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 (Jan-2016 to PRESENT)
  • Assistant Professor at Dept of Financial Eng. Assistant Professor at Department of Financial Engineering, Ningbo University, China (July-2015 to Jan-2016) at Ningbo University, China (Jul-2015 to Jan-2016)
  • Visiting Faculty at Institute of Business Administration, Karachi (Sep-2014 to Jun-2015)
  • Teaching Assistant Faculty of Mathematics and CS Teaching Assistant Faculty of Mathematics and Computer Science University of Bucharest Romania (October -2011 to April-2014) at University of Bucharest Romania (Oct-2011 to Apr-2014)
  • Part time Lecturer, Department of Mathematics Part time Lecturer, Department of Mathematics, University of Karachi Pakistan (July-2008 to Jan-2009) at University of Karachi (Jul-2008 to Jan-2009)
  • Lecturer , Department of Mathematics Lecturer , Department of Mathematics, University of Karachi Pakistan (May 2007 to May-2008-)(Interim) at University of Karachi (May-2007 to May-2008)

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

  • CALCULUS - I
  • INTRODUCTION TO STATISTICS
  • STATISTICAL INFERENCE
  • QUANTITATIVE METHODS FOR DECISION MAKING
  • MATHEMATICS FOR ECONOMISTS
  • MATHEMATICAL STATISTICS AND LINEAR ALGEBRA
  • APPLIED PROBABILITY
  • STOCHASTIC PROCESSES-I
  • FINANCIAL MATHEMATICS WITH A COMPUTATIONAL APPROACH
  • FINANCIAL MATHEMATICS
  • LITERATURE SURVEY
  • QUANTITATIVE METHODS FOR DECISION MAKING
  • APPLIED STOCHASTIC PROCESSES
  • MS THESIS
  • FINAL YEARS MATHEMATICS PROJECT
  • PROBABILITY AND MATHEMATICAL STATISTICS
  • PROBABILITY & STATISTICAL MODELS

Research Output

  • Dr. Muhammad Sheraz, Vasile Preda, Silvia Dedu "Non-Extensive Minimal Entropy Martingale Measures and Semi-Markov Regime Switching Interest Rate Modeling", AIMS Mathematics, Jan 01, 2020, Springfield, United States
  • Dr. Muhammad Sheraz, Vasile Preda "Mathematical Models for the Assessment of Collapse in Oil Prices", in Chivu, L., Ciutacu, C., Ioan-Franc, V., and Andrei, J-V. (Eds.) `Economic Dynamics and Sustainable Development – Resources, Factors, Structures and Policies: Proceedings ESPERA 2016 – Part 1, Peter Lang D, Apr 19, 2019, Bern, Switzerland
  • 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