Dr Ihsan Badshah
Senior Lecturer in Finance
Phone: + 64 9 921 9999 ext 5394
- Doctor of Philosophy (Ph.D.) in Finance
- Master of Science (M.Sc.) in Computational Finance
- Master of Business Administration (MBA)
- Bachelor of Science (B.Sc.) in Computer Science
Dr. Ihsan Badshah is a Senior Lecturer in Finance at AUT University. He obtained his Ph.D. degree (with distinction) from Hanken School of Economics, Finland, his Ph.D. thesis is entitled “Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing and Risk Management”. He also holds M.Sc. Computational Finance, MBA and B.Sc. Computer Science degrees.
Since joining AUT in July, 2010 he has been actively involved in teaching activities, for instance courses “Financial Modeling and Data Analysis”, and “Banking and Financial Markets”. Previously he taught advanced M.Sc. level courses “Financial Modeling using MS Excel and VBA”, and “Research Methods in Finance” from 2007 to 2010 at Hanken School of Economics, Finland. He has been involved in a research project “Corporate governance in Russia” initiated by the Academy of Finland. Besides he has presented in leading international conferences around the globe such as EFA, FMA, EFMA, AFBC, MFS, Global Finance, and the Nordic Finance Network etc. Ihsan has been awarded scholarships from Hanken Foundation, NASDAQ-OMX Foundation, Evald & Hilda Nissi Foundation, Center of Financial Research (CEFIR), Ella & Georg Ehrnrooth Foundation, Marcus Wallenberg Foundation, and AUT Business Faculty.
- Financial Modeling and Data Analysis
- Banking and Financial Markets
- Research Methods in Finance
- Empirical Issues in the Option Market
Current Research Projects:
- Implied Volatility Dynamics
- Asymmetric Volatility
- Volatility Spillovers
- Commodity Market Integration
- Implied Value at Risk and Backtesting
- Modeling Interest Rate Swap Spreads Dynamics
- Corporate Governance Risk and Stock Prices
- Badshah, I., B. Frijns and A. Tourani-Rad (2013). Contemporaneous spill-over among equity, gold, and exchange rate volatility indices. Journal of Futures Markets, forthcoming.
- Badshah, I. (2013). Quantile regression analysis of the asymmetric return-volatility relation. Journal of Futures Markets 33, 235-265.
- Badshah, I (2011). Return-volatility Relationships: cross-country evidence. International Journal of Behavioural Accounting and Finance 2, 178-190.
- Badshah, I. Quantile Regression Analysis of Asymmetric Return-Volatility Relation. European Financial Management Association (EFMA), 2010, conference proceedings, Aarhus, Denmark.
- Badshah, I. Asymmetric Return-Volatility Relation, Volatility Transmission and Implied Volatility Indices, Financial Management Association (FMA) International, 2009, conference proceedings, Turin, Italy.
- Badshah, I. Modeling the Dynamics of Implied Volatility Surfaces, European Financial Management Association (EFMA), 2008, conference proceedings, Athens, Greece.
- Badshah, I. The Information Content of VDAX Volatility Index and Backtesting Daily Value-at-Risk Models, presented at Hanken’s Finance seminar, 2009, Vaasa, Finland.
- Badshah, I. Modeling Risk Factors Driving the EUR, USD, and GBP Swaption Volatilities, presented at Graduate School of Finance (GSF) Winter Research Workshop, 2008, Vaasa, Finland.
- Badshah, I. Portfolio Selection and Corporate Governance Risk: Evidence from Russia, 3rd International conference on Corporate Governance, 2005, conference proceedings, Birmingham, UK.
Last updated: 10-Sep-2013 2.00pm
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