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Dr. Ferhana Ahmad

Assistant Professor

Suleman Dawood School of Business

ferhana.ahmad@lums.edu.pk

Profile
Conferences, Publications and Journal Articles

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.

Refereed Journal Publications

Wang, L., Ahmad, F., Luo, G., Umar & Umar, M. & Kirikkaleli, D. (2021). Portfolio optimization of financial commodities with energy futures. Annals of Operations Research.

Guan, L., Zhang, W., Ahmad, F. & Naqvi & Naqvi, B. (2021). The volatility of natural resource prices and its impact on the economic growth for natural resource-dependent economies: A comparison of oil and gold dependent economies. Resources Policy, 72.

Khan, H., Shehzad, C. & Ahmad, F. (2021). Temporal Effects of Financial Globalization on Income Inequality. International Review of Economics and Finance, 74, 452-467.

Ma, Y., Ahmad, F., Liu, M. & Wang & Wang, Z. (2020). Portfolio optimization in the era of digital financialization using cryptocurrencies. Technological Forecasting and Social Change, 161.

Zhang, Y., Wei, H., Rizvi, S. & Ahmad & Ahmad, F. (2020). Resource Cursed or Resource Blessed? The role of Investment and Energy Prices in G7 countries. Resources Policy, 67.

Ahmad, F., Seyyed, F. & Ashfaq, H. (2019). Managing a Shariah Compliant Capital Protected Fund through Turbulent Times. Asian Journal of Management Cases, doi:10.1177/0972820119884397.

Bashir, M., Saleem, A. & Ahmad, F. (2019). Akhuwat: Measuring Success for a Non-profit Organization. Asian Journal of Management Cases, 16 (1), 100-112.

Bashir, M. & Ahmad, F. (In Press 2019). Collaboration and Conflict at Chief Minister's Initiative on Primary Health Care. Asian Journal of Management Cases.

Ahmad, F., Hambly, B. & Ledger, S. (2018). A stochastic partial differential equation model for the pricing of mortgage backed securities. Stochastic processes and their applications, 128 (11), 3778-3806.

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, 69 (7), 2223-2229, doi:10.1016/j.na.2007.08.002.

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, 206 (1), 16-20, doi:10.1016/j.amc.2008.08.054.

Cases

Ahmad, F. & Ali, C. (2019). Cryptocurrency: a case of investing in digital currencies, Accepted. Case Research Unit, LUMS. LUMS No. 02-649-2019-1.

Seyyed, F., Khan, S., Ahmad, F. & Ashfaq & Ashfaq, H. (2019). Fertilizer Sector in Pakistan, Accepted. Case Research Unit, LUMS. LUMS No. 13-108-2019-2.

Ahmad, F., Seyyed, F. & Ashfaq, H. (2018). Managing a Shariah Compliant Capital Protected Fund through Turbulent Times, Published. Case Research Unit, LUMS, LUMS No. 02-646-2018-1, (pp. 15), Case Research Unit, LUMS.

Presentations

Naqvi, B., Ahmad, F. & Rizvi, S. (2019). Asset selection using a multi-dimensional decision-making criteria. 4th Islamic Banking and Finance Conference, Valencia, Spain.

Ahmad, F. (2018). Quantitative Finance and Fixed Income Securities. Winter School on Risk, Stochastic, Insurance and Finance, Sukkur, Pakistan.

Ahmad, F. (2018). Determining mortgage rates in intensity based framework. Research seminar series, SDSB, LUMS, Lahore, Pakistan.

Ahmad, F., Seyyed, F. & Ashfaq, H. (2018). Managing a Shariah Compliant Capital Protected Fund through Turbulent Times. 3rd Islamic Finance, Banking and Business ethics global conference 2018, Lahore, Pakistan.

Ahmad, F. (2016). Modeling mortgage backed securities. Women in Mathematics, Sukkur, Pakistan.

Ahmad, F. (2016). Shariah Compliant Capital Protected Fund 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.

Working Papers

Ahmad, F., Rizvi, S. & Naqvi, B. (2019). Asset selection using a multi-dimensional decision-making criteria.