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