Ferhana Ahmad
 Ferhana AhmadDPhil Student, MSc Mathematical and Computational Finance,
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Research Interests:
I am a 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. 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. I worked on the techniques of modelling and pricing these securities in a structural framework for large portfolios. This involves proving the existence and uniqueness of resulting stochastic partial differential equations, solving them numerically and estimating the parameters using market data through calibration. 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 |
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