Conferences
Name and Place of Conference | Date | Presentation | |
51 | International Conference on Computational Finance, University of Greenwhich, London, UK | Dec. 14-18, 2015 (Keynote Speaker) | Option pricing with multi-state regime switching |
50 | Second International Conference on Mathematics and Statistics, American University of Sharjah, UAE. | April 2-5, 2015 | Split-step methods for Stiff SDEs |
49 | SIAM Conference on Financial Mathematics & Engineering, Chicago, IL, USA |
Nov. 13-15, 2014 (Mini-Symposium Speaker) |
Regime Switching Models for American Option |
48 | 4th International Conference on Business & Management, Sukkur Institute of Business Administartion, Sukkur, Pakistan | Feb. 26-27, 2014 (Keynote Speaker) |
Nonlinear Models and Computational Challenges in Mathematical Finance |
47 | International Conference on Modeling and Simulation, Air University, Islamabad, Pakistan | Nov. 25-27, 2013 (Keynote speakers) |
Local Discontinuous Galeriken Method for System of Non-linear Schrodinger Equations |
46 | 13th International Conference on Computational and Mathematical Methods in Science and Engineering, Al-Maria, Spain |
June 24-27 2013 (Keynote speaker) |
Non-linear Models and Simulation in Mathematical Finance |
45 | SIAM South-East Regional Conference, Oakridge National Laboratory, Knoxville, TN, USA | March 23-24, 2013 ( Mini symposium speaker) |
Efficient ETD Locally Discontinuous Galerkin Method for Nonlinear System of Schrödinger Equations |
44. | SIAM conference on Computational Science & Engineering, Westin Boston, MA, USA |
Feb.25-March 01,2013, (Mini symposium speaker) |
Split-step Adam-Moulton Milstein methods for Stiff SDEs |
43 | 70th Midwest PDE Conference, University of Memphis, Memphis, TN, USA | Nov. 3-4, 2012 (Invited Speaker) |
Second Order ETD Methods for Nonlinear Schrödinger Equation |
42. | SIAM conference on Financial Mathematics & Engineering Hyatt Regency, MN, USA |
July 9-11, 2012 (Mini-symposium speaker) | ETD methods for American options with transaction cost |
41. | SIAM Conference on Uncertainty Quantification, Raleigh, NC |
April, 2-5, 2012 | A predictor-corrector method for Stochastic ODEs |
40. | 4th International Conference On Mathematical Sciences UAE University, Al-Ain, UAE |
March,11-14, 2012 Keynote speaker |
Nonlinear Models in Mathematical Finance |
39. | PDEs and Mathematical Finance Rutgers University,New Brunswick, NJ, USA |
Nov.4,2011 | Pricing and Hedging Exotic American options |
38. | SIAM Conference on Computational Science and Engineering Reno, NV, USA |
Feb.28-March 04, 2011 | An ETD Crank-Nicolson Method for Reaction-Diffusion Systems |
37. | Conference on Numerical Methods in Finance, École des Ponts ParisTech Marne-la-Vallée, France |
April 15-17, 2009 | New Numerical Scheme for American option under Regime switching |
36. | 6th International Congress on Industrial and Applied Mathematics, EHT, Zurich, Switzerland | July16-19, 2007 | Robust Numerical schemes for pricing Exotic options |
35. | 7th International Conference (CMSE)Illinois Institute of Technolog, Chicago, IL, USA |
June 20-23, 2007 | High order compact scheme for Nonlinear Black-Scholes |
34. | SIAM Annual Meeting, Boston Park Hotel, Boston, MA, USA | July 10-14, 2006 | Linearly Implicit Splitting Methods for the Reaction Diffusion Systems. |
33. | SIAM Meeting on Financial Mathematics and Engineering, Boston Park Hotel, Boston, MA, USA | July 9-12, 2006 | Smoothing Schemes for Option Pricing. |
32. | International Conference on Numerical Methods for Finance, Dublin, Ireland | June 7-9, 2006 | Pricing Exotic Options with L-Stable Schemes. |
31. | International Conference on Financial Engineering, University of Florida, Gainesville, FL, USA | March 22-24, 2006 | Robust numerical schemes for pricing and hedging exotic options. |
30. | International Conference on Risk Management and Quantitative Approaches in Finance, University of Florida, Gainesville, FL, USA | April 06-08, 2005 | Numerical PDE Approach for the Valuation of Exotic Options. |
29. | Third World Congress Bachelor Finance Society, Chicago, IL, USA | July21-24,2004 | Valuation of American Digital option : A Mesh free Para |
28. | International Conference on Modeling, Optimization and Risk Management in Finance, University of Florida, Gainesville, FL, USA | March 05-07, 2003 | Valuation of American Option Via Penalty Method |
27. | IEEE: Multi Topic Conference Lahore University of Management Sciences (LUMS), Lahore, Pakistan. | Dec.28-30, 2001 | Numerical Computing with IEEE Floating Point Arithmetic |
26. | First SIAM Conference on Computational Sciences and Engineering, Washington, DC., USA | Sept.21-24, 2000 | Parallel Rosenbrock Methods for Chemical Systems |
25. | Perspectives in Applied Mathematics: In the Honor of Gilbert Strang on his 65th Birthday, MIT, USA | Dec3-4, 1999 | Linearly Implicit Strang Splitting for Two-Dimensional sine-Gordon Solitons |
24. | 4th International Congress on Industrial and Applied Mathematics (ICIAM’99) Edinburgh, Scotland, U.K | July 5-9, 1999 | Parallel LOD Method for the Reaction-Diffusion Systems |
23. | IMACS International Conference on Non linear Evolution Equations, University of Georgia, USA | April 12-15,1999 | Adaptive Methods of Lines Scheme for Reaction-Diffusion Eq |
22. | Recent Advances on Partial Differential Equations, Iowa State University, Ames, Iowa, USA | July 1-5,1998 | Modified Arc Length Adaptive method for degenerate problems |
21. | Midwest NA Day Western Illinois University, Macomb, IL, USA | April 25,1998 | Adaptive Methods for Reaction-Diffusion Equations |
20. | Midwest NA Day Iowa State University Ames, U | April 12, 1997 | A Predictor Corrector Scheme for Reaction Diffusion Equation |
19. | 11th International Conference, Mathematical Modeling and Scientific Computing, George Town University, Washington, DC, USA | Mar 31 - April4 1997 | A Numerical Study of Ginzburg-Landau Equation |
18. | International Conference on Scientific Computations, Stanford University, USA | Mar. 28 - April 1 1995
|
Time Stepping for PDEs |
17. | 14th IMACS World Congress on Computational and Applied Mathematics, Georgia Institute of Technology, Atlanta, GA, USA | July 11-15, 1994 | Parallel Splitting Methods for PDEs |
16. | Eighth Conference Mathematics of Finite Elements And Applications, Brunel University, England | April 27-30, 1993 | A parallel Semi Discretized Galerkin Splitting Method for Hyperbolic Equations |
15. | Sixth SIAM Conference Order on Parallel Processing for Scientific Computing, Norfolk, VA, USA | March 22-24, 1993 | A Parallel Fourth Method for Hyperbolic PDEs |
14. | SIAM 40th Anniversary Meeting, Century Plaza Hotel, Los Angeles, CA, | July 20-24, 1992 | A Parallel Algorithm for Second Order Hyperbolic PDE |
13. | 7th IMACS International Conference on Computer Methods for Partial Differential Equations, Rutgers University, NJ | June 22-24, 1992 | A Parallel Splitting Method for Multi- dimensional Hyperbolic PDE |
12. | Parallel Circus Oak Ridge Natl. Lab, Tennessee, USA | Oct. 25-26, 1991 | A Parallel Method For Parabolic PDEs |
11. | International Conference on Industrial andApplied Mathematics, Washington, D.C. USA | July 8-12, 1991 | Split Multi-Step Methods for Reaction-Diffusion Equations |
10. | The 14th Biannual Conference on Numerical Analysis, Dundee, Scotland, UK | June 25-29, 1991 | A Parallel L-Stable Splitting Method for Parabolic Equations |
9. | Fifth SIAM Conference on Parallel Processing For Scientific Computing Westin Galleria Hotel, Houston, TX, USA | March 24-27, 1991 | Parallel Splitting Methods for Multidimensional time Dependent PDEs |
8. |
SIAM National Meeting Hyatt Regency Hotel Chicago, IL, USA
|
July 1990 | Parallel Method for Second Order PDE |
7. | Seventh Conference On Mathematics of Finite Element And Application, Brunel Univ. England | April 24-27, 1990 | Dynamic Analysis of Cantilever Beam |
6. | SIAM National Meeting, Hyatt Regency Hotel, Minneapolis, MN, USA | July 11-15, 1988 | Two-Steps Obrechkoff Methods for periodic Initial Value Problems |
5. | International Conference On Numerical Mathematics, National University of Singapore, SINGAPORE | May 31-June 4, 1988 | A Predictor-Corrector Scheme for Fourth Order Parabolic Equations |
4. | Sixth Conference on Mathematics of Finite Elements And Applications, Brunel University, England | April 28-May 1, 1987 | A Finite Element Model of Water Flow in the Arabian Gul |
3. | International Congress of Mathematicians, University of California Berkeley, CA, USA | August 3-11, 1986 | Splitting Methods for Multi-dimensional Parabolic Equations |
2. | 1986/ODE Conference, Sheraton Old Town Hotel, Albuquerque, NM, USA | July 26-Aug. 1, 1986 | Global Extrapolation Methods for Periodic Initial Value Problems |
1. | SIAM National Meeting, Boston Park Plaza Hotel, MA, USA | July 21-25, 1986 | L-Stable methods for PDEs |