Professor of finance

 KIAN-GUAN LIM 

An Empirical Study of Pricing and Hedging Collateralized Debt Obligation (CDO)

· Computation of Stock Volatility using Stock Options

· Risk Portfolio Computation using Second Order Cone Optimization Methods

Valuation of Multiple Stock Warrants

Forward Rate Curves

Pricing Options Using Implied Tree

Asymptotic Portfolio Dynamics

Incomplete Market Geometry

Ongoing Work

Sample of Working Papers

 

Sample of Past Papers

RESEARCH PROJECTS