Department of Mathematics

 

In 1989, the department was formally established under the name of the Department of Statistics in Allameh Tabataba'i University (ATU). Due to the importance of financial mathematics, the Department of Mathematics was established in master's degree in 2008, which was the first Master's programme in the field of financial mathematics in Iran. Then in 2013, the Faculty of Mathematical Sciences and Computer was founded in ATU, including Mathematics, Statistics and Computer departments. In addition, the PhD Programme of Financial Mathematics is going to admit students in 2019.

The department has around 200 students of which more than 160 are postgraduate students. Moreover, there are currently six full-time faculty members teaching Measure Theory, Investment Mathematics, Financial Engineering, Stochastic Calculus, Numerical Solution of Stochastic Differential Equation, Financial Mathematics I, and Financial Mathematics II in the Department.

Members of the Department have well-stated publications in the fields of risk management, credit risk banking, modelling insurance investment, portfolio optimization, credit default swap, etc.

 

Degree Programmes

Below, the programmes offered in the Department of Mathematics are listed. The programmes are divided by the degrees they are provided in.

 

PhD Degree Programmes

  • Financial Mathematics

 

Masters Degree Programmes (MSc)

  • Financial Mathematics

 

 

 

Faculty Members

To date, 6 faculty members are employed and collaborating with the Department in providing educational and research services to the students and researchers. Members of the Department have well-stated publications in the fields of risk management, credit risk banking, modelling insurance investment, portfolio optimization, credit default swap, etc. It is worth mentioning that apart from their own classes, faculty members of the Department are actively collaborating with other Departments in teaching mathematics and statistics and supervising theses and dissertations.
The faculty members of the Department are briefly introduced below. The names are sorted alphabetically.
For more detailed information about the faculty members, you can refer to ATUs SIMAP Database.

 

 

Dr Shokoufeh Banihashemi Dr Shokoufeh Banihashemi (Associate Professor)
PhD in Applied Mathematics (Operations Research), Islamic Azad University, Tehran
Faculty Member
Email Address: shbanihashemi@atu.ac.ir
Contact No.:+98214839 4309
Research Interests: Optimization, Portfolio optimization, Data envelopment analysis
View CV

 

 

 

 

 

DDr Azar Ghyasir Azar Ghyasi (Assistant Professor)
PhD in Pure Mathematics from Lomonosov Moscow State University, Russia
Faculty Member
Email Address: azarghyasi@atu.ac.ir
2nd Email Address: azarghyasi@yahoo.com
Contact No.:+98214839 4323  
Research Interests: Pure Mathematics, Number theory, Arithmetic  functions.
 View CV                      

 

 

 

Dr Mohammad Jelodari Mamaghani Dr Mohammad Jelodari Mamaghani )Full Professor(
PhD in Mathematics, from Sharif University of Technology, Tehran
Faculty Member ) Emeritus Professor(
Email Address: j_mamaghani@atu.ac.ir
Contact No.:+9821 4839 43
Research Interests: Geometric group theory, Financial mathematics
View CV

 

 

 

 

 

 

Dr Navideh Modarresi Dr Navideh Modarresi (Assistant Professor)
PhD in Applied Mathematics from Amirkabir University of Technology, Tehran
Faculty Member
Email Address: n.modarresi@atu.ac.ir
Other Email Addresses:navideh.modaresi@gmail.com & namomath@aut.ac.ir
Contact No.:+9821 4839 4326
Research Interests: Stochastic calculus, Stochastic differential equation, Financial Modeling
 View CV  

 

 

 

 

 

Dr Abdolsadeh Neisy Dr Abdolsadeh Neisy  )Full Professor(
PhD in Applied Mathematics from Iran University of Science and Technology
Faculty Member and Director of the Scientific Center of Financial Mathematics
Email Address: a_neisy@atu.ac.ir
Contact No.:+9821 4839 4308
Research Interests: Financial mathematics, Numerical solution methods, Market modelling, Insurance modelling, Meshless methods for financial models
  View CV                          

 

 

 

 

 

 

Dr Ali Safdari Dr Ali Safdari (Associate Professor)
PhD in Applied Mathematics from Iran University of Science and Technology, Tehran
Faculty Member, Vice-Dean for Education and Research 
Email Address: asafdari@atu.ac.ir
Contact No.:+9821 4839 4316
Research Interests: Radial basis function approximation for PDEs, Stochastic differential equations, Computational finance
View CV

 

 

Dr shokoh Shah Beyk (Assistant Professor)
PhD in Applied Mathematics from (Optimization and Operations Research), from Tehran University of Technology, Tehran
Faculty Member and Head of the Department of Mathematics
Email Address: sh_shahbeyk@ut.ac.ir
Contact No.:+9821 4839 4314
Research Interests: Multiobjective Optimization, Finance Mathematics, Optimization in Finance,Stochastic Optimization,Nonsmooth Optimization

  View CV