Olabisi Ugbebor

Olabisi Oreofe Ugbebor (née Grace Olabisi Falode, born 29 January 1951)[1] is the first female professor in mathematics in Nigeria.[2][3] Born in Lagos, she studied mathematics at the University of Ibadan and then at the University of London, where she obtained a PhD in 1976.[2][4]

Olabisi Ugbebor
FMAN
Professor of Mathematics at University of Ibadan
Personal details
Born
Grace Olabisi Falode

(1951-01-29) 29 January 1951
Lagos State
Alma materUniversity of Ibadan
(Bachelor of Science in Mathematics)
University College London
(Postgraduate diploma in Statistics)
University College London
(Doctor of Philosophy in Mathematics)

Education and academic career

Born in Lagos, Ugbebor had her secondary education at Queen's College, Lagos. She completed her first degree in mathematics from University of Ibadan in 1972. In 1973, she had a postgraduate diploma in statistics at University College London, before completing her thesis on Sample Path Properties of Brownian Motion (1976) at the age of 25. While at Unibadan, she was the only female student in her class. She is also the first Nigerian woman to get a PhD and become a professor in mathematics.[5] In 2017, she was made a Fellow of the Mathematics Association of Nigeria.[6]

Publications
  • He's Polynomials for Analytical Solutions of the Black-Scholes Pricing Model for Stock Option Valuation[7]
  • The modified Black-Scholes model via constant elasticity of variance for stock options valuation[8]
  • Analytical Solutions of a Continuous Arithmetic Asian Model for Option Pricing using Projected Differential Transform Method
  • Fast Fourier Transform of Multi-Assets Options under Economic Recession Induced Uncertainties
  • Approximate solutions of a variable volatility driven black-scholes option pricing model
  • CONSTRUCTION OF ANALYTICAL SOLUTIONS TO THE BLACK-SCHOLES OPTION VALUATION MODEL BY MEANS OF HE’S POLYNOMIALS TECHNIQUE\
  • Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black-Scholes assumption

Membership of learned societies
  • Reciprocity Member, London Mathematical Society
  • Member, Nigerian Mathematical Society
  • Member, Mathematics Association of Nigeria.
  • Member, African Economic Society.
  • Member, Bernoulli Society for Mathematical Statistics and Probability(1988-1992)
  • Member, Third World Organisation of Women in Science, Italy, 1993-date.[9]

References
  1. "Professor O.O. Ugbebor". Faculty of Science. University of Ibadan. Retrieved 2017-03-21.
  2. "Meet Nigeria's queen of Mathematics". The Nation Nigeria. 2013-07-21. Retrieved 2017-03-21.
  3. Erinosho, Stella Yemisi (1994-01-01). Perspectives on women in science and technology in Nigeria. Sam Bookman. ISBN 9789782165374.
  4. Olabisi Ugbebor at the Mathematics Genealogy Project
  5. "Meet Professor Olabisi Ugbebor, First Nigerian Woman To Obtain A Ph.D. Degree In Mathematics". fab.ng. 2017-09-30. Retrieved 2018-02-18.
  6. "Adeboye, 3 women mathematicians bag highest award". Vanguard. 2017-08-26. Retrieved 2018-02-18.
  7. Edeki, S. O.; Ugbebor, Olabisi O.; Owoloko, E. A. (2016). "He's Polynomials for Analytical Solutions of the Black-Scholes Pricing Model for Stock Option Valuation". London, U.K. {{cite journal}}: Cite journal requires |journal= (help)
  8. Edeki, S. O.; Owoloko, E. A.; Ugbebor, O. O. (2016-02-01). "The modified Black-Scholes model via constant elasticity of variance for stock options valuation". AIP Conference Proceedings. 1705 (1): 020041. Bibcode:2016AIPC.1705b0041E. doi:10.1063/1.4940289. ISSN 0094-243X.
  9. "MEMBERSHIP OF LEARNED SOCIETIES | Faculty of Science, UI". sci.ui.edu.ng. Retrieved 2019-05-09.
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