- BS/BA: Mathematics
- MS: Mathematics
- PhD: Mathematics
- Phone: 82884481
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- Email: tahmasebi@modares.ac.ir
- Resume Download
Projectofmy GraduateStudents:
1. M.Aieni,SensitivityofParameterandErgodicityofCIRProcessesanditsApplications, MS.c.Thesis.2015.
2. Z.Ebrahimi,BackwardStochasticDifferentialEquationsandConstructionofOptimal Portfolioinjumpdiffusionmodels,MS.c.Thesis. 2015.
2. E.Zalshovey,MultilevelandAdaptiveMonteCarloMethodstoComputeExpectationoffirst exittimeandPayoffwithfreeParameter,MS.c.Thesis.(jointwithM.R.Eslahchi)., 2015.
4. J.Ghorbani,OnOptimalProportionalReinsurenceandInvesmentinaPartialMarkovian Regime-SwitchingEconomy,MS.c.Thesis,2016.
5. F.Alibeygi,RiskManagementandPricesofCredirRiskyProductsunderCompleteand IncompleteInformation,MS.c.Thesis,Jan. 2017.
6. M.Pourheydar,Considering Reinsurence Optimal Control ProblemwithDynamicRiskConstraint, MS.c.Thesis, Feb. 2017.
7. S.Ostovari,TheRelationbetweenCreditDefaultSwapsandFinancialStabilityonSystemic Risk,MS.c.Thesis,(jointwithM.A.Rastegar), Nov. 2016.
8. Z.Mardani,InvestigatingStructuralCreditRiskModelsunderStochasticVolatility,MS.c. Thesis,(jointwithM.JafariKhaledi), Jan. 2017.
9. M.M.Vakili,OptimaltimingforAnnuitizationinjumpdiffusionmodelwithStochastic Volatility,MS.c.Thesis, Feb. 2017.
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