Faculty Profile

Dr. Ferhana Ahmad

Assistant Professor

Suleman Dawood School of Business
Dr Ferhana Ahmad is an Assistant Professor at Suleman Dawood School of Business in the area of Mathematical and Computational Finance. She has a DPhil and MSc in Mathematical and Computational Finance from University of Oxford, England. She was an Associate Member of Oxford-Man Institute of Quantitative Finance at University of Oxford. She was also the student representative on the Mathematical, Physical and Life Sciences Division’s Divisional Graduate Joint Consultative Forum and a graduate student representative on Consultative Committee for Graduates, Mathematical Institute at University of Oxford.
 
Her areas of interest are in modeling mortgage and mortgage-backed securities, energy and credit derivatives, numerical simulations and stochastic calculus.
 
Ferhana has keen interest in photography and loves to travel and explore cultures in her leisure time.
    • Article
      • Bashir, M., Saleem, A. & Ahmad, F. (2017). Performance Management at Akhuwat. Asian Journal of Management Cases.
      • Ahmad, F., Asghar, S. & Kara, A. (2008). Traveling wave and similarity solution to nonlinear evolution type equations through inverse variation and symmetry methods. Nonlinear Analysis: Theory, Methods & Applications.
      • Ahmad, F., Kara, A., Bukhari, A. & Zaman & Zaman, F. (2008). On approximate Lagrangians and invariants for scaling reductions of a nonlinear wave equation with damping. Applied Mathematics and Computation.
    • Others
      • Ahmad, F. (2016). Market Linkages.
    • PaperI
      • Ahmad, F. (2016). Shariah compliant capital protected funds in turbulent times. 5th Asian Management Research and Case Conference (AMRC), Dubai, United Arab Emirates.
      • Ahmad, F. (2016). Modeling mortgage backed securities. Women in Mathematics, Sukkur, Pakistan.
      • Ahmad, F. (2015). Determining mortgage rates in a reduced form model. International conference of computational finance 2015, London, United Kingdom.
      • Ahmad, F. (2014). Pricing Exotic Options. Black-Scholes and Beyond: Pricing Equity Derivatives, Lahore, Pakistan.
      • Ahmad, F. (2011). Mortgage backed securities. National University of Science and Technology, Islamabad, Pakistan.
      • Ahmad, F. (2011). A stochastic partial differential equation approach to mortgage backed securities. Mathematical and Computational Finance Group Seminar Series, University of Oxford, Oxford, United Kingdom.
TitleSemesterCode
Senior Project IFall Semester 2014-151401
Quantitative FinanceFall Semester 2014-151401
Mathematical ModelingFall Semester 2014-151401
Financial DerivativesSpring Semester 2014-151402
Independent StudySpring Semester 2014-151402
Fixed Income SecuritiesSpring Semester 2014-151402
Independent StudySummer Semester 2014-151403
Quantitative FinanceFall Semester 2015-161501
Independent Study -IFall Semester 2015-161501
Independent StudyFall Semester 2015-161501
Mathematical ModelingFall Semester 2015-161501
Principles of FinanceSpring Semester 2015-161502
Senior Project ISpring Semester 2015-161502
Financial DerivativesSpring Semester 2015-161502
Independent StudySpring Semester 2015-161502
Fixed Income SecuritiesSpring Semester 2015-161502
Quantitative FinanceFall Semester 2016-171601
Mathematical ModelingFall Semester 2016-171601
Advanced Quantitative FinanceFall Semester 2016-171601
Financial DerivativesSpring Semester 2016-171602
Independent StudySpring Semester 2016-171602
Fixed Income SecuritiesSpring Semester 2016-171602
Independent StudySpring Semester 2016-171602
Senior Project in Accounting and FinanceSpring Semester 2016-171602
Senior Project in General ManagementSpring Semester 2016-171602
Introduction to Mathematics of FinanceSpring Semester 2016-171602
Quantitative FinanceFall Semester 2017-181701
Mathematical ModelingFall Semester 2017-181701
  • Past Courses
    TitleSemesterCode
    Financial DerivativesSpring Semester 2013-141302
    Quantitative FinanceSpring Semester 2013-141302
    Independent StudySpring Semester 2013-141302