Dr Abdul Hayat Muhammad

STAFF PROFILE

Position

Senior Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Qualifications

Master of Social Sciences, National Univ. of Singapore, 2001
Doctor of Philosophy, Monash University, 2007
GCHE Exempt, Deakin University, 2009

Contact

Research interests

In broad, my research interests are in finance and econometrics/statistics issues.

In particular, on finance side, I have worked on monetary policy, exchange rate, and volatility modelling.

On econometrics/statistics side, I have worked on copula modelling, estimators of Weibull distribution, estimators of coefficient of variations, and X-12 ARIMA seasonal adjustment methods.

Teaching interests

Quantitative Finance, Financial Modelling, and Financial Econometrics.

Units taught

Money and Capital Markets (MAF202)

Quantitative Finance (MAF759)

Financial Modelling (MAF384)

Business and Financial Econometrics (MAE/MAF723)

Awards

  • Selection in the Asian Development Bank Internship:
    I was the only candidate selected in the Asian Development Bank's internship programme from Australia in 2004. Other participates were from United States of America’s and Japan's top universities such University of Chicago, and Nagoya University Japan.
  • President's Programme for the care of Highly Qualified Overseas Pakistanis for 2013.
  • International Research Fellowship 2014 from Deakin University.