Financial & Actuarial Mathematics (Valuation and Hedging of the Options, Optimal Investment Strategies of the Insurance Companies, Banks, Financial Markets etc)  and Stochastic Modeling and their analysis.

1. Regularity Properties of the American Option Value Function – Hidayatullah, 2012.
2. Regularity Results on the Value Function of the Options in a Dividend-Paying Stock-Nigar, 2012.
3. Discrete Time Hedging of the American Style Option-Ihsan Ullah, 2012.
4. Option Value Function and its regularity in Jump-diffusion Process-Sameera Bano, 2012.
5. Weighted Square Integral Estimates for Convex Functions-Salman, 2012.
6. Estimate for the Discrete Time Hedging Error on Dividend-paying Stock-Zamin Gul, 2012.
7. European Option Value Function and its Convexity – Bashar Khan, 2013.
8. Stochastic Integrals and the Early Exercise Premium Representation of the American Option-Ashraf Ali, 2013.
9. Analysis of the Value functions of the option in Jump-diffusion Process on a dividend-paying stock-Fiaqa Ali, 2014.
10. Asymptotic Behavior of Stochastic Smoking Model with Incorporating Campaign Class-Fiza Bibi, 2015.
11. Optimal Investment Strategies and the Ruin Probability for Insurance Companies-Aqsa, 2015.
12. Weighted Integral Inequalities and their Applications-Nadia Zulfiqar-2016.
13. Dynamical Behavior of Controlling Strategies of Ebola Virus-Sumbul Maroof-2016.
14. Analysis of the Ruin Probability of an Insurance Company-Munaza Naz, 2016.
15. Minimizing Ruin Probability by Using Asian Type Options-Haidar Ali, 2017.
16. Regularity Properties of the American Style Options on a Dividends Paying Stock under Jump-Diffusion Process-Rimsha, 2018.
17.  

MS/M.Phil Students Supervised:

MS/M.Phil Students under Supervision:

1. Analysis of the European Value Function under Skew Brownian Motion-Faryal, (thesis expected in December 2018).
2. Ruin Probability under Skew Brownian Motion-Khawla,(thesis expected in June 2019).
3. Regularity Properties of the American Option Value Function – Hidayatullah, 2012.
4. Regularity Results on the Value Function of the Options in a Dividend-Paying Stock-Nigar, 2012.
5. Discrete Time Hedging of the American Style Option-Ihsan Ullah, 2012.
6. Option Value Function and its regularity in Jump-diffusion Process-Sameera Bano, 2012.
7. Weighted Square Integral Estimates for Convex Functions-Salman, 2012.
8. Estimate for the Discrete Time Hedging Error on Dividend-paying Stock-Zamin Gul, 2012.
9. European Option Value Function and its Convexity – Bashar Khan, 2013.
10. Stochastic Integrals and the Early Exercise Premium Representation of the American Option-Ashraf Ali, 2013.
11. Analysis of the Value functions of the option in Jump-diffusion Process on a dividend-paying stock-Fiaqa Ali, 2014.
12. Asymptotic Behavior of Stochastic Smoking Model with Incorporating Campaign Class-Fiza Bibi, 2015.
13. Optimal Investment Strategies and the Ruin Probability for Insurance Companies-Aqsa, 2015.
14. Weighted Integral Inequalities and their Applications-Nadia Zulfiqar-2016.
15. Dynamical Behavior of Controlling Strategies of Ebola Virus-Sumbul Maroof-2016.
16. Analysis of the Ruin Probability of an Insurance Company-Munaza Naz, 2016.
17. Minimizing Ruin Probability by Using Asian Type Options-Haidar Ali, 2017.
18. Regularity Properties of the American Style Options on a Dividends Paying Stock under Jump-Diffusion Process-Rimsha, 2018.
19.  
    1. Analysis of the European Value Function under Skew Brownian Motion-Faryal, (thesis expected in December 2018).
    2. Ruin Probability under Skew Brownian Motion-Khawla,(thesis expected in June 2019).