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Dr Nneka Umeorah

Dr Nneka Umeorah

Lecturer

Email
umeorahn@cardiff.ac.uk
Telephone
+44 (0)29 2087 6160
Campuses
4.52, Abacws, 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.

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)

Publications

We are currently unable to retrieve the list of publications. Visit our institutional repository.

Teaching

Finance I: Financial Markets and Corporate Financial Management

Finance II: Investment Management

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.

Supervision

External profiles

Research links