| Name: Dr.Yousuf, M. | Phone: 7196 | Off. Loc: 5-403 | Email: myousuf@kfupm.edu.sa |
|---|
Teaching assignment
| # | Course | Section | Period | Location | Activity | Days |
|---|---|---|---|---|---|---|
| 1 | MATH333 | 01 | 08:00AM | 4-101 | LEC | UTR |
| 2 | MATH333 | 02 | 09:00AM | 4-258 | LEC | UTR |
| 3 | MATH333 | 04 | 11:00AM | 59-2018 | LEC | UTR |
Office Hours (Phone: Office: )
| Sunday | Monday | Tuesday | Wednesday | Thursday |
|---|---|---|---|---|
| 09:00-09:55 |
|
09:00-09:55 |
|
09:00-09:55 |
| Sno | Publications | Year | Status |
|---|---|---|---|
| [1] | K. M. Furati, M. Yousuf, and A. Q. M. Khaliq, "Fourth order methods for space fractional systems of reaction-diffusion equations with nonsmooth data," International Journal of Computer Mathematics, vol. 95, no. 6-7, pp. 1240-1256, Nov. 2018. | 2018 | Published |
| [2] | Yousuf, M., "A Second Order Efficient L–stable Numerical Method for Space Fractional Reaction–Diffusion Equations," International Journal of Computer Mathematics, Feb. 2018. | 2018 | Published |
| [3] | Yousuf, M., "Numerical solution of systems of partial integral differential equations with application to pricing options," Numerical Methods for Partial Differential Equations, vol. 34, no. 3, pp. 1033-1052, 2018. | 2018 | Published |
| [4] | Yousuf, M., A. Q. M. Khaliq, and Salah Abdu, "Solving Complex PIDE systems for pricing American option under multi–state regime switching jump–diffusion model," Computers & Mathematics with Applications, vol. 75, no. 8, pp. 2989-3001, Apr. 2018. | 2018 | Published |
| [5] | Yousuf, M., "High order time stepping scheme for pricing American option under Bates model," International Journal of Computer Mathematics, Feb. 2018. | 2018 | Published |
| [6] | M. Yousuf, A. Q. M. Khaliq, and R. H. Liu, "Pricing American options under multi state regime switching with an efficient L- stable method," International Journal of Computer Mathematics, vol. 92, no. 12, pp. 2530-2550, 2015. | 2015 | Published |
| [7] | Saeed M. Ali, A. H. Bokhari, M. Yousuf, and F.D. Zaman, "A Spherically Symmetric Model for the Tumor Growth http://dx.doi.org/10.1155/2014/726837," Journal of Applied Mathematics, vol. 2014, no. 726837, pp. 1-7, 2014. http://dx.doi.org/10.1155/2014/726837 | 2014 | Published |
| [8] | Yousuf, M. and A. Q. M. Khaliq, "An Efficient ETD Method for Pricing American Options Under Stochastic Volatility with Nonsmooth Payoffs," Numerical Methods for Partial Differential Equations, vol. 29, no. 6, pp. 1864-1880, 2013. | 2013 | Published |
| [9] | M. Yousuf, A. Q. M. Khaliq, and B. Kleefeld, "The numerical approximation of nonlinear Black-Scholes model for exotic path-dependent American options with transaction cost," International Journal of Computer Mathematics, vol. 89, no. 9, pp. 1239-1254, June 2012. | 2012 | Published |
| [10] | K. Masood and M. Yousuf, "Numerical Solution for Inverse Initial Problems in Heat Equation Finite differences and Padé Approximations," Numerical Heat Transfer, Part A: Applications, vol. 57, no. 9, pp. 691-708, 2010. | 2010 | Published |
| [11] | Khaliq, A. Q. M., Martin, J., Wade, B. A., and M. Yousuf, "Smoothing schemes for reaction-diffusion systems with nonsmooth data," Journal of Computational and Applied Mathematics, vol. 223, pp. 374-386, 2009. | 2009 | Published |
| [12] | Yousuf, M., "Efficient L-Stable Method for Parabolic Problems with Application to Pricing American Options under Stochastic Volatility," Applied Mathematics and Computation, vol. 213, pp. 121-136, 2009. | 2009 | Published |
| [13] | Yousuf, M., "A Fourth Order Smoothing Scheme for Pricing Barrier Options under Stochastic Volatility," International Journal of Computer Mathematics, vol. 86, no. 6, pp. 1054-1067, 2009. | 2009 | Published |
| [14] | Yousuf, M., "On the Class of High Order Time Stepping Schemes Based on Pade Approximations for Numerical Solution of Burgers' Equation," Applied Mathematics and Computation, vol. 205, pp. 442-453, 2008. | 2008 | Published |
| [15] | Yousuf, M., "Efficient Smoothing of Crank-Nicolson Method for Pricing Barrier Options Under Stochastic Volatility," in Sixth International Congress on Industrial and Applied Mathematics, 2008, pp. 81101-81102. | 2008 | |
| [16] | A. Q. M. Khaliq, B. A. Wade, M. Yousuf, and J. Vigo Augiar, "Higher Order Smoothing Schemes for Inhomogeneous Parabolic Problems with Applications to Nonsmooth Payoff in Option Pricing," Numerical Methods for Partial Differential Equations, vol. 23, pp. 1249-1276, July 2007. | 2007 | Published |
| [17] | A.Q.M. Khaliq, B.A. Wade, M. Yousuf, J. Vigo Augiar, and R. Deininger, "On Smoothing of Crank-Nicolson Scheme and Higher Order Schemes for Pricing Barrier Options ," Journal of Computational and Applied Mathematics, vol. 204, no. 1, pp. 144-158, July 2007. | 2007 | Published |
| [18] | Khaliq, A. Q. M., Voss, D. A., and M. Yousuf, "Pricing Exotic Options with L-Stable Pade Schemes," Journal of Banking and Finance, vol. 31, no. 11, pp. 3438-3461, 2007. | 2007 | Published |
| [19] | Wade, B. A., Khaliq, A. Q. M., Siddique, M., and M. Yousuf, "Smoothing with Positivety - Preserving Padé Schemes for Parabolic Problems with Nonsmooth Data," Numerical Methods for Partial Differential Equations, vol. 21, no. 3, pp. 553-573, 2005. | 2005 | Published |
| [20] | Yousuf, M., Elgindi, M. B. M., and M. A. El-Gebeily, "Necessary and Sufficient Conditions for Regularity and Stability of Interval Matrices," International Journal of Computer Mathematics, vol. 73, no. 3, 1999. | 1999 | Published |
| # | Title | PI/Coordinaor | Members | Sponsor | Grant | Ref # | S-Date | E-Date | Month | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Valuation of American Options under Multistate Regime-Switching with Jumps | Yousuf, M. | A.Q.M. Khaliq| KFUPM |
Internal Research |
IN141026 |
May 2015 |
Apr 2017 |
24 |
Completed |
|
| 2 | Valuation of American Options with Stochastic Volatility under Regime-Switching | Yousuf, M. | A. Q. M. Khaliq R. H. Liu KFUPM |
Fast Track |
| Nov 2011 |
Oct 2012 |
| Proposed |
|
| 3 | On a Spectral Collocation Method for Numerical Solution of a Class of Linear and Nonlinear Differential Equations with and without Noisy Forcing Functions | Yousuf, M. | M. A. Bokhari M. A. Malik KFUPM |
SABIC |
SB101025 |
Apr 2011 |
Apr 2012 |
12 |
Completed |
|
| 4 | High Order Time Stepping Schemes for Valuation of Complex Derivative Securities under Transaction Cost and Stochastic Volatility | Yousuf, M. | A. Q. M. Khaliq| KFUPM |
Fast Track |
FT100003 |
Mar 2010 |
Mar 2011 |
12 |
Completed |
|
| 5 | Numerical and Analytic Solutions of Travelling Waves in Ferroelectric Smectic-C Liquid Crystals | Yousuf, M. | F.D. Zaman A. H. Bokhari KFUPM |
SABIC |
SB100010 |
Mar 2010 |
Mar 2011 |
12 |
Completed |
|
| 6 | Regularization of Initial Inverse Problems in Heat Equations Using finite Difference Methods and Positively Deserving Pade Scheme | M. Yousuf | K. Masood| KFUPM |
Fast Track |
FT080007 |
Mar 2008 |
Mar 2009 |
12 |
Completed |
|
| 7 | PDE Approach for Valuation of Complex Derivative Securities Under Stochastic Volatility | M. Yousuf | F. Zaman| KFUPM |
Junior Faculty |
JF070005 |
Apr 2007 |
May 2008 |
11 |
Completed |
|
| Course | Section | Semester | F1,F2.. :Final Exams, E1,E2..:Majors Q1,.. :Quizzes H1,.. : Homework& S1,.: Syllabus |
|---|---|---|---|
| MATH333 | 01 | 182 | |
| MATH333 | 02 | 182 | |
| MATH333 | 04 | 182 | |
| MATH201 | 28 | 181 | |
| MATH513 | 02 | 181 | |
| MATH201 | 03 | 172 | Q1 Q2 Q3 Q4 Q5 Q6 Q7 |
| MATH321 | 03 | 172 | Q1 Q2 Q3 Q4 Q5 H1 H2 H3 H4 H5 H6 H7 O1 O2 |
| MATH201 | 25 | 171 | Q1 |
| MATH321 | 03 | 171 | Q2 |
| MATH201 | 03 | 163 |
(See section: 04 ) |
| MATH201 | 04 | 163 | F1 Q1 Q2 Q3 Q4 Q5 S1 |
| MATH301 | 01 | 162 | E1 F1 Q1 Q2 Q3 Q4 Q5 S1 |
| MATH301 | 04 | 162 |
(See section: 03 ) |
| MATH301 | 01 | 161 | Q1 Q2 Q3 Q5 F1 E1 E2 |
| MATH301 | 03 | 161 |
(See section: 01 ) |
| MATH201 | 05 | 153 |
Q1
Q2
Q3
Q4
Q5
Q6
(See section: 06 ) |
| MATH201 | 06 | 153 |
Q1
Q2
Q3
Q4
Q5
Q6
(See section: 05 ) |
| MATH301 | 04 | 152 |
Q1
Q2
Q3
Q4
Q5
Q6
Q7
F1
E1
E2
(See section: 05 ) |
| MATH301 | 05 | 152 |
(See section: 04 ) |
| MATH201 | 26 | 151 | F1 Q1 Q3 Q4 Q5 Q6 Q7 S1 |
| MATH514 | 01 | 151 | F1 E1 E2 H1 H3 H4 S1 |
| MATH201 | 05 | 143 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 S1 |
| MATH201 | 06 | 143 |
(See section: 05 ) |
| MATH301 | 04 | 142 | E1 E2 F1 Q1 Q2 Q3 Q4 Q5 Q6 Q7 S1 |
| MATH301 | 05 | 142 |
(See section: 04 ) |
| MATH571 | 01 | 141 | F1 E1 O1 S1 H4 |
| MATH201 | 03 | 133 | Q1 Q2 Q3 Q4 Q5 S1 |
| MATH201 | 04 | 133 |
(See section: 03 ) |
| MATH301 | 04 | 132 | Q1 Q2 Q3 Q4 Q5 |
| MATH513 | 01 | 132 | F1 E1 Q1 Q2 Q3 Q4 Q5 |
| MATH513 | 01 | 131 | F1 E1 Q1 Q2 Q3 Q4 Q5 H1 S1 |
| MATH513 | 03 | 131 |
(See section: 01 ) |
| MATH301 | 01 | 123 | F1 F2 E1 E2 Q1 Q2 Q3 Q4 S1 |
| MATH302 | 01 | 123 | F1 E1 E2 Q1 Q2 Q3 S1 |
| MATH301 | 04 | 122 | E2 Q1 Q2 Q3 Q4 S1 |
| MATH301 | 05 | 122 |
(See section: 04 ) |
| MATH301 | 04 | 121 |
F1
E1
E2
Q1
Q2
Q3
Q4
Q5
S1
(See section: 05 ) |
| MATH301 | 05 | 121 |
(See section: 04 ) |
| MATH132 | 01 | 113 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 Q6 S1 |
| MATH260 | 01 | 113 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 S1 |
| MATH202 | 03 | 112 | E1 Q1 Q2 Q3 Q4 Q5 Q6 Q7 S1 |
| MATH202 | 12 | 112 |
(See section: 03 ) |
| MATH201 | 14 | 111 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 Q6 Q7 S1 |
| MATH201 | 18 | 111 |
(See section: 14 ) |
| MATH201 | 07 | 103 | F1 E1 E2 Q1 Q2 Q3 S1 |
| MATH301 | 01 | 103 | E1 E2 F1 Q1 Q2 Q3 Q4 Q5 Q6 S1 |
| MATH202 | 21 | 102 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 Q6 S1 |
| MATH301 | 03 | 102 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 Q6 S1 |
| MATH301 | 02 | 101 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 Q6 S1 |
| MATH301 | 03 | 101 |
(See section: 02 ) |
| MATH301 | 01 | 093 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 S1 |
| MATH302 | 01 | 093 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 S1 |
| MATH201 | 12 | 092 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 Q6 Q7 |
| MATH201 | 14 | 092 |
(See section: 12 ) |
| MATH202 | 01 | 091 |
F1
E1
E2
Q1
Q2
Q3
Q4
Q5
Q6
Q7
S1
(See section: 12 ) |
| MATH202 | 12 | 091 |
(See section: 01 ) |
| MATH102 | 01 | 083 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 Q6 S1 |
| MATH102 | 02 | 083 |
(See section: 01 ) |
| MATH202 | 11 | 082 | Q1 Q2 Q3 Q4 Q5 Q6 E1 E2 S1 |
| MATH202 | 15 | 082 | E1 E2 Q1 Q2 Q3 Q4 Q5 Q6 S1 |
| MATH201 | 06 | 081 | F1 E1 E2 Q1 Q2 Q3 Q4 Q5 Q6 S1 |
| MATH131 | 02 | 073 | F1 E1 E2 |
| MATH201 | 06 | 073 | F1 E1 E2 |
| MATH102 | 15 | 072 | Q1 Q2 Q3 Q4 Q5 Q6 Q7 S1 F1 E1 E2 |
| MATH102 | 19 | 072 | Q1 Q2 Q3 Q4 Q5 Q6 Q7 S1 |
| MATH201 | 04 | 071 | S1 Q1 Q2 Q3 Q4 Q5 Q6 E1 E2 F1 O1 O2 O3 O4 O5 |
| MATH201 | 06 | 071 | |
| MATH131 | 03 | 061 | F1 E1 E2 E3 Q1 Q2 Q3 Q4 S1 O1 |
| MATH302 | 02 | 061 | F1 E1 E2 E3 Q1 Q2 Q3 Q4 Q5 S1 |