Associate Professor at Institute of Business Administration, Karachi (Sep-2022 to PRESENT)
Assistant Professor Mathematical Sciences and Economics & Finance at Institute of Business Administration, Karachi (Jan-2016 to Sep-2022)
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)
Academic Qualification
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), - 2005
BSc (Hons) (Mathematics), University of Karachi - 2005
Research Interests
Financial Mathematics and Statistics,
Courses Taught
APPLIED PROBABILITY
APPLIED STOCHASTIC PROCESSES
CALCULUS - I
FINAL YEARS MATHEMATICS PROJECT
FINANCIAL MATHEMATICS
FINANCIAL MATHEMATICS WITH A COMPUTATIONAL APPROACH
INTRODUCTION TO STATISTICS
LITERATURE SURVEY
MATHEMATICS FOR ECONOMISTS
MS THESIS
MATHEMATICAL STATISTICS AND LINEAR ALGEBRA
PHD COMPREHENSIVE EXAM
PROBABILITY & STATISTICAL MODELS
PROBABILITY AND MATHEMATICAL STATISTICS
QUANTITATIVE METHODS FOR DECISION MAKING
STATISTICAL INFERENCE
STOCHASTIC PROCESSES
TOPICS OF SPECIAL INTEREST-I
Research Output
Summary of Journal Publication
2018
2019
2020
2021
Category
# of Publications
JPI
Not in HJRS
1
0
Y
1
22
Total
2
22
Journal Publication(s)
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,United States,Springfield
Dr. Muhammad Sheraz, Silvia Dedu ,"Bitcoin Cash: Stochastic Models of Fat-Tail Returns and Risk Modeling",Economic Computation and Economic Cybernetics Studies and Research,Jul 01, 2020,Romania,
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,Romania,Bucharest
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,Romania,Bucharest
Case(s)
Book(s)
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,Germany,Heidelberg
Conference(s)
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,Switzerland,Bern
Dr. Muhammad Sheraz ,"Kurtosis Computations and Black-Scholes Model with GARCH Volatility",International Work-Conference on TIme SEries Analysis, ITISE 2017,Sep 18, 2017,Spain,Granada
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,
