Ghulam Sorwar BSc, MSc, PhD


Sorwar, G.; Mozumder, S.; Dowd, Emeritus Professor, K.(2013)., "Skewness  Models for Option Pricing and Option Portfolio Approximation", Review of Quantitative Finance and Accounting, Vol.40, pp. 273-292.


Sorwar, G.(2012)., "Estimating single factor jump diffusion interest rate models", Applied Financial Economics, Vol.21 (22), pp. 1679-1689.

Sorwar, G.; Barone-Adesi, G.(2011)., "Valuation of Two-Factor Interest Rate Contingent Claims using Green's Theorem, Applied Mathematical Finance", Applied Mathematical Finance, pp. 277-289.

Sorwar, G.; Barone-Adesi, G.(2010)., "Value at Risk under Jump GARCH processes", Review of Banking and Finance, Vol.2, pp. 27-36.

Sorwar, G.; Dowd, K.(2010)., "Estimating Financial Risk Measures for Options", Journal of Banking and Finance, Vol.34, pp. 1982-1992.

Sorwar, G.; Mozumder, S.(2010)., "Implied Bond and Derivative Prices based on Non-Linear Stochastic Interest Rate Models", Journal of Applied Mathemathics, Vol.1, pp. 37-43.

Sorwar, G.; Sudarsanam, S.(2010)., "Determinants of Takeover Premium in Cash-financed Takeover Offers: An Option Pricing Approach", Journal of Business, Finance & Accounting, Vol.37 (5-6), pp. 687-714.

Sorwar, G.; Dowd, K.; Cotter, J.(2008)., "Spectral Risk Measure: Properties and Limitations", Journal of Financial Services Research, Vol.34, pp. 71-75.