Short Biography:
| Degree Name | Group/Major Subject | Board/Institute | Country | Passing Year |
|---|---|---|---|---|
| Ph.D. | Financial Mathematics | The University of Manchester | United Kingdom | 2013 |
| Masters | Mathematical Finance | The University of Manchester | United Kingdom | 2008 |
| Masters | Pure Mathematics | University of Dhaka | Bangladesh | 1998 |
| Bachelor | Mathematics | University of Dhaka | Bangladesh | 1997 |
| Title | Organization | Location | From Date | To Date |
|---|---|---|---|---|
| Professor | University of Dhaka | Dhaka-1000 | 01, Nov 2022 | Currently Working |
| Associate Professor | University of Dhaka | Department of Applied Mathematics | 22, Mar 2018 | 31-10-2022 |
| Assistant Professor | University of Dhaka | Department of Applied Mathematics | 01, Jul 2014 | 21-03-2018 |
| Assistant Professor | University of Dhaka | Department of Mathematics | 07, Feb 2007 | 30-06-2014 |
| Lecturer | University of Dhaka | Department of Mathematics | 05, Apr 2003 | 06-02-2007 |
Research Interest
| Subject | Description | Research Interest (Goal, Target Indicator) |
|---|---|---|
| Financial Mathematics, Financial Time Series Analysis, Econometrics, Mathematical Biology, Dynamical System etc. |
Project/Research Supervision
| Level of Study | Title | Supervisor | Co-Supervisor(s) | Name of Student(s) | Area of Research | Current Completion |
|---|---|---|---|---|---|---|
| Masters | A Comprehensive Study of Currency Option Pricing with Uncertain Exchange Rate and Different Interest Rates. | Dr. A B M Shahadat Hossain | Susoma Paul, | Financial Mathematics |
2018 | |
| Masters | A Comparative Study of Black-Scholes Model by Different Numerical Methods | Prof. Dr. Md. Shafiqul Islaml | Dr. A B M Shahadat Hossain | Md. Shorif Hossain | Mathematical Finance |
2018 |
| Masters | A Comprehensive Study of Finite Volume Method for Options Valuation | Dr. A B M Shahadat Hossain | Abul Heyath Sajib | Mathematical Finance |
2018 | |
| Masters | A Comprehensive Study on Optimal Multiple Stopping and Swing Options Pricing | Dr. A B M Shahadat Hossain | Atoshi Das | Mathematical Finance |
2018 | |
| Masters | Option Valuation with Constant and Stochastic Volatility : A Comparative Study by CAS. | Dr. A B M Shahadat Hossain | Tahmid Tamrin Suki | Mathematical Finance |
2017 | |
| Masters | A Comparative Analysis of Monte Carlo and Quasi-Monte Carlo Methods in Financial Derivative Pricing. | Dr. A B M Shahadat Hossain | S M Arif Hossen | Mathematical Finance |
2017 | |
| Masters | A Comparative Study of the Black-Scholes Model and a Modified Black-Scholes Model with Bounded Underlying Prices for Option Valuation. | Dr. A B M Shahadat Hossain | Farzan Afroz | Mathematical Finance |
2017 | |
| Masters | A comparison of Black-Scholes Option Pricing Model and Its Alternatives | Dr. A B M Shahadat Hossain | Kamrul Hasan | Mathematical Finance |
2015 | |
| Masters | A Comparative Analysis of Some Numerical Techniques of Option Pricing | Dr. A B M Shahadat Hossain | Tanmoy Kumar Debnath | 2015 | ||
| Masters | A Comprehensive Study of Real Option Valuation. | Dr. A B M Shahadat Hossain | Sujon Chandra Sutradhar | Mathematical Finance |
Current Year |
Project/Research Work
| Subject | Project Name | Source of Fund | From Date | To Date | Collaboration |
|---|---|---|---|---|---|
| Financial Mathematics | Numerical Investigations in Option Pricing : A Comparative Study | UGC | UGC |
Invited Talk
| SL | Invited Talk |
|---|---|
| 1 | For details please see my resume. |
| 2 | Presented a talk as a Resource Person titled " Mathematics in Finance" in the daylong National Workshop on "Application of Mathematics in Different Fields" held on December 20, 2019 at Khulna University of Engineering |
| SL | Collaboration & Membership Name | Type | Membership Year | Expire Year |
|---|---|---|---|---|
| 1 | Member of Bangladesh Mathematical Society | 2000 | Life Time |
| Journal Article | |
|---|---|
| 1 |
Atoshi Das and A B M Shahadat Hossain : A study on Optimal Multiple Stopping and Swing Options pricing,
GANIT J. Bangladesh Math. Soc. , vol.40.2 , no.2020 , pp.145-155 , 2021
.
|
| 2 |
Tanmoy Kumar Debnath and A B M Shahadat Hossain : A Comparative Study between Implicit and Crank-Nicolson Finite Difference Method for Option Pricing,
GANIT J. Bangladesh Math. Soc. (ISSN 1606-3694) , vol.40 No 1 , pp.13-27 , 2020
.
|
| 3 |
Md. Shorif Hossan, A B M Shahadat Hossain and Md. Shafiqul Islam : Numerical Solutions of Black-Scholes Model by Du Fort-Frankel FDM and Galerkin WRM,
IJMR( International Journal of Mathematical Research), ISSN(e): 2306-2223 ISSN(p): 2311-7427 , vol.Vol. 9, No. 1 , pp.1-10 , 2020
.
|
| 4 |
Tahmid Tamrin Suki and A B M Shahadat Hossain : A Comparative Analysis of the Black-Scholes-Merton Model and the Heston Stochastic Volatility Model.,
GANIT J. Bangladesh Math. Soc. (ISSN 1606-3694) , vol.39 , pp.127-140 , 2019
.
|
| 5 |
A B M Shahadat Hossain and Farzana Afroz : A comparative Study of The Black-Scholes Model and a Modified Black-Scholes Model with Bounded Underlying Prices for Option Valuation,
The International Journal of Social Sciences (TIJOSS) (ISSN 2305-4557) , vol.Vol.76 No. 1 , pp.73-85 , 2019
.
|
| 6 |
A B M Shahadat Hossain, Maliha Tasmiah Noushin and Kamrul Hasan : A Comparison of the Black-Scholes Option Pricing Model and Its Alternatives,
Dhaka Univ. J. Sci. , vol.67(2) , pp.105-110 , 2019
.
|
| 7 |
Sujon Chandra Sutradhar and A B M Shahadat Hossain : A Comparative Study of Pricing Option with Efficient Methods,
GUB Journal of Science and Engineering , vol.7 , no.1 , pp.1-7 , 2020
.
|
| 8 |
S. M. Arif Hossen and A B M Shahadat Hossain : A Comparative Analysis of Monte Carlo and Quasi-Monte Carlo Methods in Financial Derivative Pricing,
Dhaka University Journal of Science , vol.69 , no.1 , pp.1-6 , 2021
.
|
| 9 |
Tahmid Tamrin Suki, Farzana Afroz and A B M Shahadat Hossain : A Numerical Investigation in Option Valuation .,
IOSR Journal of Mathematics (IOSR-JM) , vol.16 , no.6 , pp.34-41 , 2020
.
|
| 10 |
Sharif Mozumder, A B M Shahadat Hossain, Sadia Tasnim and Arafatur Rahman : Numerical Schemes and Monte Carlo Method for Black and Scholes Partial Differential Equation: A Comparative Note,
Universal Journal of Computational Mathematics , vol.3 , no.4 , pp.50-55 , 2015
.
|
| 11 |
A B M Shahadat Hossain, Rehana Bari and Sharif Mozumder : A Numerical Study of an Application of the Multi-parameter Local Bifurcation Theory,
International Journal of Sciences \& Applied Research(IJSAR) , vol.2 , no.5 , pp.30-34 , 2015
.
|
| 12 |
A B M Shahadat Hossain and Mozumder Sharif : On Determinants and Sensitivities of Option Prices in Delayed Black-Scholes Model,
The International Journal of Social Sciences (TIJOSS) , vol.11 , no.1 , pp.37-45 , 2013
.
|
| 13 |
A B M Shahadat Hossain, Sharaban Thohura and Salina Aktar : The Lotka-Volterra Model: An Approach by the CAS,
GANIT, the Journal of Mathematical Society , vol.29 , pp.87-98 , 2009
.
|
| 14 |
Rehana Bari, A B M Shahadat Hossain, Md. Jakir Hossen and Md. Moshiour Rahaman : Multi-parameter Bifurcation and Stability of Solutions at a Multiple Eigenvalue,
The Dhaka University Journal of Science , vol.26 , pp.71-83 , 2006
.
|
| 15 |
A B M Shahadat Hossain, Rifat Ara Rouf and A F M Khodadad Khan : Two Species Competition in a Chemostat for a Growth Limiting Substrate,
GANIT, The Journal of Mathematical Society , vol.26 , pp.71-83 , 2006
.
|
| 16 |
A B M Shahadat Hossain and Chandranath Podder : Stability of a Chemostat Model of Two Microorganisms,
BRAC University Journal , vol.3 , no.1 , pp.53-58 , 2006
.
|
| 17 |
A B M Shahadat Hossain : Two Species Competition in a Chemostat: An Approach by CAS,
GANIT, The Journal of Mathematical Society , vol.25 , pp.43-57 , 2005
.
|
| Award Type | Title | Year | Country | Description |
|---|---|---|---|---|
| International | School of Mathematics, The University of Manchester Award | 2008 | United Kingdom | |
| International | Overseas Reasearch Scholarship (ORS) Award | 2008 | United Kingdom | |
| International | Commonwealth Scholarship Award | 2007 | United Kingdom | |
| National | NST Fellowship Award | 1998 | Bangladesh | |
| National | The A.F. Mujibur Rahman Foundation Award ( Gold Medal ) | 1997 | Bangladesh |
Dr. A B M Shahadat Hossain
Professor
Department of Applied Mathematics
Faculty of Science
Email: abmsh@du.ac.bd
Phone: (+880-2)9661920-73