Faculty Profile

Dr. Muhammad Sheraz

Associate Professor

Department: Mathematical Sciences

Specialization: Financial Mathematics and Statistics,

Onboard Status: Available

Email: msheraz@iba.edu.pk


Work Experience

  • 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), University of Karachi - 2005
  • BSc (Hons) (Mathematics), - 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 & PROBABILITY
  • 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

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,

    Other(s)


      Projects

      List to come