Full CV

Ph.D. (Finance), Stanford University, 1986

M.A. (Economics), Stanford University, 1985

M.S. (Statistics), Stanford University, 1984

B.S. (Management Science – 1st Class Honors),

University of Manchester Institute of Science and Technology, 1978

Academic Positions Held

Current Appointment:

Professor, Singapore Management University (2001 – Present)

Head, Quantitative Finance Unit (2006 – Present)

Graduate Research Programs Committee (2003 – 2006)

Previous Appointments:

MS (Finance) Program Co-ordinator, 2005 – 2006

Associate Dean, 2003 - 2005

Chairman, Faculty Senate, 2003

Chairman, University Task Force on Faculty Policies, 2003-2004

Professor, Faculty of Business Administration, NUS, 1986 - 2001

Director, University Centre for Financial Engineering, NUS, 1997-2001

Director, MS program in Financial Engineering, NUS, 1999-2001

Vice-Dean, Faculty of Business Administration, NUS, 1995-1999

Chief Editor, Asia Pacific Journal of Management , NUS, 1992-1995

Sub-Dean, Faculty of Business Administration, NUS, 1988-1990

Administrative Service, Prime Minister's Office,,1980-1981

Captain, SAF, 1974-1975, 1978-1980, 1986-2002

Editorial Activities

Associate Editor, International Review of Finance , 1998-present.

Associate Editor, International Journal of Theoretical and Applied Finance , 1997-present.

Associate Editor, Asia -Pacific Financial Markets , 1997-present.

Associate Editor, Asia -Pacific Journal of Financial Studies , 2003-present.

Associate Editor, Accounting Research Journal , 1994-present.

Associate Editor, African Finance Journal , 1998-2006.

Editorial Board Member, Pacific-Basin Finance Journal , 1992-1997.

Honors & Awards

National Taiwan University 1998 International Conference Competitive Paper Award in Derivatives

National University of Singapore Outstanding Research Award (1998)

Financial Management Association USA 1997 Competitive Paper Award in Futures and Options

Republic of Singapore’s President Scholarship and Overseas Merit Scholarship (1975-78)

Courses Taught in SMU

Empirical Methods in Finance

Corporate Finance

Advanced Derivatives Analysis

Risk Management

Fixed Income Modeling

Selected Consulting Activities

Capital Securities Corporation (Taiwan), Bank of East Asia, Singapore, Singapore International Monetary Exchange (SIMEX), Development Bank of Singapore, Ernst & Young Corporate Advisory Services, Citibank, American Express, Shearson Lehman Brothers, Singapore Telecoms, Singapore Airlines, Government of Singapore Investment Corporation, United Overseas Bank, Temasek Holdings

Research Areas

Financial Engineering and Risk Management

Financial Asset Pricing

Control and Estimation

Current Projects

Model-Free Volatility Premia

Partitioned Risk Optimization

Selected Book, Journal & Other Publications

Zhe Zhang and Kian-Guan Lim (2006), “A Non-Lattice Pricing Model of American Options under Stochastic Volatility,” Vol 26, No 5, Journal of Futures Markets , 417-448.

Lim Kian Guan, Christopher Ting, and Mitch Warachka (2005), “The implied jump risk of LIBOR rates,” Journal of Banking and Finance , Vol 29, Issue 10, 2503-2522.

Yuan Gao, Lim Kian Guan, and Ng Kah Hwa (2004), “An Approximation Pricing Algorithm in an Incomplete Market: A Differential Geometric Approach”, Finance & Stochastics , Vol 8, No 4, 501-523.

Kian Guan Lim, Fenghua Song, and Mitch Warachka (2004), “The Effect of Taxes on the Pricing of Defaultable Debt,” The Journal of Risk , Vol. 6, No. 2.

Lim Kian Guan, Liu Xiaoqing, and Tsui Kai Chong (2004), “Asymptotic Dynamics and VAR of Large Diversified Portfolios in a Jump-Diffusion Market,” Quantitative Finance , Journal of the Institute of Physics, UK, Vol 4, issue 2, 129-139.