Ghada Alobaidi
Associate Professor of Mathematics
(PhD, 2000, University of Western Ontario, Canada)

American University of Sharjah
Department of Mathematics and Statistics
Office: NAB 249
P.O. Box 26666
Sharjah, UAE
E-mail: galobaidi@aus.edu
Tel: +(971) 6 515 2754
Fax: +(971) 6 515 2950

Research Interests: partial differential equations, mathematical finance, integral transforms and special functions

Selected Publications

"A New Algorithm for Monte Carlo for American Options" (2003), with Dr. R. Mallier, volume 29,(3), pp. 271-290.

"Interest Rate Swaps Under CIR" (2003), with Dr. R. Mallier, to appear in Journal of Computational and Applied Mathematics.

"Double Barrier Options with Curved Boundaries," (2003), Journal of South West of Pure and Applied Mathematics (1) 66-72.