Dr Riaz Ahmad, MSc, PhD, DIC
Part-time Teaching Fellow

Room 806
Tel:- 020-7679-2894
E-mail:- riazmath.ucl.ac.uk
Fax: 020-7383-5519

Research Interests
Mathematical Finance

My interests are in the theoretical and numerical/computational methods for Derivative Pricing. In particular volatility arbitrage, stochastic volatility and jump diffusion models, interest rate modelling (including stochastic market price of risk) and exotic options. Recently I have started looking at problems in Islamic Banking and Finance.

This page was last modified on April 15, 2011 by Helen Higgins