# Nadima El-Hassan

### Biography

Nadima joined the School of Finance and Economics as a full-time staff member in July 1997. Her research interests include the pricing and hedging of complex derivatives, term structure modeling, risk management and portfolio attribution analysis. She has publications in a number of the leading international journals in finance including The Journal of Financial Engineering, Asian Capital Markets, Journal of Economic Dynamics and Control and Journal of Computational Finance.

Nadima also has considerable practical experience in derivative security pricing, hedging and risk management issues gained through her work experience in product development and risk management areas of the financial markets. As an academic, she has maintained links with industry through various collaborative projects.

**Senior Lecturer,**Finance Discipline Group

**Associate Member,**QFRC - Quantitative Finance

**Phone**

### Research Interests

Pricing and hedging of complex derivatives, term structure modeling, risk management and portfolio attribution analysis

Investments

## Chapters

*Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli*, Springer, Germany, pp. 117-144.

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## Conferences

*Asia Risk Conference*, Asia Risk Conference, -, Singapore.

*Society of Computational Economics Conference*, Society of Computational Economics Conference, Aix-en-Provence, France.

*4th Columbia-JAFFEE Conference Proceedings*, Columbia-JAFFEE Conference, JAFFEE, Tokyo, Japan, pp. 103-126.

*JIC97*, Japanese Association of Financial Econometrics and Engineering, Tokyo, Japan, pp. 350-372.

## Journal articles

*International Journal of Theoretical and Applied Finance*, vol. 20, no. 4.

*Journal of Economic Dynamics and Control*, vol. 31, no. 7, pp. 2135-2151.

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*Australian Journal of Management*, vol. 28, no. 2, pp. 183-207.

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*Computational Economics*, vol. 22, no. 2-3, pp. 113-138.

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*Journal of Computational Finance*, vol. 3, no. 3, pp. 47-72.

*Journal Of Economic Dynamics & Control*, vol. 23, no. 9-10, pp. 1387-1424.

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*Journal of Financial Engineering*, vol. 6, no. 2, pp. 121-147.

*Financial Engineering and the Japanese Markets*, vol. 3, no. 4, pp. 217-238.

## Other

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.

*Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney*.