Hassan Nojumi
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 Research Interests

 Computational Finance  Risk Management  Scientific Computing
  • Financial Modeling

  • Stochastic Modeling

  • Derivative Pricing

  • Regression Analysis

  • Time Series Analysis

  • Portfolio Optimization

  • Portfolio Management

  • Interest Rate Derivatives

  • Hedging Strategies

  • Arbitrage Theory

  • Volatility Analysis

  • Simulation Techniques

  • Risk Identification

  • Risk Measurement

  • Risk Assessment

  • Risk Management

  • Credit Risk

  • Currency Risk

  • Corporate Risk

  • Banking Risk

  • Econophysics

  • Risk Sensitivity

  • Risk Transfer

  • Simulation Techniques

  • Numerical Solution of ODEs

  • Numerical Solution of PDEs

  • Initial Value Problems

  • Boundary Value Problems

  • Free Boundary Value Problems

  • Error Estimation

  • Scientific Software

  • Mathematica

  • Matlab

  • Simulink

  • Maple

  • Simulation