Nneka Umeorah

Umeorah Nneka received her BSc degree in Mathematics at the University of Nigeria, in 2012. She obtained a research Masters in Risk Analysis and an MSc in Mathematical Sciences, both in South Africa. She visited Germany in 2018 for a six-month research visit under the sponsorship of the DAAD. She is currently a PhD student at the Unit for Business Mathematics and Informatics, North-West University, Potchefstroom Campus, South Africa. Her research interests are financial mathematics (derivatives pricing), statistical risk analysis and numerical analysis.

Articles by Nneka Umeorah

Original research

Elliptical and Archimedean copula models: an application to the price estimation of portfolio credit derivatives

This paper explores the impact of elliptical and Archimedean copula models on the valuation of basket default swaps.

25 Aug 2020