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Hanan JAFFAL CHEAIB

Chargé de Cours
Chargé de Cours

Chargé de Cours - Vacataire

USJ Business School-Branch of Southern Lebanon-Sejaan Boutros Ghafari (FGMS)
Research Unit: Mathematics and Modeling (UR-MM)

(+961) 1 421 000 ext 70797506 hanan.jaffal@usj.edu.lb

• Applied Mathematic
• Science Actuarielle
• Math pure

Applied Mathematics

Engineering and Technology, Sciences

Hanan Jaffals research themes primarily focus on the following areas: Portfolio Optimization Hedging: Her doctoral thesis addresses the optimization and hedging of financial portfolios. It investigates nonlinear optimization methods, particularly through heuristic algorithms such as genetic algorithms and ant colony optimization, to tackle complex issues within this field. Financial Modeling: A significant portion of her research is dedicated to financial models, especially the G2++ model applied to interest rates. She has examined the sensitivities of interest rate swaps and the immunization of bond portfolios against fluctuations in the yield curve. Applied Mathematics in Finance: Jaffal is interested in the applications of mathematics in finance, particularly in financial risk management and quantitative analysis for portfolio management. Tumor Growth (Mathematical Modeling): In 2024, she is preparing a research project focused on the mathematical modeling of tumor growth, representing an expansion of her research into the fields of biology and health. These themes reflect her expertise in optimization, mathematical finance, and the application of advanced algorithms to complex problems.

Here is a list of the most significant publications communications by Hanan Jaffal, stemming from her research in applied mathematics within the finance sector, particularly focusing on interest rate models portfolio hedging: Publications Hedging with a Portfolio of Bonds Swaps under the G2++ Interest Rate Model (2024) – This article, currently under review, discusses hedging strategies utilizing portfolios of bonds swaps within the framework of the G2++ interest rate model. Interest Rate Swaps Sensitivities under the G2++ Yield Curve Model (2018) – Published in the International Journal of Applied Mathematics, this paper examines the sensitivities associated with interest rate swaps as per the G2++ model of the yield curve. Sensitivities under the G2++ Yield Curve Model" (2017) – Featured in the International Journal of Financial Engineering, this article focuses on the sensitivities of financial instruments within the G2++ model. "Hedging with an Interest Rate Portfolio" (2013) – Published in the Journal of Finance Investment Analysis, this paper investigates hedging techniques using an interest rate portfolio. "Enhancement of Bond Portfolio Immunization under a Parallel Shift of the Yield Curve" (2012) – This study, published in the Journal of Finance Investment Analysis, addresses the improvement of bond portfolio immunization in response to parallel shifts in the yield curve.

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