IIUM Repository

Ms Mimi Hafizah Abdullah

KULLIYYAH OF SCIENCE

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  1. 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
  2. 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 (Unpublished)
  3. 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 (Unpublished)
  4. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2018) The performance of higher moments estimators: an empirical study. In: Conference on Mathematics, Informatics and Statistics (CMIS2018), 29th-31st October 2018, Kuala Terengganu, Terengganu. (Unpublished)
  5. 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 (Unpublished)
  6. 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
  7. 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
  8. 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.
  9. 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.
  10. 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..
  11. 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.
  12. 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
  13. 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)
  14. 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)
  15. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2016) Empirical estimation of risk-neutral density from option prices. In: 37th International Conference on Quantum Probability and Related Topics (QP37) 2016, 22-26 August 2016, Kuantan, Pahang, Malaysia. (Unpublished)
  16. Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2014) An investigation of implied volatility during financial crisis: Evidence from Australian index options. In: 3rd International Conference On Fundamental And Applied Sciences (ICFAS 2014), 3rd-5th June 2014, Kuala Lumpur, Malaysia.
  17. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2016) The development of a risk-neutral density estimation method. In: 2016 Applied Mathematics in Science and Engineering International Conference (APPEMSE), 26-28 Jan 2016, Melaka, Malaysia. (Unpublished)
  18. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2015) Implied adjusted volatility functions: Empirical evidence from Australian index option market. AIP Conference Proceedings , 1643. pp. 622-627. ISSN 0094-243X E-ISSN 1551-7616
  19. Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Mat Salleh, Supian (2015) Minimal spanning tree for 100 companies in Bursa Malaysia. AIP Conference Proceedings, 1643. pp. 609-615. ISSN 0094-243X E-ISSN 1551-7616
  20. Abdullah, Mimi Hafizah and Li, Steven (2013) Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis. In: International Islamic University Malaysia Research, Invention and Innovation Exhibition 2013 (IRIIE 2013), 19th-20th February 2013, Kuala Lumpur, Malaysia. (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 market1258
2Implied transaction costs by leland option pricing models: A new approach and empirical evidence1254
3Trading frequency and implied transaction costs of options: evidence from the Australian index option market1158
4Implied transaction costs by Leland option pricing model: a new approach and empirical evidence1129
5Minimal spanning tree for 100 companies in Bursa Malaysia986
6Implied adjusted volatility by leland option pricing models: evidence from Australian index options 887
7Implied adjusted volatility by leland option pricing models: evidence from Australian index options867
8Estimation of transaction costs on Bursa Malaysia = Anggaran kos urus niaga di Bursa Malaysia863
9An investigation of implied volatility during financial crisis: evidence from Australian index options857
10Implied adjusted volatility functions: empirical evidence from Australian index option market 854
11The development of a risk-neutral density estimation method774
12Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis685
13A new approach to estimate transaction costs: an empirical evidence681
14Implied adjusted volatility functions: Empirical evidence from Australian index option market660
15Minimal spanning tree for 100 companies in Bursa Malaysia614
16The development of a risk-neutral density estimation method592
17Comparison of volatility function technique for risk-neutral densities estimation.576
18Empirical estimation of risk-neutral density from option prices541
19Asset allocation using option-implied moments535
20An investigation of implied volatility during financial crisis: Evidence from Australian index options534
21Estimation of option-implied risk-neutral into real-world density by using calibration function527
22Empirical performance of interpolation techniques in risk-neutral density (RND) estimation472
23Comparison of volatility function technique for risk-neutral densities estimation471
24Estimation of option-implied risk-neutral into real-world density by using calibration function392
25A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia118
26Evaluation on the financial performance of the companies in Malaysia with Zmijewski model116
27The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree108
28A network analysis of the stock market in Malaysia, Singapore and Indonesia107
29The performance of higher moments estimators: an empirical study104
30Empirical performance of a model-free volatility against the different option strike size discreteness103