Profile of Dr. Md. Sharif Ullah Mozumder

Profile of Dr. Md. Sharif Ullah Mozumder

Dr. Md. Sharif Ullah Mozumder
Professor
Department of Mathematics
Faculty of Science
Email: sharif_math2000@yahoo.com
Phone:
Image of Dr. Md. Sharif Ullah Mozumder
Degree Name Group/Major Subject Board/Institute Country Passing Year
Ph.D. Financial Mathematics The University of Nottingham United Kingdom 2011
Masters Actuarial Science Concordia University Canada 2007
Award Type Award Title Year Country Description
International ESRC 2008 United Kingdom
International NSERC 2005 Canada
Research Interest
Subject Description
No research interest is found
Project/Research Supervision
Level of Study Title Supervisor Co-Supervisor(s) Name of Student(s) Area of Research Current Completion
No project/research supervision is found
Project/Research Work
Subject Project Name Source of Fund From Date To Date Collaboration
No project/research work is found
Invited Talk
SL Invited Talk
No invited talk is found
SL Collaboration & Membership Name Type Membership Year Membership Expire Year
No Collaboration & Membership is found
Title Organization Location From Date To Date Description
No experience is found
Journal Article
1
Sharif Mozumder, Humayun Kabir, Taufiq Choudhry and Michael Dempsey : Risk Management under Time Varying Volatility and Pareto-Stable Distribution, Applied Economics Letters (impact factor:0.504) , 2019 .
2
Sharif Mozumder, Taufiq Chowdhury and Mike Dempsey : Spectral Measures of Risk for International Futures Markets: Comparison of Extreme Value and Levy Models, Global Finance Journal (impact factor:1.69) , 2018 .
3
Sharif Mozumder, Humayun kabir and Mike Dempsey : Pricing and Hedging Options with GARCH-stable Proxy Volatilities., Applied Economics (impact factor:0.750) , 2018 .
4
Sharif Mozumder, Michael Dempsey and Humayun Kabir : Back-testing Extreme Value and Lévy Value-at-Risk Models: Evidence from International Futures Markets, The Journal of Risk Finance (impact factor:0.96) , 2017 .
5
Sharif Mozumder, Humayun kabir and Mike Dempsey : Do Coherent Risk Measures Identify Assets Risk Profiles Similarly? Evidence from International Futures Markets, Investment Management and Financial Innovations (impact factor:0.44) , 2017 .
6
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 , 2016 .
7
Sharif Mozumder, Mike Dempsey, Humayun Kabir and Taufiq Choudhry : An Improved Framework for Approximating Option Prices with Application to Option Portfolio Hedging, Economic Modelling (impact factor:2.056) , 2016 .
8
Sharif Mozumder, Ghulam Sorwar and Kevin Dowd : Revisiting Variance Gamma Pricing : An application to S&P 500 Index Options., Journal of Financial Engineering , 2015 .
9
Sharif Mozumder, Kevin Dowd and Ghulam Sorwar : Option Pricing Under Non-normality: A comparative Analysis, Review of Quantitative Finance and Accounting (impact factor:0.95) , 2013 .
10
Jose Garrido 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:0.28) , 2008 .
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