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MsNadima El-Hassan

Visiting Scholar

School of Mathematical and Physical Sciences

  • Visiting Scholar
    School of Mathematical and Physical Sciences
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FUNDED RESEARCH

Pricing and hedging of complex derivatives, term structure modeling, risk management and portfolio attribution analysis

FUNDED RESEARCH

  • CONTRACT RESEARCH
    Australian Stock Exchange ASX Operations - School of Finance and Economics
    ASX Operations Pty Limited24 Nov 2005 - 31 Dec 2005
    People funded by this grant:
    • Hall A,
    • El-Hassan N
    ASX Operations Pty Limited
  • GRANT
    Applications of real options analysis to investment decisions in natural resource industries
    University of Technology Sydney1 Jan 2001 - 31 Dec 2001
    People funded by this grant:
    • Chiarella C,
    • El-Hassan N
    UTS ATN Small Grants Program Pre2003 - (ATN Small) Real options: Option pricing; Investment decisions; Natural Resources; Numerical Methods
  • GRANT
    Pricing Interest Rate Exotic Derivatives in a Multi-Factor Framework
    Australian Research Council1 Jan 2001 - 31 Dec 2003
    People funded by this grant:
    • Chiarella C,
    • El-Hassan N
    ARC Large Grant - (A00103854)
  • GRANT
    Calibration of interest rate derivative pricing models
    Australian Research Council1 Jan 1999 - 31 Dec 1999
    People funded by this grant:
    • Chiarella C,
    • El-Hassan N
    ARC Small Grant - (ARC Small)
  • GRANT
    Pricing and hedging of mortgage backed securities in a Heath-Jarrow-Morton framework
    University of Technology Sydney1 Jan 1999 - 31 Dec 1999
    People funded by this grant:
    • El-Hassan N
    UTS Internal Research Grant - Small - (UTSIRG)
  • GRANT
    Numerical schemes for the accurate evaluation of American style interest rate options
    University of Technology Sydney1 Jan 1998 - 31 Dec 1998
    People funded by this grant:
    • Chiarella C,
    • El-Hassan N
    UTS Internal Research Grant - Small - (UTSIRG)
  • GRANT
    The Efficient Evaluation of Asian Options
    Australian Research Council1 Jan 1998 - 31 Dec 1998
    People funded by this grant:
    • Chiarella C,
    • El-Hassan N
    ARC Small Grant - (ARC Small)
  • GRANT
    Market calibration
    People funded by this grant:
    • Hall A,
    • Chiarella C,
    • El-Hassan N