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). 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). 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.
Semester Title Code
Spring Semester 2017-18 Introduction to Mathematics of Finance 1702
Spring Semester 2017-18 Financial Derivatives 1702
Fall Semester 2017-18 Senior Project in General Management 1701
Fall Semester 2017-18 Senior Project in Accounting and Finance 1701
Fall Semester 2017-18 Quantitative Finance 1701
Fall Semester 2017-18 Financial Derivatives 1701
Spring Semester 2016-17 Introduction to Mathematics of Finance 1602
Spring Semester 2016-17 Senior Project in General Management 1602
Spring Semester 2016-17 Senior Project in Accounting and Finance 1602
Spring Semester 2016-17 Independent Study 1602
Spring Semester 2016-17 Fixed Income Securities 1602
Spring Semester 2016-17 Independent Study 1602
Spring Semester 2016-17 Financial Derivatives 1602
Fall Semester 2016-17 Advanced Quantitative Finance 1601
Fall Semester 2016-17 Mathematical Modeling 1601
Fall Semester 2016-17 Quantitative Finance 1601
Spring Semester 2015-16 Fixed Income Securities 1502
Spring Semester 2015-16 Independent Study 1502
Spring Semester 2015-16 Financial Derivatives 1502
Spring Semester 2015-16 Senior Project I 1502
Spring Semester 2015-16 Principles of Finance 1502
Fall Semester 2015-16 Mathematical Modeling 1501
Fall Semester 2015-16 Independent Study 1501
Fall Semester 2015-16 Independent Study -I 1501
Fall Semester 2015-16 Quantitative Finance 1501
Summer Semester 2014-15 Independent Study 1403
Spring Semester 2014-15 Fixed Income Securities 1402
Spring Semester 2014-15 Independent Study 1402
Spring Semester 2014-15 Financial Derivatives 1402
Fall Semester 2014-15 Mathematical Modeling 1401
Fall Semester 2014-15 Quantitative Finance 1401
Fall Semester 2014-15 Senior Project I 1401
  • Past Courses
    Semester Title Code
    Spring Semester 2013-14 Independent Study 1302
    Spring Semester 2013-14 Quantitative Finance 1302
    Spring Semester 2013-14 Financial Derivatives 1302