announcement
List of students of the Actuarial and Financial Mathematics Program at KUS Mathematics…
introduction/brief CV
Personal website of Pr. Dr. Mhamed Eddahbi
publications
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This paper deals with numerical analysis of solutions to stochastic differential equations
with jumps (SDEJs) with measurable drifts that may have quadratic growth. The main tool used is…
In this paper we are interested in solving numerically quadratic SDEs with non-necessary continuous drift of the from
\begin{equation*}
X_{t}=x+\int_{0}^{t}b(s,X_{s})ds+\int_{0}^{t}f(…
We study both Malliavin regularity and numerical approximation schemes for a class of quadratic backward stochastic
courses
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Fall 2023 1. MATH 700 DISSERTATION (PH.D.) 2. ACTU 372 Bachelor: Actuarial Mathematical models I 3. ACTU 472 Bachelor: Actuarial Mathematical models II 4. ACTU 474 Bachelor…
Semesters I, II and II 2022-2023 1. ACTU 372 Bachelor: Actuarial Mathematical models I 2. ACTU 472 Bachelor: Actuarial Mathematical models II 3. ACTU 474 Bachelor: Risk theory…
Spring 2022 1. ACTU 498 Bachelor: Training Field Experience 2. ACTU 372 Bachelor: Actuarial Mathematical models I 3. ACTU 472 Bachelor: Actuarial Mathematical models II 4…