Timothy Kyng Position: Senior Lecturer - Department of Applied Finance and Actuarial Studies Qualifications: BSc University of NSW, MEc Macquarie University, MStat University of NSW, PhD University of Sydney, FIAA, FFIN
Contact Details Ph: (+61-2) 9850 7289 Email:
[email protected] Fax: (+61-2) 9850-9481 Room: 614, building: E4A
Areas of Expertise Financial decision making Valuation of complex financial contracts Finance education Executive share option valuation Application of mathematics and statistics to finance Insurance and actuarial science
Profile Tim Kyng is senior lecturer in the Department of Applied Finance and Actuarial Studies at Macquarie University. He completed a PhD in Applied Mathematics in 2011 at the University of Sydney. He previously completed a BSc degree in Pure Mathematics and a Master of Statistics degree in 2011 at the University of New South Wales, and a Master of Economics degree at Macquarie University in 1992. He qualified as an actuary in 1993 and is a Fellow of both the Institute of Actuaries and the Financial Services Institute of Australasia. His research deals with the assessment of risk using sophisticated computer-based mathematical models and their application, such as pricing stock options and comparison of retirement village contracts for consumers. Tim worked in the financial services industry for several years, gaining experience in investment, banking, and insurance. Before joining Macquarie University 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 between 1996 and 1998, and again between 2002 and 2003.
Publications Refereed Journal Articles Book Chapters Conferences and Presentations Reports Other
Research Interests Corporate Finance; Option pricing theory; Measurement and Management of Financial Risk; Capital Adequacy of Financial Institutions Research - Work in Progress Paper on study design for evaluation of proposed website for improving statistical and financial literacy of retirement village consumers. Joint work with Ayse Bilgin and Ling Li. Paper titled “Revisiting Software Project Success”. Joint work with Yvette Blount and Oded Levy about the perceptions of success and failure in IT projects by IT professionals. Paper titled An Actuarial Analysis of Australian Retirement Village Contracts: Consumer Perspective Paper titled “Hybrid numerical methods for the valuation of executive stock options”. This is joint work with Fabian Gatzka of TUM and Otto Konstandatos of UTS. Paper titled Threshold concepts in finance: the role of mathematics. This is joint work with Susan Hoadley, Leonie Tickle and Leigh Wood. The paper has been accepted for publication in the Journal of Financial Education and will be published during 2017 Retirement Villages online calculator project: This has been funded by a FLA grant of $128K. The project is about the design and implementation of an online calculator comparison tool for retirement villages and an associated educational / financial literacy promoting website. This is an ongoing project expected to take 2 years to complete.
Teaching ACST101: Techniques and Elements of Finance: a first year introductory finance unit ACST200:Mathematics of Finance (CT1): a second year actuarial science unit on financial mathematics ACST305: Financial Economics (CT8): a third year actuarial science unit covering financial economics, options, futures, portfolio theory, utility theory and related topics ACST603: Principles of Finance: a bridging course in finance for new Post Graduate ACST827: Corporate Finance: An introductory postgraduate level unit on corporate finance ACST828: Options, Futures and Derivatives: a postgraduate actuarial science unit covering the mathematics of options, futures and other derivative securities ACST829: Capital Budgeting and Financial Modeling: a postgraduate actuarial science unit covering the theory and practice of capital budgeting and financial modelling using spreadsheets. ACST871: Investment and Asset Modeling: a postgraduate actuarial science unit covering the theory and practice of investment. Institute of Actuaries of Australia subject 5B: Financial Derivatives. The Institute of Actuaries of Australia’s specialist finance course on financial derivatives. I also tutored for the University’s numeracy centre providing individual face to face tuition to first and second year undergraduate students on mathematics, statistics and financial mathematics
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