylor, P. (2008) Graduates' Use of Spreadsheet Tools in Learning and Applying Financial Mathematics, Asian Social Science 4, 3. 66-77.

Conference Presentations

  • Kyng, T. (2009) Images and Barriers on the Road To Real Options Valuation, Modeling and Simulation Conference, Cairns. 
  • Kyng, T. (2009) Valuation of Multivariate Contingent Claims Using the Multidimensional Binomial Model, Hawaii International Conference on Statistics, Mathematics and Related Fields, Hawaii.
  • Kyng, T. (2008) Valuation of Executive Share Options using the Hull White Approach, Quantitative Methods in Finance Conference (QMF), Sydney.
  • Kyng, T. (2008) Graduates’ use of spreadsheet tools in learning and applying financial mathematics, 40th Anniversary of Actuarial Education in Australia Conference, Macquarie University, Sydney.
  • Kyng, T. (2008) The effectiveness of Microsoft Excel as a tool in teaching and learning financial and actuarial mathematics, Learning Excellence and Development (LEAD) Symposium,  Macquarie University, Sydney.