Othman Yeop Abdullah Graduate School of Business

Dr. Teh Raihana Nazirah Roslan

 DR tEH RAIHANA

 

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Qualification: BSc. First Class Honours Management Mathematics (Universiti Teknologi MARA); MSc. Pure Mathematics (Universiti Kebangsaan Malaysia); PhD Financial Mathematics (Auckland University of Technology, New Zealand); Postgraduate Diploma in Higher Education Learning and Teaching (Universiti Utara Malaysia).

Teaching Interest: Mathematics and Statistics Related Courses; Financial Mathematics; Risk Analysis.

Research Interest: Financial Mathematics; Stochastic Modelling and Analysis; Fuzzy Mathematics; Mathematical and Statistical Applications in Finance, Business, and Industry. 

Research Profiles:

Google Scholar: https://scholar.google.com/citations?user=JEJezisAAAAJ&hl=en

ResearchGate:  https://www.researchgate.net/profile/Teh_Raihana_Nazirah_Roslan

UUM Experts: http://experts.uum.edu.my/Researcher_Info.aspx?nopkj=3641

Biography: Dr. Teh Raihana Nazirah Roslan is a Senior Lecturer of Financial Mathematics at the Othman Yeop Abdullah Graduate School of Business, Universiti Utara Malaysia. She received her PhD in Financial Mathematics from Auckland University of Technology, New Zealand. Her current research is in financial derivatives pricing using stochastic approaches, and applications of data mining techniques. Her research has been published in leading mathematical journals including Applied Mathematics and Computation, and Methodology and Computing in Applied Probability. She is the Review Editor for Frontiers in Applied Mathematics and Statistics, and the reviewer of Mathematical Reviews by American Mathematical Society. Raihana also is currently the Associate Fellow at Institute of Strategic Industrial Decision Modeling (ISDM), Universiti Utara Malaysia. Prior to obtaining PhD, Raihana has served as a teaching assistant in Auckland University of Technology, New Zealand, and was attached as a tutor with Universiti Utara Malaysia since completing her bachelor’s degree. Raihana has received several grants from university and national funders and is also active in supervising students in the specialized areas.

Selected Publications:

  • T. R. N. Roslan, A. F. Jameel, S. Z. Ibrahim, Modeling the price of hybrid equity warrants under stochastic volatility and interest rate. Compusoft: International Journal of Advanced Computer Technology 9(3) (2020), 3586 - 3589.
  • T. R. N. Roslan, W. Zhang, J. Cao, The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure. Journal of the Korean Mathematical Society 57(5) (2020), 1167 - 1186.
  • J. Cao, T. R. N. Roslan, W. Zhang, Pricing variance swaps in a hybrid model of stochastic volatility and stochastic interest rate with regime switching. Methodology and Computing in Applied Probability 20 (2018), 1359 – 1379.
  • J. Cao, G. Lian, T. R. N. Roslan, Pricing variance swaps under stochastic volatility and stochastic interest rate. Applied Mathematics and Computation 277 (2016), 72-81.
  • C. M. Hong, C. K. Ch'ng, T. R. N. Roslan, Application of decision tree in classifying secondary school students’ tendencies to choose TVET In Malaysia. Turkish Journal of Computer and Mathematics Education 12(3) (2021), 3002 - 3012.
  • C. M. Hong, C. K. Ch'ng, T. R. N. Roslan, Students’ tendencies in choosing technical and vocational education and training (TVET): analysis of the influential factors using analytic hierarchy process. Turkish Journal of Computer and Mathematics Education 12(3) (2021), 2608 - 2615.
 

OYAGSB KUALA LUMPUR
Othman Yeop Abdullah Graduate School of Business (OYAGSB)
Universiti Utara Malaysia (Kampus Kuala Lumpur)
27-1B Tingkat 1, Wisma Sri Muda (UUMKL Menara 2)
Jalan Raja Muda Abd Aziz, Kampung Baru
50300 Kuala Lumpur Malaysia
TEL: +604-928 7192/7194