Doctor Rehez Ahlip

Doctor Rehez Ahlip

ACADEMIC COURSE ADVISOR (BBC FINANCIAL MATHEMATICS),
Mathematics

SENIOR LECTURER,
Mathematics

Personal

Qualifications

  • MSc Flinders University of South Australia
  • MSc Patrice Lumumba Peoples' Friendship University
  • PhD Queensland Institute of Technology

UWS Organisational Unit (School / Division)

  • Mathematics
  • Mathematics

Contact

Email:R.Ahlip@uws.edu.au
Extension:9178
Mobile:
Location:ER.G.07
Parramatta
Website:

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Biography

Interests

  • Complex Analysis
  • Financial Mathematics
  • Liquidity risk and credit risk modelling
  • Portfolio optimisation in incomplete markets
  • Stochastic calculus

Publications

Chapters in Books

  • Ahlip, R. (2010), 'Pricing Foreign Exchange Options with Stochastic Volatility', Methods and applications of statistics in business, finance, and management science, Wiley 9780470405109.

Journal Articles

  • Ahlip, R. (2013), 'Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates', Quantitative Finance, 12.
  • Ahlip, R. and King, R. (2010), 'Computational Aspects of Pricing Foreign Exchange Options with Stochastic Volatility and Stochastic Interest Rates', Journal Statistical Planning and Inference, 13.
  • Ahlip, R. and Rutkowski, M. (2009), 'Forward start options under stochastic volatility and stochastic interest rates', International Journal Theoretical and Applied Finance, 17.
  • Ahlip, R. (2008), 'Foreign Exchange Options Under Stochastic Volatility and Stochastic Interest Rate', International Journal of Theoretical Applied Finance, 18.

Conference Papers

  • Ahlip, R. and King, R. (2004), 'Pricing Stock Options With Stochastic Volatility and Interest Rates', International Conference Stochastic Finance 2004, Technical University of Lisbon, Portugal.

University of Western Sydney

Locked Bag 1797
Penrith NSW 2751

Tel: +61 2 9852 5222

ABN 53 014 069 881
CRICOS Provider No: 00917k

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