Ghulam Sorwar BSc, MSc, PhD |

Sorwar, G.; Mozumder, S.; Dowd, Emeritus Professor, K.(2013)., "Skewness Models for Option Pricing and Option Portfolio Approximation",
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Vol.40, pp. 273-292. Review of Quantitative Finance and AccountingSorwar, G.(2012)., "Estimating single factor jump diffusion interest rate models", , Vol.21 (22), pp. 1679-1689.
Applied Financial
EconomicsSorwar, G.; Barone-Adesi, G.(2011)., "Valuation of Two-Factor Interest Rate Contingent Claims using Green's Theorem, ",
Applied Mathematical Finance, pp. 277-289.
Applied Mathematical FinanceSorwar, G.; Barone-Adesi, G.(2010)., "Value at Risk under Jump GARCH processes", , Vol.2, pp. 27-36.
Review of Banking and
FinanceSorwar, G.; Dowd, K.(2010)., "Estimating Financial Risk Measures for Options", , Vol.34, pp. 1982-1992.
Journal of Banking and
FinanceSorwar, G.; Mozumder, S.(2010)., "Implied Bond and Derivative Prices based on Non-Linear Stochastic Interest Rate Models", ,
Vol.1, pp. 37-43. Journal of Applied MathemathicsSorwar, G.; Sudarsanam, S.(2010)., "Determinants of Takeover Premium in Cash-financed Takeover Offers: An Option Pricing Approach", , Vol.37 (5-6), pp. 687-714.
Journal of Business, Finance &
AccountingSorwar, G.; Dowd, K.; Cotter, J.(2008)., "Spectral Risk Measure: Properties and Limitations", , Vol.34, pp. 71-75.
Journal
of Financial Services Research |