Dr. Muhammad Naeem

Dr. Muhammad Naeem

Assistant Professor

Faculty Of UCP Business School

Dr. Muhammad Naeem is Assistant Professor of Financial Mathematics at the UCP Business School at the University of Central Punjab. He holds a PhD in Mathematics for Economics and Financial Applications at “Sapienza” University of Rome, Italy. MS Degree in Techno-mathematics at Lappeenranta University of Technology, Finland and MSc in Applied Mathematics at University of Engineering & Technology, Lahore. He had won the PhD Schools Fellowship of at “Sapienza” University of Rome. He had won research funding for visiting Germany, Netherlands and Austria. His research focuses on financial mathematics, financial econometrics and specifically on volatility modeling and forecasting of financial time series.

  • Business Statistics
  • Business Calculus
  • Advanced Research Method
  • Options and Derivatives
  • Basic Mathematics

Research

Volatility modeling, Dependence modeling, modeling extreme events. Univariate and multivariate regression analysis. Forecasting Value at Risk.

Aspirations

Possessing a wide knowledge base and a strong educational background together with good team work, at this stage I am looking for challenging research-oriented position that pushes me to utilize my potentials to their fullest – thus forcing me to improvise and excel.

Main Areas of Interest and Strength

  • Financial Econometrics
  • Risk Management
  • Dependence Models and Copulas
  • Applied Financial Mathematics

Bio-sketch

  • Date of Birth: 01.1983
  • Place of Birth: Lahore, Pakistan
  • Nationality: Pakistani
  • Languages: English/Urdu/Punjabi

Education

PhD in Mathematics for Economic-Financial Applications

Department of Methods and Models for Economics, Territory and Finance (MEMOTEF), Faculty of Economics, Sapienza University of Rome, Rome, Italy (31 October, 2014)

Master of Science in Technomathematics

Lappeenranta University of Technology, Finland (August, 2008-April, 2010)

Master of Science in Applied Mathematics

University of Engineering & Technology, Lahore, Pakistan (August, 2004-December, 2006)

Bachelor of Science in Mathematics and Physics

University of Punjab, Lahore, Pakistan. (September, 2002- April, 2004)

Distinctions/Awards

  • Winner of “Ph.D. Schools of the University of Roma La Sapienza Italy fellowship of Foreign Nationals Educated Abroad ( Academic Year 2010-2011)”
  • Fellowship Amount=19.800 Euro per year for up to 3 years of PhD study.
  • Distinction in Master of Science in Technomathematics and prize awarded by the

Lappeenranta University of Technology

  • Research Assistantship awarded during second year of MSc. Technomathematics

Thesis & Projects Accomplished

MSc in Technomathematics

  • Master thesis titled “A comparison of electricity spot prices simulation using ARMA-GARCH and mean-reverting models.”
  • MATLAB based simulation of opening new schools or closing school, depending upon number of families coming in or going out from a town.
  • Proposed mathematical model, give analytical and numerical solution with MATLAB for experimental data where convection and conduction occurred and determine the heat transfer parameters also.

MSc in Applied Mathematics

  • Project work titled” Taylor Expansion and definition of derivative for different method of discretization”

Experience

  • Professor: University of Central Punjab, Lahore (march 2015- till now)
  • Islamia College (Boys) -Cantt, Lahore (14- 10-2007 to 25-08-2008). Lecturer of Mathematics and Statistics (Internee)
  • National Grammar School, Lahore (1.08.2006 to 30.08.2007) Teacher of Mathematics and Physics

Publications and Working Papers

  • Naeem, M., Ji, H. and Liseo, B.”Negative Return-Volume Relationship in Asian Stock Markets: Figarch-Copula Approach” Eurasian Journal of Economics and Finance, 2014, vol. 2, issue 2, pages 1-20.
  • Naeem, M., and Khan K. “Long range dependence and volatility persistence in high frequency precious metals returns”. Submitted to Pakistan journal of Statistics.
  • Haider, R. and Naeem, M” Test of Contagion Effect between Us & 4 South Asian Stock Markets: DCC-MGARCH Model with Copula Technique” submitted to Pakistan Business Review.

Teaching

  • Business Statistics
  • Business Calculus
  • Advanced Research Method
  • Options and Derivatives
  • Basic Mathematics

Computer Skills

  • MATLAB
  • R
  • LATEX
  • MS Office

PhD Courses Attended

  • Probability, Prof. B. Liseo, Faculty of Economics, Sapienza University of Rome
  • Mathematics, M. Chiarolla, Faculty of Economics, Sapienza University of Rome
  • Microeconomics, Prof. L.Ventura, Prof. L. Spinesi Faculty of Economics,
  • Sapienza University of Rome
  • Macroeconomics, Prof. G. Rodano, Faculty of Economics, Sapienza University of Rome
  • Econometrics, Prof. R. D’Ecclesia, Faculty of Economics, Sapienza University of Rome
  • Financial Econometrics, Prof. Roberto Reno, Faculty of Economics, University Tor Vergata in Rome.
  • Financial Modeling I, prof. C. Pacati , prof. G. Scianna, Department of Economics and statistics, University of Sienna
  • Financial Engineering, prof. G. GiampaoloI, prof. C. Pacati . Department of Economics and statistics, University of Sienna

Attended Events

  • 2nd Rimini Time Series Workshop, Rimini, Italy, June 27-28, 2013.
  • Summer School” Numerical Methods for Stochastic Differential Equations “Vienna University of Technology, Austria, September 02 – 04, 2013
  • Winter School”Italien-German training for stochastic modelling of financial crisis” Wuppertal (Germany), December 9 – 16, 2013
  • 13th Winter school on Mathematical FinanceLunteren , Netherland, January 20-22, 2014

+923217509339
Faculty Of UCP Business School, University of Central Punjab