• PhD.  : 2006–2010, University Putra Malaysia, Malaysia, Applied Mathematics, Mathematical Science and Applications.
• M.Sc. :2002–2004 , Kharazmi University, Tehran, Iran, Pure Mathematics, Functional Analysis.
• B.Sc.: 1998–2002 B.Sc, Semnan University, Semnan, Iran, Mathematics, Specialized in Teaching.

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Research Interests

• Computational Finance,

• Numerical solutions of SDEs, IEs, and PDEs.

Publications

Papers

1. Timeline and wavelets method for pricing cash-or-nothing options, Accepted to be published, Mathematics Interdisciplinary Research (MIR), (with Foad Shokrollahi).

2. Haar wavelet-based valuation method for pricing European options, Computational Methods for Differential Equations (CMDE), Vol. 11, No 2. (2023) (with Mohammadreza Ahmadi Darani and Mohammad Reza Ghanei)

3. Polynomial partition of unity method; An efficient tool for approximating functions, Journal of Society and Mathematics, In Persian, Vol. 5, No. 5, (2021), 65-88, (with Davoud Mirzaei, Mohammadreza Ahmadi Darani)

4. Option Pricing Using a Computational Method Based on Reproducing Kernel, Journal of Computational and Applied Mathematics, Vol. 328 (2018), 252-266, (with M. Fardi, M. Ghasemi)

5. A wavelet method for stochastic Volterra integral equations and its application to general stock model, Computational Methods for Differential Equations, Vol. 5, No. 2, 2017, 170-188.

6. The Finite Points Approximation to the PDE Problems in Multi-Asset Options, Computer Modeling in Engineering & Sciences, Vol. 109, No. 3, 247-262 (with D. Mirzaei).

7. Legendre Multi-Wavelets to Solve Oscillating Magnetic Fields Integro- Differential Equations, U.P.B. Sci. Bull., Series A, Vol. 76, Iss. 1 (with Y. Khan, M. Ghasemi, M. Fardi).

8. Application of Homotopy Analysis Method to SIR Epidemic Model, Research Journal of Recent Sciences, Vol. 2(1), 91-96 (with M. Tavassoli Kajani, M. Ghasemi).

9. Application of Rational Second Kind Chebyshev Functions for System of Integro-Differential Equations on Semi-Infinite Intervals, Journal of Applied Mathematics, Volume 2012, Article ID 803503, 11 pages, doi:10.1155/2012/803503 (with M. Tavassoli Kajani, Zulkifly Abbas, Mohammad Maleki).

10. Application of Homotopy Analysis Method to Fredholm and Volterra Integral Equations, Mathematical Sciences Vol. 4, No. 3, 267-282(with Zulkifly Abbas, M. Ghasemi).

11. Application of Homotopy Analysis Method for Linear Integro-Differential Equations, International Mathematical Forum, 5, 2010, No. 5, 237 - 249 (with Zulkifly Abbas, Fudziah Ismail, A. Karimi Dizicheh).

12. Legendre Multi-wavelets Direct Method for Solving Fredholm Integral Equations of the Second Kind, Australian Journal of Basic and Applied Sciences, 4(9): 4193-4199 (with Zulkifly Abbas, M. Ghasemi).

13. New Construction of Wavelets Base on Floor Function, Applied Mathematics and Computation 210, 473-478 (with Zulkifly Abbas, M. Tavassoli Kajani, K.A. Atan).

14. Legendre Multi-Wavelets Direct Method for Linear Integro-Differential Equations, Applied Mathematical Sciences, Vol. 3, No. 14, 693 - 700 (with Zulkifly Abbas, K. A. Atan, N. M. A. Nik Long).

15. An Extended Directed Graph of DNA Sequences, IP Conference Proceeding, Vol. 971, and pp 105-111 (with Zulkifly Abbas, N. M. A. Nik Long).

Presentations:

1. A Numerical Method Based on Moving Least Squares for the Nonlinear Mixed Volterra-Fredholm-Hammerstein Integral Equation, The 2nd International Conference on Pure and Applied Sciences, Istanbul, Turkey.

2. Application of Haar wavelet to stochastic Volterra integral equations, The 4th international conference on Computer Engineering & Mathematical Sciences, Langkawi, Malaysia.

3. A Numerical Method for Solving Systems of Mixed Volterra-Fredholm Integral Equations by Hat Basis Functions, The 4th Iranian Conference on Numerical Analysis and its Applications 2013, Khansar, Iran.

4. Approximate Solution for a Class of Integro-differential Equations with Time Periodic Coefficients Via Linear Legendre Multi-Wavelets, Fourth International Conference on Mathematical Sciences ICM 2012, Al-Ain, United Arab Emirates.

5. Homotopy Analysis Method for Integral and Integro - Differential Equations, INSPEM weekly seminar, UPM, Malaysia.

6. An Extended Directed Graph of DNA Sequences, International Conference on Mathematical Biology, Malaysia.

7. New Construction of Wavelets base on Floor Function, INSPEM Weekly Seminar, UPM,Malaysia.

8. Using Wavelet as a Numerical Method to Electromagnetic Problems, INSPEM Weekly Seminar, UPM, Malaysia.

 Books:

1. Computational Methods for Integral Equations: Linear Legendre Multi- Wavelets and Homotopy Analysis Methods, LAP Lambert Academic Publishing, 2012.

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Supervised and Advised M.Sc Students

University of Isfahan

• Behrooz Fathi, Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options, 2021.

• Afsaneh Moshfeghi Khorasgani, Stochastic Models for Oil Prices and the Pricing of Futures on Oil, 2019.

• Mohammad Reza Zamani, Efficient pricing of Bermudan options using recombining quadratures, 2018.

• Leila Pooladi Baghbadorani, Moving Mesh Method for Pricing Asian Option with Regime Switching, 2017.

• Naeime Fahhahian Sichani, Partial Differential Equations for Asian Option Prices, 2017.

• Mokhtar Mohammadpoor, Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options, 2014.

• Maryam Madmali, Pricing General Insurance in a Reactive and Competitive Market, 2015.

• Saeedeh Khaziravi, A Fourier Based Valuation Method for Bermudan and Barrier Options under Heston’s Model , 2015.

• Kolsom Hedayatpour, A Fast Accurate FFT-Based Method for Pricing Early-Exercise Options Under Levy Processes, 2015.

• Fatemeh Rahmati, Efficient Pricing European-Style Asian Option under Exponential Levy Processes Based on Fourier Cosine Expansions, 2015.

• Zeinab Mehdipoor, A Novel Pricing Method for European Option Based on Fourier-Cosine Series Expansions, 2015.

• Adnan Yavari, A Variation Inequality Arising From European Installment Call Option Pricing, 2014.

• Iman Zoodashena, Optimal Timing to Purchase Options, 2014.

Shahrekord University

• Zeynab Jafarpur Borujeni, Solving Fredholm and Volterra Integral Equations by Using Homotopy Analysis Method, 2012.

• Nasrin Fatahi Milasi, Numerical Solution of System of Nonlinear Delay Integro-Differential Equation by Homotopy Perturbation Method and Homotopy Analysis Method, 2013.

• Zahra Salimian Naghani, Numerical Calculations of Function by Using a Set of Orthogonal Hybrid Functions and Their Applications to Solution of Functional Equations, 2013.

• Elaheh Ahmadi Basiri, Numerical Solution for system of Linear and Nonlinear Integral Equations of the Second Kind by Using Delta Basis Functions, 2012.

• Sajedeh Ajakeh Borujeni, Numerical characterization of DNA sequences, 2014.

Sheikhbahaee University

• Fereshte Rostaei, A Meshless Method for Asian Style Option Pricing Under the Merton Jump-Diffusion Model, 2017.

• Farhad Ghased, Estimation Risk Premium in Linear Factor Models, 2015.

• Seyedeh Sahar Sajjadi, Asset Pricing Under Affine Jump Diffusion Distribution, 2015.

• Masoomeh Darvishi, Pricing Asian Options for Jump Diffusion, 2013.

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Referee for the Following Journals

1. Mathematics Scientific Journal

2. Physics Letters A

3. Bulletin of the Belgian Mathematical Society

4. World Applied Sciences Journal

5. Computational Methods for Differential Equations

6. Journal of Mahani Mathematical Research Center

7. International Journal of Dynamical Systems and Differential Equations (IJDSDE)

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Activities

Work Experience

2018–Now

• Chancellor, University of Khansar, Khansar, Iran.

2016–2018

• Vice-Chancellor for Financial and Administrative Affairs, University of Khansar, Khansar, Iran.

2012–2015

• Vice-Chancellor for Financial and Administrative Affairs, University of Khansar, Khansar, Iran.

2011–Now

• Assistant Professor, University of Khansar, Khansar, Iran.

2010–2011

• Lecturer, Technical and Vocational University, Isfahan, Iran.

• Part-Time Lecturer, University of Isfahan, Isfahan, Iran.

• Part-Time Lecturer, Islamic Azad University, Isfahan, Iran.

2008–2010

• Lecturer, Technical and Vocational University, Isfahan, Iran.

• Part-Time Lecturer, Shahrekord University, Shahrekord, Iran.

2004–2006

• Teacher, Shahid Ezhei High School(SAMPAD), Isfahan, Iran.

• Part-Time Lecturer, Technical and Vocational University, Isfahan, Iran.

1995–2004

• Teacher, Ministry of Education, Isfahan, Iran.

• Part-Time Lecturer, Payame Noor University, Faridan, Iran.

• Part-Time Lecturer, Islamic Azad University, Faridan, Iran.

Conference Organizer

• 2012, Executive Chair, International Conference on Combinatorics and its Application, University of Khansar, Khansar, Iran. May 18-19, 2012.

• 2013, Chair of Conference & Scientific Chair, The 4th Iranian Conference on Numerical Analysis and its Applications, University of Khansar, Khansar, Iran. May 8-9, 2013.

• 2013, Executive Chair, The 23rd Iranian Algebra Seminar, University of Khansar, Khansar, Iran. November 21-22, 2013.

Awards

• 2013, Top Researcher Among the Faculty Members of University of Khansar.

• 2009 University Putra Malaysia, Graduate Research Assistant Scholarship.

• 2008 University Putra Malaysia, Graduate Research Assistant Scholarship.

• 2007 University Putra Malaysia, Graduate Research Assistant Scholarship.

• 2006 University Putra Malaysia, Graduate Research Assistant Scholarship

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Teaching experiences:

University of Khansar

University of Isfahan

Shahrekord University