Fazlollah Soleymani acquired his Ph.D. degree in numerical analysis at Ferdowsi University of Mashhad in Iran. He also accomplished his postdoctoral fellowship at the Polytechnic University of Valencia in Spain under the well-known scholarship of Marie Curie Action - FP7. Then, he has been starting to work at the Institute for Advanced Studies in Basic Sciences (IASBS), Zanjan, Iran. Soleymani's main research interests are in the areas of computational mathematics. Recently, he has been working on a number of different problems, which fall under semi-discretized and (localized) RBF(-(H)FD) meshfree schemes for financial partial (integro-) differential equations, high-order iterative methods, numerical solution of stochastic ODEs, risk management using different risk measures, and the application of machine learning in finance. He has gained more than 1000 citations (excluding self citations) in reputed scientific databases. Besides, he also ranked in top 2% of scientists by Plos Biology list (Scopus) in 2020.
Computational Finance; Iterative Methods; Computational Mathematics; Stochastic Differential Equations
Calculus I-II (B.Sc. Level)
Ordinary Differential Equations (B.Sc. Level)
Fundamentals of Probability I-II (B.Sc. Level)
Numerical Methods in Finance I-II (M.Sc. Level)
Advanced Numerical Analysis I-II (M.Sc. Level)
Delay Differential Equations I (M.Sc. Level)
Advanced Mathematical Software (M.Sc. Level)
Financial Mathematics Seminar (M.Sc. Level)
Financial Time Series (M.Sc. Level)
Introduction to Financial Markets (M.Sc. Level)
Numerical Methods for Stochastic Differential Equations (Ph.D. Level)
Advanced Numerical Differential Equation Solving in Mathematica (Ph.D. Level)
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