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.
      • Bashir, M., Saleem, A. & Ahmad, F. (2017). Performance Management at Akhuwat. Asian Journal of Management Cases.
      • 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.
      • 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. (2016). Modeling mortgage backed securities. Women in Mathematics, Sukkur, Pakistan.
      • 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. (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). A stochastic partial differential equation approach to mortgage backed securities. Mathematical and Computational Finance Group Seminar Series, University of Oxford, Oxford, United Kingdom.
      • Ahmad, F. (2011). Mortgage backed securities. National University of Science and Technology, Islamabad, Pakistan.
      • Ahmad, F. & Azmat, S. (2017). Risk sharing mortgage.
      • Ahmad, F., Hambly, B. & Ledger, S. (2016). A stochastic partial differential equation model for the pricing of mortgage backed securities.
      • Ahmad, F. (2016). Shariah compliant capital protected funds.
      • Ahmad, F. & Khan, S. (2016). PACRA - the case of maple cement.
      • Ahmad, F. (2016). Parametric analysis of a mortgage in intensity based framework.
      • Bashir, M., Ahmad, F. & Saleem, A. (2016). Performance Management at Akhuwat.
      • Bashir, M. & Ahmad, F. (2016). Collaboration and Conflict at Chief Minister's Initiative on Primary Health Care.
      • Ahmad, F. & Hambly, B. (2015). A stochastic partial differential equation approach to mortgage backed securities-numerical techniques and calibration.
      • Ahmad, F. (2015). An overview and repercussion of plummeting oil price on Pakistani Market.
      • Ahmad, F. (2015). Pricing dynamics of Dubai Fateh crude oil and Pakistan crude oil.
      • Ahmad, F. (2015). Pricing Oman Oil Futures derivatives.
      • Ahmad, F. (2016). Market Linkages.
    Honor
  • 2010: Associate Member, Oxford-Man Institute of Quantitative Finance
    Scholarship
  • 2007: HEC Scholar, Higher Education Commission of Pakistan