IIUM Repository

Ms Mimi Hafizah Abdullah

KULLIYYAH OF SCIENCE

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Latest Additions

  1. Bahaludin, Hafizah and Mahamood, Fatin Nur Amirah and Abdullah, Mimi Hafizah (2021) Topological properties of Malaysian shariah-compliant securities. In: International Conference on Innovative Technology and Sciences (IC.ITSS) 2020, 12-13 Nov 2020, Virtual.
  2. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2021) Correcting for risk premium on extended generalised Leland models: an empirical study on Dow Jones Industrial Average (DJIA) index options. In: 28th Simposium Kebangsaan Sains Matematik, SKSM 2021, 28-29 Jul 2021, Virtual.
  3. Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2020) Option-implied adjusted volatility using modified generalised Leland Models: an empirical study on Dow Jones industrial average index options. Malaysian Journal of Mathematical Sciences, 14 (S). pp. 93-105. ISSN 1823-8343 E-ISSN 2289-750X
  4. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2019) Wavelet improved option-implied moments: an empirical study. ASM Science Journal, 12 (Special Issue 5). pp. 167-176. ISSN 1823-6782
  5. Abdullah, Mimi Hafizah and Bahaludin, Hafizah and Tolos, Siti Marponga (2020) The role of option-implied information in improving a portfolio selection. Project Report. UNSPECIFIED. (Unpublished)
  6. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2019) Empirical performance of a model-free volatility against the different option strike size discreteness. Malaysian Journal of Mathematical Sciences, 13 (Special Issue). pp. 1-13. ISSN 1823-8343
  7. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2020) The role of an option-implied distribution in improving as asset allocation model. Malaysian Journal of Fundamental and Applied Sciences, 16 (1 (Jan-Feb)). pp. 64-69. ISSN 2289-5981 E-ISSN 2289-599X
  8. Lam, Weng Siew and Lam, Weng Hoe and Lai, Jing Xin, Agnes and Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2019) Evaluation on the financial performance of the companies in Malaysia with Zmijewski model. In: The 4th International Conference on Computing, Mathematics and Statistics 2019 (ICMS), 23rd-24th October 2019, Langkawi, Kedah. (Unpublished)
  9. Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Lam, Weng Siew and Lam, Weng Hoe (2019) The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree. In: The 4th International Conference on Computing, Mathematics and Statistics 2019, 23rd-24th April 2019, Pulau Langkawi, Kedah. (Unpublished)
  10. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2019) The performance of higher moments estimators: an empirical study. Malaysian Journal of Mathematical Sciences, 13 (SI). pp. 35-50. ISSN 18238343
  11. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2018) Empirical performance of a model-free volatility against the different option strike size discreteness. In: Conference on Mathematics, Informatics and Statistics (CMIS2018), 29th-31st October 2018, Kuala Terengganu, Terengganu. (Unpublished)
  12. Mahamood, Fatin Nur Amirah and Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2019) A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia. Modern Applied Science, 13 (7). pp. 80-93. ISSN 1913-1844 E-ISSN 1913-1852
  13. Ibrahim, Siti Nur Iqmal and Muhammad, Siti Aida and Abdullah, Mimi Hafizah (2018) A network analysis of the stock market in Malaysia, Singapore and Indonesia. International Journal of Engineering & Technology, 7 (4.1). pp. 99-101. ISSN 2227-524X
  14. Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Tolos, Siti Marponga (2017) Asset allocation using option-implied moments. In: 1st International Conference on Applied & Industrial Mathematics and Statistics (ICoAIMS 2017), 8-9 Aug 2017, Pahang.
  15. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2017) Estimation of option-implied risk-neutral into real-world density by using calibration function. In: 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016;, 15-17 November 2016, Putrajaya, Malaysia.
  16. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2017) Comparison of volatility function technique for risk-neutral densities estimation. In: The 24th National Symposium On Mathematical Sciences: Mathematical Sciences Exploration For The Universal Preservation, 27-29 Sept 2016, Kuala Terengganu, Terengganu, Malaysia..
  17. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2017) Empirical performance of interpolation techniques in risk-neutral density (RND) estimation. In: 37th International Conference on Quantum Probability and Related Topics, QP 2016; Faculty of Science of the International Islamic University MalaysiaKuantan; Malaysia, 22-26 August 2016, International Islamic University Malaysia, Kuantan Pahang.
  18. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2016) The development of a risk-neutral density estimation method. Journal of Engineering and Applied Sciences, 11 (7). pp. 1633-1638. ISSN 1816-949X
  19. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2016) Estimation of option-implied risk-neutral into real-world density by using calibration function. In: The 4th International Conference On Mathematical Sciences (ICMS4), 15th-17th Nov. 2016, Putrajaya. (Unpublished)
  20. Abdullah, Mimi Hafizah and Bahaludin, Hafizah (2016) Comparison of volatility function technique for risk-neutral densities estimation. In: Simposium Kebangsaan Sains Matematik Ke 24, 27-29 september 2016, Primula Beach Hotel, Kuala Terrengganu. (Unpublished)

Most Viewed Items

Item titleViews
1The performance of Leland's option pricing models in the presence of transaction costs: evidence from the Australian index option market1572
2Implied transaction costs by leland option pricing models: A new approach and empirical evidence1545
3Trading frequency and implied transaction costs of options: evidence from the Australian index option market1488
4Implied transaction costs by Leland option pricing model: a new approach and empirical evidence1451
5Minimal spanning tree for 100 companies in Bursa Malaysia1325
6An investigation of implied volatility during financial crisis: evidence from Australian index options1239
7Estimation of transaction costs on Bursa Malaysia = Anggaran kos urus niaga di Bursa Malaysia1234
8Implied adjusted volatility by leland option pricing models: evidence from Australian index options1213
9Implied adjusted volatility by leland option pricing models: evidence from Australian index options 1209
10Implied adjusted volatility functions: empirical evidence from Australian index option market 1167
11The development of a risk-neutral density estimation method1096
12Implied adjusted volatility functions: Empirical evidence from Australian index option market1040
13A new approach to estimate transaction costs: an empirical evidence995
14Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis990
15Minimal spanning tree for 100 companies in Bursa Malaysia960
16Comparison of volatility function technique for risk-neutral densities estimation.906
17The development of a risk-neutral density estimation method906
18Estimation of option-implied risk-neutral into real-world density by using calibration function861
19An investigation of implied volatility during financial crisis: Evidence from Australian index options857
20Asset allocation using option-implied moments842
21Empirical estimation of risk-neutral density from option prices840
22Comparison of volatility function technique for risk-neutral densities estimation794
23Empirical performance of interpolation techniques in risk-neutral density (RND) estimation775
24Estimation of option-implied risk-neutral into real-world density by using calibration function721
25Evaluation on the financial performance of the companies in Malaysia with Zmijewski model459
26A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia453
27The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree442
28A network analysis of the stock market in Malaysia, Singapore and Indonesia408
29Empirical performance of a model-free volatility against the different option strike size discreteness384
30The performance of higher moments estimators: an empirical study371