Address	Aziz Issaka Assistant Professor of Mathematics University of North Carolina Charlotte Department of Mathematics and Statistics 9201 University City Blvd Fretwell 350F Charlotte NC 28223
		Office	Fretwell 350F
		Phone	+1 (704) 687-1984
		Email	aissaka at uncc dot edu
		Office hours:	See the course website on Canvas

Welcome to my webpage. I am an Assistant Professor in the Department of Mathematics and Statistics at the University of North Carolina at Charlotte. My current research focuses on problems in Mathematical Finance. I teach in the Mathemeatical Finance program which is currently ranked #13 in the nation and ranked #2 in financial city. I also serve in the Acturial Science Program .

|My Erdős number is 4. | Research Papers | Teaching Experience|

• Mathematical Finance
  
• Derivative Pricing and Analytics
  
• Data Science in Finance
  
• Asymptotic Expansion of Special Functions
  

1. Valuation, Hedging, and Bounds of Swaps under Multi-Factor BNS-Type Stochastic Volatility Models,

   Annals of Financial Economics, Vol. 15, No. 2 (June 2020).

2. Variance Swaps, Volatility Swaps, Hedging and Bounds under Multi-Factor Heston Stochastic Volatility Model,

   Stochastic Analysis and Applications, Published online: 05 Mar 2020.

3. Analysis of Variance Based Instruments for Ornstein-Uhlenbeck Type Models: Swap and Price Index ,

   Annals of Finance, Vol. 13, Issue 4, 2017(November), pp. 401-434, (with I. SenGupta).

4. Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets ,

   Journal of Applied Mathematics and Computing , Vol. 54, Issue 1 - 2, 2017(June), pp. 159-182, (with I. SenGupta).

5. New Approximations for the higher order coefficients in an asymptotic expansion for the Barnes $G$-function",

   Results in Mathematics, Accepted: December 6, 2021.

6. On Ramanujan’s inverse digamma approximation ,

   The Ramanujan Journal, Vol. 39, Issue 2, 2016, pp. 291-302.

7. An asymptotic series related to Ramanujan’s expansion for the nth Harmonic number ,

   The Ramanujan Journal, Vol. 39, Issue 2, 2016, pp. 303-313.

8. Some Results on Two Asymptotic Series of Ramanujan, MSc. Thesis, 2014.
   

• International Workshop on Applied Probability (IWAP2020):"Analysis of variance based financial instruments for Ornstein-Uhlenbeck type models", Data Science in Finance, Thessaloniki, Greece, 15-18 June 2020.
• Joint Mathematics Meetings:"Analysis of variance based financial instruments: swaps and price indices(cancelled)" January 16-19, 2019, Baltimore, MD.
• Joint Mathematics Meetings: "Analysis of Variance Based Instruments: Swap and Price Index" January 10-13, 2018, San Diego, CA.
• Midwest mini-conference on Stochastic Processes and Mathematical Finance: "Variance dependent price index", NDSU, Fargo, ND April 8, 2017.
• Applied Mathematics Seminar: An asymptotic series related to Ramanujans expansion for the nth Harmonic number, NDSU, Fargo, ND Nov 14, 2016.
• Graduate Colloquium: Ramanujans enigmatic formula for the nth harmonic number in terms of the reciprocal of the triangular numbers, NDSU, Fargo, Nov 3, 2016.
• AMS Special Session on Mathematical Finance : Feynman path integrals for transition probability densities of some financial markets, Spring Central Sectional Meeting NDSU, Fargo, ND April 16-17, 2016.
• AMS Special Session on Contemporary Issues in Mathematics Education: Undergraduate students' perceptions of mathematical proofs, Spring Central Sectional Meeting North Dakota State University, Fargo, ND April 16-17, 2016.
• Applied Mathematics Seminar: The path integral approach to financial modeling and options pricing, NDSU, Fargo, ND May 2, 2016.
• Invited Talk at Colloquium: Some Results on Two Asymptotic Series of Ramanujan, Department of Mathematics, KNUST, Kumasi, Ghana, July 15, 2014.

• Summer Graduate School: Representations of High Dimensional Data , Mathematical Sciences Research Institute(MSRI), July 09 - July 20, 2018, Berkeley, CA
• Summer Graduate School: Harmonic Analysis and Elliptic Equations on reak Euclidean Spaces and on Rough Sets , Mathematical Sciences Research Institute(MSRI), June 13 - June 24, 2016, Berkeley, CA
• AMS Sectional - North Dakota State University, April 2016
• Prof. Bela Bollobas Lectures on "A Brief Introduction to Probabilistic Combinatorics and Random Graphs" , Central European University(CEU), April 2014
• Wolf Prize Laureate Lazlo Lovasz Lecture on "Which Graphs Are Extremal?" , Central European University(CEU), May 2013
• Abel Prize Laureate Endre Szemeredi Lecture on "Subset Sums" , Central European University(CEU), March 2013
• Nobel Prize Laureate Kenneth J. Arrow Lecture on "Knowledge, Belief and the Economic System", Budapest, October 2013

• American Mathematical Society
• Society for Industrial and Applied Mathematics
• MathSciNet
• Google scholar