A
PROFILE
UPM's Staff Profile
PROF. MADYA DR. SITI NUR IQMAL BINTI IBRAHIM
KETUA LABORATORI
FACULTY OF SCIENCE
UPM WEBSITE
PROFILE
iqmal
BM
EN

PROFESSIONAL

I am currently at the Department of Mathematics and Statistics, Faculty of Science, working in mathematical finance area that involves option pricing models, forecasting and prediction, and others.
NAME :
(Prof. Madya Dr.) Siti Nur Iqmal Binti Ibrahim
POSITION :
Ketua Laboratori
ENTITY :
Faculty Of Science

PUBLICATION
2022:
Price Modeling of Eucalyptus Wood under Different Silvicultural Management for Real Options Approach
2022:
The valuation of knock-out power calls under Black–Scholes framework
2021:
The Valuation Of Knock-Out Power Calls Under The Black-Scholes Framework
2021:
Geometric Fractional Brownian Motion Model for Commodity Market Simulation
2021:
Improved Runge-Kutta Method with Trigonometrically-Fitting Technique for Solving Oscillatory Problem
2021:
High-order exponentially fitted and trigonometrically fitted explicit two-derivative Runge–Kutta-type methods for solving third-order oscillatory problems
2021:
Numerical Solution of Delay Differential Equation using Two-Derivative Runge-Kutta Type Method with Newton Interpolation
2021:
Two-Point Block variable order step size Multistep Method for Solving Higher Order Ordinary Differential Equations Directly
2020:
On Two Derivative Runge-Kutta Type Methods for Solving u''' = f (x, u(x)) with Application to Thin Film Flow Problem
2020:
THE ACCURACY OF JUMP-DIFFUSION MODEL AND REGRESSION ANALYSIS FOR PREDICTION OF MALAYSIAN CENTRIFUGED LATEX PRICES
2020:
Pricing Arithmetic Asian Put Option with Early Exercise Boundary under Jump-Diffusion Process
2020:
MODELLING MALAYSIAN GOLD PRICES USING GEOMETRIC BROWNIAN MOTION MODEL
2020:
Numerical study of third-order ordinary differential equations using a new class of two derivative Runge-Kutta type methods