Webpage of Kian-Guan Lim

Professor of Finance 

Singapore Management University

C.V.

Some research articles [pdf downloads]

· Implied trees

· Incomplete markets

· Stochastic volatility

· Forward rate curves

· Interest rate market models

· Monte Carlo method for pricing American options

Teaching [pdf downloads]

· Empirical methods in finance syllabus

· Basic ideas in econometrics

· Finance Theory

· Bond Analytics and Derivatives

Whatsoever things are true, whatsoever things are honest, whatsoever things are lovely, whatsoever things are of good report; if there be any virtue, and if there be any praise, think on these things …….

Philippians 4:8