Ghada Alobaidi,
Associate Professor of Mathematics
 (Ph.D., 2000, The University of Western Ontario )

 

Research Interests: Partial Differential Equations, Mathematical Finance, Integral Transforms and Special Functions.

Selected Publications :

  1. A new Algorithm for Monte Carlo for American Options (2003), with Dr. R. Mallier, volume 29,(3), pp. 271-290.
  2. Interest Rate Swaps Under CIR (2003), with Dr. R. Mallier, to appear in Journal of Computational and Applied Mathematics.
  3. Double Barrier Options with Curved Boundaries,(2003), Journal of South West of Pure and Applied Mathematics (1) 66-72.