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.
