Ghulam Sorwar

Biography

I am Professor of Finance specialising in quantitative finance. Before joining Keele I was a Lecturer at University of Stirling and University of Wales, Cardiff, Associate Professor at University of Nottingham and a Professor Finance at University of Salford.

I studied for my undergraduate degree at University College London and for my PhD at City University Business School now known as Cass Business School. Prior to joining academia, I worked as a Senior Investment Analyst at Abbey Life Investment Services.

Research and scholarship

My current research interests include:

• Modelling negative yields and the terms structure of interest rates
• Robustness of option pricing models
• Estimation of market risk under extreme market conditions
• Vine copula to estimate market risk
• Impact of political connections on firm activity
• Comparing the performance of Islamic banks with conventional banks

I would welcome applications from students in the general areas of risk management, time series analysis, option pricing and yield curve modelling.

Teaching

I have taught extensively both at home and abroad. At home I have taught for a wide range of universities including, City University, University of Stirling, University of Wales, Cardiff, University of Nottingham, University of Nottingham Malaysia, University of Southampton, Kingston University and University of Salford. I have taught from first year undergraduates at one end to PhD students at the other. I have taught to small classes of three or four to classes of two hundred or more. I am able to teach across all areas of Finance from the very basic first year Finance modules to the advanced PhD Mathematical Finance module. I have over twenty years of executive teaching experience. I have taught to executives in the City of London, Luxembourg, Dubai, Malaysia and Singapore. I have taught a wide range of subjects at executive level including Islamic Finance, Derivatives, Risk Management, Time Series, Econometrics and Term Structure models.

I have completed one year Team Mastery programme to become a qualified coach. This course involved indepth study of modern coaching techniques and their application in a team based entrepreneurial setting. In this setting, all learning is experiential and student led with the traditional lectures abandoned and student form themselves into teams to start a company. In the process of developing a viable company students meet the learning outcomes of the modules and hence of the course. As part of the one year programme, I visited different institutions in the UK and Europe including Finland and Switzerland to learn how modern coaching techniques are applied differently in different institutions to meet the same outcome.

Further information

Engagement & Impact

External Examinerships

• City University, London 2005 - 2008
• Glasgow Caledonia University, Glasgow 2006 - 2011
• University of Wales, 2007 - 2012
• Kingston University, 2008 - 2011
• University of Durham, 2013 - 2017
• Bangor University, 2014 - 2018
• University of Southampton, 2020 - 2024

Media Activities

I have made numerous media appearances on BBC and ITV.

Recent Journal Refereeing, Grant Assessments & Conference Committees

• Journal of Economic Behavior and Organization
• Applied Financial Economics
• Review of Quantitative Finance and Accounting
• International Journal of Finance and Economics
• ESRC Open Call Grant
• 2016 Social Business Conference, Paris, France
• 2017 9th Foundation of Islamic Finance Conference, University of Lancaster, UK

Programme Validation Boards

• University of Wales,(2009)
• Bangor University, (2014)
• Kingston University, (2019)

Conferences

• European Financial Management Association, 2000, Athens, Greece, participation in conference
• European Financial Management Association, 2001, Lugano, Switzerland, participation in conference
• Multinational Finance Conference,2002, Limassol, Cyprus, participation in conference
• European Financial Management Association, 2002, London, England, participation in conference
• Global Finance Conference, 2003, Frankfurt, Germany, participation in conference
• Multinational Finance Conference, 2004, Istanbul, Turkey, participation in conference
• Real Options Conference, 2004, Montreal, Canada, participation in conference,
• Computational Statistics and Data Analysis Conference, 2005, Limassol, Cyprus, participation in conference
• Multinational Finance Conference, 2005, Athens, Greece, participation in conference
• Computation and Economics in Finance, 2005, Washington, USA, participation in conference
• Computational Statistics and Data Analysis Conference, 2007, Geneva, Switzerland, participation in conference
• Sixth International Scientific School, “Modelling and Analysis of Safety and Risk in Complex Systems”, 2007, St. Petersburg, Russia, participation in conference
• 15th Conference on Pacific Basin Finance, Economics, Accounting and Management, 2007, Ho Chi Minh City, Vietnam, Participation in conference
• Conference on Advanced Mathematical Methods in Finance, 2007, Vienna, Austria, participation in conference
• Asian Finance Association/Nippon Finance Association, 2008, Yokohama, Japan, participation in conference
• Global Finance Conference, 2009, Honolulu, Hawaii, USA, participation in conference
• Multinational Finance Conference,2010, Barcelona, Spain, participation in conference
• 18th Conference on Pacific Basin Finance, Economics, Accounting and Management, 2010, Beijing, China, participation in conference
• 20th European Financial Management Association, 2011, Braga, Portugal, participation in conference
• 2011 Financial Management Association, Denver, USA, participation in conference
• 2013 Global Financial Crisis: European Financial Markets and Institution, University of Southampton, UK, participation in conference
• 2013 Conference on Banking, Finance, Money and Institutions: The Post Crisis Era, University of Surrey, UK, participation in conference
• 2015 World Finance Conference, Buenos Aires, Argentina, participation in conference
• 2016 Social Business Conference, Paris, France, participation in conference
• 2017 9th Foundation of Islamic Finance Conference, University of Lancaster, UK, participation in conference