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Nneka Umeorah

Dr Nneka Umeorah

Lecturer

School of Mathematics

Email
UmeorahN@cardiff.ac.uk
Telephone
+44 29208 76160
Campuses
Abacws, Room 4.52, Senghennydd Road, Cathays, Cardiff, CF24 4AG

Overview

I am a Lecturer in Financial Mathematics. Prior to my appointment at Cardiff University, I was a Post-Doctoral Fellow at the University of Johannesburg, Auckland Park, South Africa.

Publication

2023

2022

2021

2020

2019

2018

Articles

Research

My research interest is in computational and mathematical finance. Some of my projects have been on pricing financial derivatives such as options and basket credit default swaps using diverse numerical, statistical, and computational methods. I am also interested in hedging and calibrating exotic financial derivatives, as well as analysing the corresponding financial data. Recently, I am using Machine Learning to explore the pricing of crypto options and other exotic derivatives.

Teaching

Finance I: Financial Markets and Corporate Financial Management

Finance II: Investment Management

Biography

Qualifications

  • 06/2020: PhD (Risk Analysis -- Financial Mathematics), North-West University, Potchefstroom, South Africa
  • 05/2017: MSc (Risk Analysis -- Financial Mathematics), North-West University, Potchefstroom, South Africa
  • 06/2015: MSc (Mathematical Sciences), University of the Western Cape, Cape Town, South Africa
  • 01/2013: BSc Mathematics, University of Nigeria, Nsukka, Nigeria

Honours and awards

  • 03/2021: University of Johannesburg Global Excellence Stature (GES 4.0) Post-doctoral Fellowship
  • 04/2018: DAAD Short Term Research Scholarship in Germany
  • 02/2017: DAAD In-Region PhD Scholarship in Sub-Saharan Africa in association with AIMS
  • 06/2015: Post AIMS (African Institute for Mathematical Sciences) MSc Research Grant
  • 08/2014: African Institute for Mathematical Sciences (Full MSc Scholarship)

Academic positions

  • 02/2022 - present: Lecturer (Cardiff University, Cardiff, United Kingdom)
  • 03/2021 - 01/2022: Postdoctoral Researcher (University of Johannesburg, South Africa)
  • 07/2020 - 12/2020: Research Assistant (North-West University, Potchefstroom, South Africa)
  • 04/2018 - 09/2018: Research Visitor (Bergische Universität, Wuppertal, Germany)