Ferhana Ahmad

 Ferhana Ahmad

Ferhana Ahmad

DPhil Student, MSc Mathematical and Computational Finance,

eMail: Contact Form

Phone Number(s):

Reception/Secretary: +44 1865 273525
Direct: +44 1865 283871

Office: DH51

Departmental Address:

Mathematical Institute
24-29 St Giles'
Oxford
OX1 3LB
England

Research Interests: 

I am a third year DPhil student in Mathematical and Computational Finance group which is a part of Mathematical Institute at University of Oxford. I have a Masters degree in Mathematical and Computational Finance from University of Oxford. I also have a BS(Mathematics) from COMSATS Institute of Information Technology, Pakistan. My research is supported by the Higher Education Commission of Pakistan. I am a member of Lady Margaret Hall and an associate member of Oxford-Man Institute of Quantitative Finance.

I am working on mortgage backed securities with Dr. Ben Hambly. Currently I am looking at different approaches to model residential mortgages.    

Prizes, Awards and Scholarships: 

Associate member of Oxford-Man Institute (July 2010/--)

Teaching: 
TA: MScMCF, Financial Derivatives MT 2008

TA: MScMCF, Stochastic Calculus and Fixed Income Markets HT 2009

Tutor: MScMCF, Financial Derivatives MT 2009

Tutor: MScMCF, Stochastic Calculus and Fixed Income Markets HT 2010

Tutor: MScMCF, Practical Stochastic Calculus/Asset Pricing MT 2010

Demonstrator: Mathematics with MuPad MT 2010/--

Further Details: 

Member of the Consultative Committee for Graduates (CCG) 2010/2011

Student representative on Mathematical Institute Buildings Committee 2010/2011

Student representative on the MPLS Divisional Graduate Joint Consultative Forum 2011/2012