Faculty Profile

Dr. Muhammad Sheraz

Assistant Professor

  • 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
Area of Specialization: (Financial Mathematics and Statistics),
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)

Honors & Awards:
  • - Scholarship from Govt of Romania and Pakistan, Awarded scholarship for Master's studies from Govt of Romania and Pakistan, for the academic years 2009-2011. Awarded scholarship for PhD studies from Govt of Romania for academic years 2011-2014


msheraz@iba.edu.pk
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Research Interest

List to come

  • 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
  • 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