{"id":24,"date":"2025-03-13T15:09:57","date_gmt":"2025-03-13T15:09:57","guid":{"rendered":"https:\/\/people.mtsu.edu\/akhaliq\/?page_id=24"},"modified":"2026-04-24T22:16:31","modified_gmt":"2026-04-25T03:16:31","slug":"conferences","status":"publish","type":"page","link":"https:\/\/people.mtsu.edu\/akhaliq\/conferences\/","title":{"rendered":"Conferences"},"content":{"rendered":"\n
Name and Place of Conference<\/em><\/strong><\/td>Date<\/em><\/strong><\/td>Presentation<\/em><\/strong><\/td><\/tr>
51<\/td>International Conference on Computational Finance, University of Greenwhich, London, UK<\/td>Dec. 14-18, 2015 (Keynote Speaker) <\/td>Option pricing with multi-state regime switching<\/td><\/tr>
50<\/td> Second International Conference on Mathematics and Statistics, American University of Sharjah, UAE.<\/td>April 2-5, 2015<\/td>Split-step methods for Stiff SDEs<\/td><\/tr>
49<\/td>SIAM Conference on Financial
Mathematics & Engineering, Chicago, IL, USA<\/td>		Nov. 13-15, 2014
(Mini-Symposium Speaker)<\/td>		Regime Switching Models for American Option<\/td><\/tr>
48<\/td>4th International Conference on Business & Management, Sukkur Institute of Business Administartion, Sukkur, Pakistan<\/td>Feb. 26-27, 2014
(Keynote Speaker)<\/td>		Nonlinear Models and Computational Challenges in Mathematical Finance<\/td><\/tr>
47<\/td>International Conference on Modeling and Simulation, Air University, Islamabad, Pakistan<\/td>Nov. 25-27, 2013
(Keynote speakers)<\/td>		Local Discontinuous Galeriken Method for System of Non-linear Schrodinger Equations<\/td><\/tr>
46<\/td>13th International Conference on
Computational and Mathematical Methods in Science and Engineering, Al-Maria, Spain<\/td>		June 24-27
2013
(Keynote speaker)<\/td>		Non-linear Models and Simulation in Mathematical Finance<\/td><\/tr>
45<\/td>SIAM South-East Regional Conference, Oakridge National Laboratory, Knoxville, TN, USA<\/td>March 23-24, 2013
( Mini symposium speaker)<\/td>		Efficient ETD Locally Discontinuous Galerkin Method for Nonlinear System of Schr\u00f6dinger Equations<\/td><\/tr>
44.<\/td>SIAM conference on Computational 
Science & Engineering, Westin Boston, MA, USA <\/td>		Feb.25-March 01,2013,
(Mini
symposium speaker)<\/td>		Split-step Adam-Moulton Milstein methods for Stiff SDEs<\/td><\/tr>
43<\/td>70th Midwest PDE Conference, University of Memphis, Memphis, TN, USA<\/td>Nov. 3-4, 2012
(Invited Speaker)<\/td>		Second Order ETD Methods for Nonlinear Schr\u00f6dinger Equation<\/td><\/tr>
42.<\/td>SIAM conference on Financial 
Mathematics & Engineering
Hyatt Regency, MN, USA<\/td>		July 9-11, 2012 (Mini-symposium speaker)<\/td>ETD methods for American options with transaction cost<\/td><\/tr>
41.<\/td>SIAM Conference on Uncertainty
Quantification, Raleigh, NC <\/td>		April, 2-5, 2012<\/td>A predictor-corrector method for Stochastic ODEs<\/td><\/tr>
40.<\/td>4th International Conference 
On Mathematical Sciences 
UAE University, Al-Ain, UAE<\/td>		March,11-14, 2012
Keynote speaker<\/td>		Nonlinear Models in Mathematical Finance<\/td><\/tr>
39.<\/td>PDEs and Mathematical Finance
Rutgers University,New Brunswick, NJ, USA<\/td>		 Nov.4,2011<\/td>Pricing and Hedging Exotic American options<\/td><\/tr>
38.<\/td>SIAM Conference on Computational Science and Engineering
Reno, NV, USA<\/td>		Feb.28-March 04, 2011<\/td>An ETD Crank-Nicolson Method for Reaction-Diffusion Systems<\/td><\/tr>
37.<\/td>Conference on Numerical Methods in Finance, \u00c9cole des Ponts ParisTech
Marne-la-Vall\u00e9e, France<\/td>		April 15-17, 2009<\/td> New Numerical Scheme for American option under Regime switching<\/td><\/tr>
36.<\/td>6th International Congress on Industrial and Applied Mathematics, EHT, Zurich, Switzerland<\/td>July16-19, 2007<\/td>Robust Numerical schemes for pricing Exotic options<\/td><\/tr>
35.<\/td>7th International Conference  
(CMSE)Illinois Institute of Technolog,
Chicago, IL, USA<\/td>		June 20-23, 2007<\/td>High order compact scheme  for Nonlinear Black-Scholes<\/td><\/tr>
34.<\/td>SIAM Annual Meeting, Boston Park Hotel, Boston, MA, USA<\/td>July 10-14, 2006<\/td>Linearly  Implicit Splitting Methods for the Reaction Diffusion Systems.<\/td><\/tr>
33.<\/td>SIAM Meeting on Financial Mathematics and Engineering, Boston Park Hotel, Boston, MA, USA<\/td>July 9-12, 2006<\/td>Smoothing  Schemes for Option Pricing.<\/td><\/tr>
32.<\/td>International Conference on Numerical Methods for Finance, Dublin, Ireland<\/td>June 7-9, 2006<\/td>Pricing Exotic Options with L-Stable Schemes.<\/td><\/tr>
31.<\/td>International Conference on Financial Engineering, University of Florida, Gainesville, FL, USA<\/td>March 22-24, 2006<\/td>Robust numerical schemes for pricing and hedging exotic options.<\/td><\/tr>
30.<\/td>International Conference on Risk  Management and Quantitative Approaches in Finance, University of Florida, Gainesville, FL, USA<\/td>April 06-08, 2005<\/td>Numerical PDE Approach for the Valuation of Exotic Options.<\/td><\/tr>
29.<\/td>Third World Congress Bachelor Finance Society, Chicago, IL, USA<\/td>July21-24,2004<\/td>Valuation of American Digital option : A Mesh free Para<\/td><\/tr>
28.<\/td>International Conference on Modeling, Optimization and Risk Management in Finance, University of Florida, Gainesville, FL, USA<\/td>March 05-07, 2003<\/td>Valuation of American Option Via Penalty Method<\/td><\/tr>
27.<\/td>IEEE: Multi Topic Conference Lahore University of Management Sciences (LUMS), Lahore, Pakistan.<\/td>Dec.28-30, 2001<\/td>Numerical Computing with IEEE Floating   Point Arithmetic<\/td><\/tr>
26.<\/td>First SIAM Conference on Computational Sciences and Engineering, Washington, DC., USA<\/td>Sept.21-24, 2000<\/td>Parallel Rosenbrock Methods for Chemical Systems<\/td><\/tr>
25.<\/td>Perspectives in Applied Mathematics: In the Honor of Gilbert Strang on his 65th  Birthday, MIT, USA<\/td>Dec3-4, 1999<\/td>Linearly Implicit Strang Splitting for Two-Dimensional sine-Gordon Solitons<\/td><\/tr>
24.<\/td>4th International Congress on Industrial and Applied Mathematics (ICIAM\u201999) Edinburgh, Scotland, U.K  <\/td>July 5-9, 1999<\/td>Parallel LOD Method for the Reaction-Diffusion Systems<\/td><\/tr>
23.<\/td>IMACS International Conference on Non linear Evolution Equations, University of Georgia, USA<\/td>April 12-15,1999<\/td>Adaptive Methods of Lines Scheme for Reaction-Diffusion Eq<\/td><\/tr>
22.<\/td>Recent Advances on Partial Differential Equations, Iowa State University, Ames, Iowa, USA<\/td>July 1-5,1998<\/td>Modified Arc Length Adaptive method for  degenerate problems<\/td><\/tr>
21.<\/td>Midwest NA Day Western Illinois University,  Macomb, IL, USA<\/td>April 25,1998<\/td>Adaptive Methods for Reaction-Diffusion Equations<\/td><\/tr>
20.<\/td>Midwest NA Day Iowa State University Ames, U<\/td>April 12, 1997<\/td>A Predictor Corrector Scheme for Reaction Diffusion Equation<\/td><\/tr>
19.<\/td>11th International Conference, Mathematical Modeling and Scientific Computing, George Town University, Washington, DC, USA<\/td>Mar 31 – April4 1997<\/td>A Numerical Study of Ginzburg-Landau Equation<\/td><\/tr>
18.<\/td>International Conference on Scientific Computations, Stanford University, USA<\/td>Mar. 28 – April 1 1995 <\/td>Time Stepping for PDEs<\/td><\/tr>
17.<\/td>14th IMACS World Congress on Computational and Applied Mathematics, Georgia Institute of Technology, Atlanta, GA, USA<\/td>July 11-15, 1994<\/td>Parallel Splitting Methods for PDEs<\/td><\/tr>
16.<\/td>Eighth Conference Mathematics of Finite Elements And Applications, Brunel University, England<\/td>April 27-30, 1993<\/td>A parallel Semi  Discretized Galerkin Splitting Method for Hyperbolic Equations<\/td><\/tr>
15.<\/td>Sixth SIAM Conference Order on Parallel   Processing  for Scientific Computing,  Norfolk, VA, USA<\/td>March 22-24, 1993<\/td>A Parallel Fourth Method for Hyperbolic PDEs<\/td><\/tr>
14.<\/td>SIAM 40th Anniversary Meeting, Century Plaza  Hotel, Los Angeles, CA,<\/td>July 20-24, 1992<\/td>A Parallel Algorithm for Second Order  Hyperbolic PDE<\/td><\/tr>
13.<\/td>7th IMACS International Conference on Computer Methods for Partial Differential Equations, Rutgers University, NJ<\/td>June 22-24, 1992<\/td> A Parallel Splitting  Method for Multi- dimensional Hyperbolic PDE<\/td><\/tr>
12.<\/td>Parallel Circus Oak Ridge Natl. Lab, Tennessee, USA<\/td>Oct. 25-26, 1991<\/td>A Parallel Method For Parabolic PDEs<\/td><\/tr>
11.<\/td>International Conference on Industrial andApplied Mathematics, Washington, D.C. USA<\/td>July 8-12, 1991<\/td>Split Multi-Step Methods for Reaction-Diffusion Equations<\/td><\/tr>
10.<\/td>The 14th Biannual Conference on Numerical Analysis, Dundee, Scotland, UK<\/td>June 25-29, 1991<\/td>A Parallel L-Stable Splitting Method for Parabolic Equations<\/td><\/tr>
9.<\/td>Fifth SIAM Conference on Parallel Processing  For Scientific Computing Westin Galleria Hotel, Houston, TX, USA<\/td>March 24-27, 1991<\/td>Parallel Splitting Methods for Multidimensional time Dependent PDEs<\/td><\/tr>
8.<\/td>SIAM National Meeting Hyatt Regency Hotel Chicago, IL, USA <\/td>July 1990<\/td>Parallel Method for Second Order PDE<\/td><\/tr>
7.<\/td>Seventh Conference On Mathematics of Finite Element And Application, Brunel Univ. England<\/td>April 24-27, 1990<\/td>Dynamic Analysis of Cantilever Beam <\/td><\/tr>
6.<\/td>SIAM National Meeting, Hyatt Regency Hotel, Minneapolis, MN, USA<\/td>July 11-15, 1988<\/td>Two-Steps Obrechkoff Methods for periodic Initial Value Problems<\/td><\/tr>
5.<\/td>International Conference On Numerical Mathematics, National University of Singapore, SINGAPORE<\/td>May 31-June 4, 1988<\/td>A Predictor-Corrector Scheme for Fourth Order Parabolic Equations<\/td><\/tr>
4.<\/td>Sixth Conference on Mathematics of Finite Elements And Applications, Brunel University, England <\/td>April 28-May 1, 1987<\/td>A Finite Element  Model of Water Flow in the Arabian Gul<\/td><\/tr>
3.<\/td>International Congress of Mathematicians, University of California Berkeley, CA, USA<\/td>August 3-11, 1986<\/td>Splitting Methods for Multi-dimensional Parabolic Equations<\/td><\/tr>
2.<\/td>1986\/ODE Conference, Sheraton Old Town Hotel, Albuquerque, NM, USA<\/td>July 26-Aug. 1, 1986<\/td>Global Extrapolation Methods for Periodic  Initial Value Problems<\/td><\/tr>
1.<\/td>SIAM National Meeting, Boston Park Plaza Hotel, MA, USA <\/td>July 21-25, 1986<\/td>L-Stable methods for PDEs<\/td><\/tr><\/tbody><\/table><\/figure>\n","protected":false},"excerpt":{"rendered":"

Name and Place of Conference Date Presentation 51 International Conference on Computational Finance, University of Greenwhich, London, UK Dec. 14-18, 2015 (Keynote Speaker)  Option pricing with multi-state regime switching 50  Second International Conference on Mathematics and Statistics, American University of Sharjah, UAE. April 2-5, 2015 Split-step methods for Stiff SDEs 49 SIAM Conference on FinancialMathematics […]<\/p>\n","protected":false},"author":6,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-24","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/people.mtsu.edu\/akhaliq\/wp-json\/wp\/v2\/pages\/24","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/people.mtsu.edu\/akhaliq\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/people.mtsu.edu\/akhaliq\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/people.mtsu.edu\/akhaliq\/wp-json\/wp\/v2\/users\/6"}],"replies":[{"embeddable":true,"href":"https:\/\/people.mtsu.edu\/akhaliq\/wp-json\/wp\/v2\/comments?post=24"}],"version-history":[{"count":1,"href":"https:\/\/people.mtsu.edu\/akhaliq\/wp-json\/wp\/v2\/pages\/24\/revisions"}],"predecessor-version":[{"id":185,"href":"https:\/\/people.mtsu.edu\/akhaliq\/wp-json\/wp\/v2\/pages\/24\/revisions\/185"}],"wp:attachment":[{"href":"https:\/\/people.mtsu.edu\/akhaliq\/wp-json\/wp\/v2\/media?parent=24"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}