Md. Shorif HossanUniversity of Dhaka · Department of Applied Mathematics
Md. Shorif Hossan
Master of Science
About
4
Publications
806
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Introduction
I am a lecturer at the Department of Applied Mathematics, University of Dhaka. I have experiences working with different numerical techniques and applying them to Mathematical models in Finance. I have proficiency in programming using MATLAB, Mathematica and FORTRAN. I supervised two undergraduate projects.
Skills and Expertise
Education
June 2022 - December 2022
University of Dhaka
Field of study
- Mathematics
Publications
Publications (4)
Sir Isaac Newton noticed that the values of the first five rows of Pascal's triangle are each formed by a power of 11, and claimed that subsequent rows can also be generated by a power of 11. Literally, the claim is not true for the 5th row and onward. His genius mind might have suggested a deep relation between binomial coefficients and a power of...
Numerical solution of ordinary differential equations is the most important technique which is widely used for mathematical modelling in science and engineering. The differential equation that describes the problem is typically too complex to precisely solve in real-world circumstances. Since most ordinary differential equations are not solvable an...
Article History Keywords Black-Scholes equation European call option European put option Du Fort-Frankel finite difference method (DF3DM) Galerkin weighted residual method (GWRM) Modified legendre polynomials. The main objective of this paper is to find the approximate solutions of the Black-Scholes (BS) model by two numerical techniques, namely, D...
This paper aims to find numerical solutions of the non-linear Black-Scholes partial differential equation (PDE), which often appears in financial markets, for European option pricing in the appearance of the transaction costs. Here we exploit the transformations for the computational purpose of a non-linear Black-Scholes PDE to modify as a non-line...
