Dr. Tim Krehbiel
Professor

tim.krehbiel@okstate.edu
Personal Website

332 Business Building

405-744-8660 (office)
405-744-5199 (department)
405-744-5180 (fax)

Academic, Military, and Professional Positions

Department of Finance, Oklahoma State University, Professor, June 2001
Department of Finance, Oklahoma State University, Associate Professor, June 1994 - June 2001
Department of Finance, Oklahoma State University, Assistant Professor, August 1989 - June 1994
Department of Economics, Western Illinois University,August 1985 - May 1989

Awards and Honors

Merrick Foundation Teaching Award (2004)

Education

Ph D, Purdue University, Economics, 1987
MS, Purdue University, Economics, 1982
BS, Illinois State University, Economics, 1981

Courses Taught

FIN 4113
- Financial Markets and Institutions (Fall 2009)
FIN 5883
- Quantitative Financial Applications (Spring 2009)
FIN 4113
- Financial Markets and Institutions (Fall 2008)
FIN 5883
- Quantitative Financial Applications (Spring 2008)
FIN 3113
- Finance (Fall 2007)
FIN 3113
- Finance (Spring 2007)
FIN 5883
- Quantitative Financial Applications (Spring 2007)
FIN 4913
- Advanced Risk Management (Spring 2006)
FIN 5883
- Quantitative Financial Applications (Spring 2006)
FIN 3113
- Finance (Fall 2005)
FIN 5763
- Derivative Securities and the Management of Financial Price Risk (Fall 2005)

Contracts, Grants, and Sponsored Research

Investment Management Questions – Oklahoma State Treasurer
Office of the Treasurer, State of Oklahoma
March 2002 - June 2002

Publications

Antonio Camara, Tim Krehbiel, Weiping Li, 2009, "Displaced Jump Diffusion Option Pricing," Journal of Derivatives, 17 (2)

Tim Krehbiel, Lee Adkins, 2008, "Extreme Daily Changes in U.S. Dollar London Interbank Offer Rates," International Review of Economics and Finance, 17 (3), 397-441.

Lee Adkins, Tim Krehbiel, 2005, "Price Risk in the NYMEX Energy Complex: An Extreme Value Approach," The Journal of Futures Markets, 48, 309-337.

Presentations Given

Expected returns, risk premia, and volatility surfaces implicit in option market prices
2008 FMA International Meeting
Financial Management Association
Dallas, USA - October 2008

Expected returns, Risk Premia, and Volatility Surfaces Implicit in Option Market Prices
2008 Derivatives Securities and Risk Management Conference
Federal Deposit Insurance Corporation
Arlington, Virginia - April 2008