Dr. Teh Raihana Nazirah binti Roslan  

Quantitative Sciences,
UUM College of Arts and Sciences,
Universiti Utara Malaysia.
My research interests are in the area of audit and corporate governance.

raihana@uum.edu.my 04-9286361 Name in APA format : T.R.N. ROSLAN

ACADEMIC QUALIFICATION

1 2016, PhD Matematik Kewangan, Auckland University Of Technology, New Zealand
2 2011, Masters Matematik, UKM, Universiti Kebangsaan Malaysia
3 2008, Bachelor of Science Matematik Pengurusan, UITM, Universiti Teknologi MARA
4 2005, Certificate Matrikulasi (Sains Hayat), KOLEJ MATRIKULASI, Lain-lain

AWARDS & RECOGNITIONS


OVERVIEW

My research interests are within the areas of Financial Mathematics, Fuzzy Mathematics and Mathematics Education. Currently I am working on financial derivatives pricing.

RESEARCH AREA

Financial Mathematics
Stochastic Analysis and Modelling
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AREA OF EXPERTISE

Financial Derivatives Pricing
Interest Rate Modelling
Stochastic Processes

ARTICLE IN ACADEMIC JOURNAL

1 T.R.N. ROSLAN (2016). PRICING VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATE. Applied Mathematics and Computation . 277(), 72 - 81.
2 T.R.N. ROSLAN (2017). ON THE PRICING OF FORWARD-START VARIANCE SWAPS WITH STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATE. Far East Journal of Mathematical Sciences. 102(12), 3223 - 3240.
3 T.R.N. ROSLAN (2018). Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching. Methodology and Computing in Applied Probability. 20(4), 1359 - 1379.
4 T.R.N. ROSLAN (2018). Analysis of Polynucleotide Sequences for Fuzzy Genomes: A Juxtaposition of Two Fuzzy Approaches. The Journal of Social Sciences Research. Special Issue(6), 670 - 675.

PAPERS IN CONFERENCE PROCEEDING

1 T.R.N. ROSLAN (2014). VALUATION OF DISCRETELY-SAMPLED VARIANCE SWAPS UNDER CORRELATED STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES. RECENT ADVANCES in APPLIED MATHEMATICS, MODELLING and SIMULATION. 34(), 27 - 34.
2 T.R.N. ROSLAN (2017). A stochastic hybrid model for pricing forward-start variance swaps. PROCEEDINGS OF THE 13TH IMT-GT INTERNATIONAL CONFERENCE ON MATHEMATICS, STATISTICS AND THEIR APPLICATIONS (ICMSA2017). 1905(030030), 1 - 6.
3 T.R.N. ROSLAN (2017). Analytical pricing formulas for hybrid variance swaps with regime-switching. PROCEEDINGS OF THE 13TH IMT-GT INTERNATIONAL CONFERENCE ON MATHEMATICS, STATISTICS AND THEIR APPLICATIONS (ICMSA2017). 1905(030031), 1 - 6.

BOOKS

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CHAPTER IN BOOKS

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PAST & CURRENT RESEARCHS

1 DYNAMIC PRICING FORMULATION FOR HYBRID EQUITY WARRANTS (2018), Leader, KPT
2 A Stochastic Hybric Model For Pricing Forward-Start Variance Swaps (2017), Leader, UNIVERSITI

UNDERGRADUATE

NoCourse CodeCourse Name
1 SQQM1073BUSSINESS MATHEMATICS
2 SQMX4908PRACTICUM
3 SQQM1034CALCULUS I
4 SQQM1023MANAGERIAL MATHEMATICS
5 SQMX3908PRACTICUM

POSTGRADUATE

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NOTES

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3. Your Research and Consultation information is automatically taken from RaIIS. Please take note information on Research is automatically taken from RaIIS.     Please contact RIMC (SURAYA : 4776), (RAIS : 4781) for any updates or discrepancies.
4. Your Teaching and Supervision information is automatically taken from ASIS/GAIS. Please contact AR / administration staf at your School for any updates     discrepancies.

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