Apply to KHU Contact us
FA EN
Special services:
Faculty
Students
Staff
E-Services
E-Learning
Apply to KHU
Leadership
Administration
Administration, Finance and Resource Development
Vice-Chancellor Office for Administration,Finance and Resource Development Administration and Human Resources Management Public Affairs Management Technical Affairs and Civil Projects Management Financial Affairs Management Budget and Planning Management Staff Wellfare Office Staff Basij Association
Education and Graduate Studies
Vice-Chancellor Office for Education and Graduate Studies Graduate Studies Management Educational Affairs Management Educational Planning and Development Management
Research and Technology
Vice-Chancellor Office for Research and Technology Information and Communications Technology Center Entrepreneurship Center Technology Business Incubator Central Library Publications Office
Students
Vice-Chancellor Office for Student Affairs Student Services Management Physical Education Management Health Center Counseling Center
Social and Cultural Affairs
Vice-Chancellor Office for Social and Cultural Affairs Social and Cultural Centers
Associations and Societies
Students' Associations Iranian Historical Society, Alborz Province Branch Iranian Engineering Geology Association Students' Basij Association
Faculties
Education
Research
Vice-Chancellor Office for Research and Technology Alborz Province Research and Technology Week
Research Centers
Information and Communications Technology Center Entrepreneurship Center Technology Business Incubator Computer Emergency Response Team(CERT) Petroleum Research Center Water Research Center
Research Institutes
Plasma Research Institute Kinesiology Research Institute Applied Sciences Research Institute NBICS Research Institute Green Chemistry Research Institute Comparative Law and Philosophy Research Institute Natural Disasters Risk Management Environment, Health and Safety Research Institute
Research Institutes
Bahar Persian Language and Literature Research Institute Dr. Mosaheb Institute for Mathematical Research Institute for Educational, Psychological and Social Research Observatory
Scientific Centers of Excellence
Scientific Center of Excellence for Stress and Health Scientific Center of Excellence for Spatial Analysis of Environmental Hazards
Central Library
Central Library Search Our Library Resources Databases Dissertations and Theses
University Press
Publications Office Journals Research Information System
Central Laboratory
Central Laboratory Central Laboratory System Strategic Technologies Laboratory Network
International
About KhU
service counter
Centralized authentication
Research Information
Golestan System
ICT service desk
E-mail
LMS
Digital Library
Nutrition
Apply to KHU
Microsoft 365
Office Automation
Financial automation
Staff learning
BI
Kharazmi University Faculty of Financial Sciences Financial Mathematics
Download PDF فارسی
Dr. Mohammad ali Jafari
Assistant Professor of Financial Mathematics
Faculty of Financial Sciences
Google Scholar
Brief CV
 
NAME: Mohammad Ali Jafari
 
ADDRESS (Work): Faculty of Financial Sciences, Kharazmi University, P.O. Box 15875-1111, Tehran, Iran
 

Emails:
 
m.a.jafari.math@gmail.com
m.a.jafari@khu.ac.ir
 

 
RESEARCH INTERESTS
 
Stochastic Differential Equations with applications in Finance, Numerical Analysis, Computational Mathematics, Numerical methods for solving differential equations (PDEs and ODEs), Stochastic Optimization.
 
PROFESSIONAL EXPERIENCE
 
l Invited instructor, Payam Noor University of Karaj, Karaj, Iran, 2005-2009
l Participated to the Fifth Summer School in Analysis and Applied Mathematics, held in Rome from June 1 to 5, 2009
l University of Economic Sciences, from September 2012 to March 2015
l University Kharazmi, from April 2015 to present
 
ACTIVITIES AND AWARDS
 
l Ranking number one in PhD entrance examination, 2007
l Top researcher at University of Economic Sciences, 2013
l Invited speaker, On occasion of research week, University of Economic Sciences, December 14, 2014.
 
Books & Monographs
l Introduction to Stochastic Calculus With Applications (In Persian), June 2014.
l Numerical Methods for Ordinary Differential Equations (In Persian), September 2012.
 
l Scientific Editor of the book “Calculus” (In Persian) Written by M. A. Keyani & H. Nasiri, 2007.
 
 
 
International Conference
C
1)  M.A. Jafari and A. Aminataei, Numerical solution of problems in calculus of variations by homotopy perturbation method, AIP Conference Proceeding, 1048 (2008) 282-285.
2)  M.A. Jafari and A. Aminataei, Numerical solution of problems in calculus of variations by Radial Basis Functions, Third International Conference on Modeling, Simulation and Applied Optimization, Sharjeh, U.E.A. January (2009)  20-22.
3) Ramzan Rezaeyan and M.A. Jafari, Confidence interval for number of population in stochastic exponential population growth models with mixture noise, The 46th Annual Iranian Mathematics Conference, Yazd, Iran, 25-28 August 2015.
4) M. A. Jafari (invited speaker), Stochastic differential equations and its applications in finance, Tabriz branch – Islamic Azad University, 9-10 March 2016.
5) O. Yadegari and M. A. Jafari, The probability density function for solution of the stochastic logistic equation, 4th Seminar of Mathematics and Humanities, Financial Mathematics, Allameh Tabataba'i University, 11-12 May 2016.
6) N. Ebadinejad and M. A. Jafari, Application of Vasicek stochastic model in financial markets of Iran, 4th Seminar of Mathematics and Humanities, Financial Mathematics, Allameh Tabataba'i University, 11-12 May 2016.

7) A. Kazemi, M. A. Jafari, and M. Mousavi,  Parameter estimation for the reflected Ornstein–Uhlenbeck process, 4th Seminar of Mathematics and Humanities, Financial Mathematics, Allameh Tabataba'i University, 11-12 May 2016.

 
Publications (Selected Journal Papers)
 
1) M.A. Jafari and A. Aminataei, Homotopy Perturbation Method for Computing Eigenelements of Sturm-Liouville Two Point Boundary Value Problems, Applied Mathematical Sciences, Vol. 3, No. 31 (2009) 1519 – 1524.
2)  M.A. Jafari and A. Aminataei, Application of homotopy perturbation method in the solution of Fokker-Planck equation, Physica Scripta, (2009), doi:10.1088/0031-8949/80/05/055001.
3)  M.A. Jafari and A. Aminataei, Improved Homotopy Perturbation Method, International Mathematical Forum, Vol. 5, No. 29 (2010) 1567-1579.
4) M.A. Jafari and A. Aminataei, Improvement of the homotopy perturbation method for solving nonlinear diffusion equations, Physica Scripta, (2010), doi:10.1088/0031-8949/82/01/015002.
5)  M. Masjed-Jamei, Gradimir V. Milovanović and M.A. Jafari, Explicit forms of weighted quadrature rules with geometric nodes, Mathematical and Computer Modelling, 53 (2011) 1133-1139.
6)   M.A. Jafari and A. Aminataei, Application of RBFs collocation method for solving integral equations, Journal of Interdisciplinary Mathematics, Vol. 14, No. 1 (2011) 57-66.
7)  M.A. Jafari and A. Aminataei, An algorithm for solving multi-term diffusion-wave equations of fractional order, Computers and Mathematics with Applications, 62 (2011) 1091-1097.
8)  M.A. Jafari and A. Aminataei, Exact solution for the inverse problem of  finding a source term in a parabolic equation, Journal of Statistics and Mathematics, Vol 2, Issue 2 (2011) 37-39.
9)   M.A. Jafari and A. Aminataei, Solution of differential algebraic equations via semi-analytic method, Ain Shams Engineering Journal, 2 (2011) 119-124.
10)  M.A. Jafari and A. Aminataei, Method of successive approximations for  solving the multi-pantograph delay equations, General Mathematics Notes, Vol. 8, No. 1 (2012) 23-28.
11)  M. Masjed-Jamei, Gradimir V. Milovanović and M.A. Jafari, Closed expressions for coefficients in weighted Newton-Cotes quadratures, Filomat, 27:4 (2013) 649-658.
12) M. Masjed-Jamei, M. A. Jafari and H. M. Srivastava, Some Applications of the Stirling Numbers of the First and Second Kind, Journal of Applied Mathematics and Computing, 2014, DOI 10.1007/s12190-014-0767-4.
13) M. A. Jafari and M. Khajezadeh Dezfouli, Fuzzy robust goal programming for multi-objective portfolio selection problem, Journal of Decision Engineering, Vol. 1, No. 1 (2015) 31-56.
14) M. A. Jafari and R. Rezaeyan, Confidence intervals for exponential population model with mixture noise, (to appear).
15) M. A. Jafari, Confidence intervals for the solution of stochastic logistic equation, (to appear).
16) M. A. Jafari, The probability density function for solution of the stochastic logistic equation, (to appear).
 
TAUGHT COURSES
 
l Calculus (General Mathematics) I, II and III
l Numerical Analysis I and II
l Ordinary Differential Equations
l Engineering Mathematics
l Operation Research I and II
l Mathematical Analysis
l Statistics
l Linear Algebra
l Advanced Operations Research (Graduate Course)
l Stochastic Optimization (Graduate Course)
l Stochastic Processes (Graduate Course)
l Financial Mathematics (Graduate Course)