Robina Iqbal

Biography

I hold a PhD in Mathematical Finance from the University of Salford, UK, and MPhil Economics from Quaid-e Azam University, Pakistan. Prior to joining Keele in 2021, I was a lecturer in Financial Mathematics at the University of Salford. My PhD thesis was entitled ‘Multi-period Market Risk Estimation and Performance Evaluation: Evidence from Univariate, Multi-variate and Options Data’.

Research and scholarship

My current research interests include, but not limited to: 

• Machine learning in finance
• Copula and Vine copula to estimate market and credit risk
• Derivative pricing
• Time series analysis
• Forecasting analysis
• Credit risk analysis
• Comparing machine learning and econometrics model in finance
• Trading algorithm

Teaching

I taught Mathematics of Financial Derivatives I & II and Operational Research at the University of Salford. I am able to teach across all areas of Quantitative Finance and from the very basic first year Quantitative Finance modules to the advanced PhD Mathematical Finance module.

Current Teaching:

• Research Methods
• Applied Econometrics
• Derivative Instruments
• Banking Risk Management
• Quantitative Methods