Brief CV
Educational records
#
Course
University
City
Country
Graduation Date
Total mean
1
Ms.C
Iran University of science and technology
Tehran
Iran
2009
2
Ph.D
Iran University of science and technology
Tehran
Iran
2015
Languages
#
Language
Translation Skill
Dialogue Skill
1
English
fluent
fluent
Academic & scientific positions
#
Responsibilities Titles
Name of Organization
Starting Date
Termination Date
1
Assistant Professor in Faculty of Mathematics, Statistic and Computer Science
Semnan University
2015
2018
2
Assistant Professor in Faculty of Finance Sciences
Kharazmi University
2018
Professional activities & membership
#
Professional memberships
Explanations
1
Iran Mathematical Society
2
Iran Financial Engineering Association
Research interests
#
Title
Start date
1
Quantitative Finance
2
Financial Engineering
3
Risk Managment
4
Portfolio Optimization
5
Analysis of Financial Time Series
6
Algorithm Trading
7
Drivatives Pricing
8
Financial Modeling
Theses supervised
#
Title
Persons
1
A non linear approach to stok market liquidity and economic cycles The case of Theran stok market
امیرحسین دهقانی
2
Predicting Finanacial Distress Risk of Companies Accepted in Tehran Stok Exchange:Probit Regression Based On Accounting Date
محسن محبتی
3
oprational risk modeling using machine learninig algorithms (Case study of the banking industy)
مهدی اکبری
4
The Covid-19 pandemic and its effects on the stock market as the black swan: case study Iran capital market.
نازنین رحیم دل مفرد
5
Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
ثمره جوادی زنگی
Theses advised
#
Title
Persons
1
Investigating the equilibrium of tehran stock exchange under herding behavior based on game theory
جواد میرزائی
Course taught
#
Lesson Title
Place & Date of Lecture
1
Financial Engineering
2
Financial Time Series
3
Stochastic Calculus for Finance
4
Financial Mathematics I&II
5
Numerical Mathods in Finance
6
Advanced Stochastic Process and Application in Finance
7
Risk Management and Portfolio Optimization
8
General Mathematics I&II
9
Differential Equations
10
Engineering Mathematics
11
Numerical Computations
12
Numerical Analysis
13
Parabolic Partial Differential Equations
14
Stochastic Integral and Differential Equations
Published articles
#
Paper title
Writer
Magazine title
Publish year
Publish type
Article type
1
Pricing European Double Barrier Option with Moving Barriers Under a Fractional Black-Scholes Model
Maryam Rezaie,
Mediterranean Journal of Mathematics
2022
Full Text
2
A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options
Maryam Rezaie, , Ali Ashrafi, Seyed Mahdi Mahmoudi
Computational Methods for Differential Equations
2021
Full Text
3
Numerical pricing based on fractional Black-Scholes equation withtime-dependent parameters under the CEV model: Double barrier options
Maryam Rezaei, , Ali Ashrafi, seyed Mahdi Mahmoudi
COMPUTERS and MATHEMATICS WITH APPLICATIONS
2021
Full Text
4
Numerically Pricing Nonlinear Time-Fractional Black-Scholes Equation with Time-Dependent Parameters Under Transaction Costs
Maryam Rezaie, , Ali Ashrafi, Seyed Mehdi mahmoudi
Computational Economics
2021
Full Text
5
Numerical investigation of an inverse problem based on regularization method
Javad Damirchi, , Shamami Rahim, Masood Hassanpour
mathematical sciences
2019
Full Text
Presented articles
#
Title
Writer
Conference
Date
Presentation type
1
The COVID-19 pandemic and its effects on the stock market as a black swan event in the Iranian capital market.
Nazanin Rahimdelmofrad,
The 8th FINACT-IRAN International Conference on Financial and Actuarial Mathematics - Iran
1402/04/27
Oral
2
Implementation of the loss distribution approach for the machine estimation of operational risk coverage capital of banks
Mehdi Akbari,
The 8th FINACT-IRAN International Conference on FInancial and Actuarial Mathematics - Iran
1402/04/27
Oral
3
Numerical Solution of the Black-Scholes model with Transaction Cost under the Jump-Diffusion Model
elham mashayekhi, Damirchi Javad,
The 8th FINACT-IRAN International Conference on FInancial and Actuarial Mathematics - Iran
1402/04/27
Oral
4
Time-Fractional Black-Scholes Model: The Case of Fixed strike Lookback put option
Maryam Rezaei,
The 12th Seminar on Probability and Stochastic Processes - Iran
1398/06/09
Oral