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

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

      • 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.

      • 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.

      • 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., 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. (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. (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). 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.

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