Dr. Muhammad Sheraz

Assistant Professor Department: Mathematical Sciences Professional Activities: On-board Status: Available

Work Experience

  • Assistant Professor Mathematical Sciences and Economics & Finance at Institute of Business Administration, Karachi (Jan2016 to PRESENT)
  • Assistant Professor at Dept of Financial Eng. Assistant Professor at Department of Financial Engineering, Ningbo University, China (July2015 to Jan2016) at Ningbo University, China (Jul2015 to Jan2016)
  • Visiting Faculty at Institute of Business Administration, Karachi (Sep2014 to Jun2015)
  • Teaching Assistant Faculty of Mathematics and CS Teaching Assistant Faculty of Mathematics and Computer Science University of Bucharest Romania (October 2011 to April2014) at University of Bucharest Romania (Oct2011 to Apr2014)
  • Part time Lecturer, Department of Mathematics Part time Lecturer, Department of Mathematics, University of Karachi Pakistan (July2008 to Jan2009) at University of Karachi (Jul2008 to Jan2009)
  • Lecturer , Department of Mathematics Lecturer , Department of Mathematics, University of Karachi Pakistan (May 2007 to May2008)(Interim) at University of Karachi (May2007 to May2008)

Education

  • PhD (Financial Mathematics and Statistics),, University of Bucharest Romania - 2014
  • Masters , University of Bucharest - 2009
  • MSc (Applied Mathematics), University of Karachi - 2006
  • BSc (Hons) (Mathematics), University of Karachi - 2005
  • BSc (Hons) (Mathematics), - 2005

Research Interests

  • Financial Mathematics and Statistics,

Courses Taught

  • APPLIED PROBABILITY
  • Applied Stochastic Processes
  • CALCULUS - I
  • FINANCIAL MATHEMATICS
  • FINANCIAL MATHS WITH COMP APPR
  • INTRODUCTION TO STATISTICS
  • Literature Survey
  • MATHEMATICS FOR ECONOMISTS
  • Probability & Mathematical Sta
  • QUANT. MTHD FOR DEC MAKING
  • STOCHASTIC PROCESSES-I

Research Output

  • Dr. Muhammad Sheraz, Vasile Preda, Silvia Dedu "Tsallis and Kaniadakis Entropy Measures for Risk Neutral Densities", Computer Aided Systems Theory – EUROCAST 2017. Proceedings. Lecture Notes in Computer Science (LNCS). Moreno-Díaz R., Pichler F., Quesada-Arencibia A. (Eds), Jan 26, 2018, Heidelberg, Germany
  • Dr. Muhammad Sheraz "Kurtosis Computations and Black-Scholes Model with GARCH Volatility", International Work-Conference on TIme SEries Analysis, ITISE 2017, Sep 18, 2017, Granada, Spain
  • Vasile Preda, Silvia Dedu, Dr. Muhammad Sheraz "Second Order Entropy Approach for Risk Models Involving Truncation and Censoring", Proceedings of the Romanian Academy: Series A, Jul 01, 2016, Bucharest, Romania
  • Dr. Muhammad Sheraz, Dr. Vasile Preda "Kurtosis in Black-Scholes Model with GARCH Volatility", Scientific Bulletin: Series A, Applied Mathematics and Physics, Jan 01, 2016, Bucharest, Romania
  • Dr. Muhammad Sheraz, Dr. Silvia Dedu, Dr. Vasile Preda "Volatility Analysis of Shanghai Composite Index and Financial Crises", Economic Dynamics and Sustainable Development – Resources, Factors, Structures and Policies, Dec 04, 2015, Switzerland
  • Dr. Muhammad Sheraz, Dr. Vasile Preda, Dr. Silvia Dedu "The Minimal Weighted Kaniadakis Entropy Martingale Measure for Valuation Problems in Financial Markets", Economic Dynamics and Sustainable Development – Resources, Factors, Structures and Policies, Dec 04, 2015, Switzerland

Projects

List to come