Faculty Members Details :: Deltin 7 Aviator গেম টাকা ইনকাম of Deltin 7

Short Biography:

Dr. Sharif Mozumder is currently a professor of Mathematical Finance & Actuarial Science. After his graduation in Mathematics with Actuarial Science from Concordia Deltin 7 Aviator গেম টাকা ইনকাম, Canada, he moved to The Deltin 7 Aviator গেম টাকা ইনকাম of Nottingham Business School, UK, for his PhD research in Mathematical Finance. In addition to completing research projects funded by UGC ...

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In addition to completing research projects funded by UGC and Deltin 7 Deltin 7 Aviator গেম টাকা ইনকাম centenary grants, Prof. Mozumder has completed research projects supported by seed funds from RMIT Deltin 7 Aviator গেম টাকা ইনকাম, Southampton Deltin 7 Aviator গেম টাকা ইনকাম, Deltin 7 Aviator গেম টাকা ইনকাম of Wisconsin, Deltin 7 Aviator গেম টাকা ইনকাম of New Orleans, etc.

The universities Prof. Mozumder has so far collaborated with include The Deltin 7 Aviator গেম টাকা ইনকাম of Wisconsin, The Deltin 7 Aviator গেম টাকা ইনকাম of New Orleans, West Virginia Deltin 7 Aviator গেম টাকা ইনকাম, Florida International Deltin 7 Aviator গেম টাকা ইনকাম, Massey Deltin 7 Aviator গেম টাকা ইনকাম, Open Deltin 7 Aviator গেম টাকা ইনকাম of the Netherlands, RMIT Deltin 7 Aviator গেম টাকা ইনকাম, Swansea Deltin 7 Aviator গেম টাকা ইনকাম, Concordia Deltin 7 Aviator গেম টাকা ইনকাম, Deltin 7 Aviator গেম টাকা ইনকাম of Nottingham, Deltin 7 Aviator গেম টাকা ইনকাম of Southampton, Durham Deltin 7 Aviator গেম টাকা ইনকাম, Keele Deltin 7 Aviator গেম টাকা ইনকাম, Deltin 7 Aviator গেম টাকা ইনকাম of Salford,

The joint research works have been published in the Chartered Association of Business Schools (ABS) -3*, -2*, and -1* ranked journals. The journals are in the ABS- Finance category concentrating on Financial Modelling, Econometrics of Financial Risk Management, Derivative Pricing & Hedging, etc.

Prof, Mozumder currently has several ongoing research works with the above collaborating universities.

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Degree Name	Group/Major Subject	Board/Institute	Country	Passing Year
Ph.D.	Financial Mathematics	The Deltin 7 Aviator গেম টাকা ইনকাম of Nottingham	United Kingdom	2011
Masters	Actuarial Science	Concordia Deltin 7 Aviator গেম টাকা ইনকাম	Canada	2007

Title	Organization	Location	From Date	To Date
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Research Interest

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Project/Research Supervision

Level of Study	Title	Supervisor	Co-Supervisor(s)	Name of Student(s)	Area of Research	Current Completion
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Project/Research Work

Subject	Project Name	Source of Fund	From Date	To Date	Collaboration
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Invited Talk

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SL	Collaboration & Membership Name	Type	Membership Year	Expire Year
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Journal Article
1	Sharif Mozumder, Bart Frijns (Netherlands), Bakhtear Talukdar (Wisconsin, USA) and M. H. Kabir (Massey, NZ) : On practitioners closed-form GARCH option pricing, International Review of Financial Analysis (impact factor:8.2) , vol.94 Elsevier (North-Holland) , 2024 .
2	Sharif Mozumder, M Kabir Hassan (New Orleans, USA) and M.H. Kabir( Massey, NZ) : An evaluation of the adequacy of Lévy and extreme value tail risk estimates, Financial Innovation (impact factor:8.4) , vol.10 , no.1 Springer, Germany , 2024 .
3	Sharif Mozumder, Mohammad Zoynul Abedin(Swansea, UK), Raad Lalon (Deltin 7) and Amjad Hossain( Chittagong) : Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study, Computational Economics (impact factor:2) Springer, USA , pp.1-38 , 2024 .
4	Sharif Mozumder, M Kabir Hassan (New Orleans, USA), Ghulam Sorwar (Keele, UK) and José Antonio Pérez Amuedo (New Orleans, USA) : Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator, Communications in Statistics-Theory and Methods Taylor & Francis , pp.1-26 , 2024 .
5	Sharif Mozumder, B Talukdar (Wisconsin), M.H. Kabir(Massey) and Bingxin Li(West Virginia) : Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing, Review of Quantitative Finance and Accountin (impact factor:1.7) , vol.62 , no.1 Springer, USA , pp.97-133 , 2023 .
6	Sharif Mozumder, Taufiq Choudhry ( Southampton, UK) and Mike Dempsey (RMIT, Australia) : Option Pricing Model Biases: Bayesian and Markov Chain Monte Carlo Regression Analysis, Computational Economics (impact factor:2) , vol.57 , no.4 Springer , pp.1287–1305 , 2021 .
7	Sharif Mozumder, Humayun Kabir (Massey, NZ), Taufiq Choudhry (Southampton, UK) and Michael Dempsey (RMIT, Australia) : Risk Management under Time Varying Volatility and Pareto-Stable Distribution, Applied Economics Letters (impact factor:0.504) Taylor & Francis, UK , 2019 .
8	Sharif Mozumder, Taufiq Chowdhury (Southampton, UK) and Mike Dempsey (RMIT, Australia) : Spectral Measures of Risk for International Futures Markets: Comparison of Extreme Value and Levy Models, Global Finance Journal (impact factor:5) Springer, USA , 2018 .
9	Sharif Mozumder, Humayun kabir (Massey, NZ) and Mike Dempsey (RMIT, Australia) : Pricing and Hedging Options with GARCH-stable Proxy Volatilities., Applied Economics (impact factor:0.750) Taylor & Francis, UK , 2018 .
10	Sharif Mozumder, Humayun kabir (Massey, NZ) and Mike Dempsey (RMIT, Australia) : Do Coherent Risk Measures Identify Assets Risk Profiles Similarly? Evidence from International Futures Markets, Investment Management and Financial Innovations (impact factor:0.44) Business Perspectives , 2017 .
11	Sharif Mozumder, Michael Dempsey (RMIT, Australia) and Humayun Kabir (Massey, NZ) : Back-testing Extreme Value and Lévy Value-at-Risk Models: Evidence from International Futures Markets, The Journal of Risk Finance (impact factor:0.96) Emerald, UK , 2017 .
12	Sharif Mozumder, Mike Dempsey (RMIT, Australia), Humayun Kabir (Massey, NZ) and Taufiq Choudhry (Southampton, UK) : An Improved Framework for Approximating Option Prices with Application to Option Portfolio Hedging, Economic Modelling (impact factor:4.7) Elsevier , 2016 .
13	Sharif Mozumder and Arafatur Rahman : Market Risk of Investment in US Subprime Crisis: Comparison of a Pure Diffusion and a Pure Jump Model, Annals of Financial Economics World Scientific , 2016 .
14	Sharif Mozumder, Ghulam Sorwar (Salford, Manchester, UK) and Kevin Dowd (Durham, UK) : Revisiting Variance Gamma Pricing : An application to S&P 500 Index Options., Journal of Financial Engineering World Scientific , 2015 .
15	Sharif Mozumder, Kevin Dowd(Nottingham, UK) and Ghulam Sorwar (Nottingham, UK) : Option Pricing Under Non-normality: A comparative Analysis, Review of Quantitative Finance and Accounting (impact factor:1.7) Springer, USA , 2013 .
16	Jose Garrido (Concordia, Canada) and Sharif Mozumder : A Note on the Relation Between the Lévy Measure and the Jump Function of a Lévy Process, Annales mathématiques du Québec (impact factor:0.5) Springer , 2008 .

Award Type	Title	Year	Country	Description
International	ESRC	2008	United Kingdom
International	NSERC	2005	Canada

Dr. Md. Sharif Ullah Mozumder

Professor

Department of Mathematics

Faculty of Science

Email: [email protected]