Department of Mathematics

In 1989, the department was formally established under the name of the Department of Statistics in Allameh Tabataba’i University (ATU). Due to the importance of financial mathematics, Department of Mathematics was established in master’s degree in 2008, which was the first Master’s programme in the field of financial mathematics in Iran. Then in 2013, Faculty of Mathematical Sciences and Computer was founded in ATU, including Mathematics, Statistics and Computer departments. In addition, the PhD Programme of Financial Mathematics is going to admit students in 2019.

The department has around 200 students of which more than 160 are postgraduate students. Moreover, there are currently six full time faculty members teaching Measure Theory, Investment Mathematics, Financial Engineering, Stochastic Calculus, Numerical Solution of Stochastic Differential Equation, Financial Mathematics I, and Financial Mathematics II in the Department.

Members of the Department have well-stated publications in the fields of risk management, credit risk banking, modeling insurance investment, portfolio optimization, credit default swap, etc.


Degree Programmes

Below, the programmes offered in Department of Mathematics are listed. The programmes are divided by the degrees they are provided in.

PhD Degree Programmes

  • Financial Mathematics.

Master's Degree Programmes (MSc)

  • Financial Mathematics.

Faculty Members

To date, 6 faculty members are employed and collaborating with the Department in providing educational and research services to the students and researchers. Members of the Department have well-stated publications in the fields of risk management, credit risk banking, modeling insurance investment, portfolio optimization, credit default swap, etc. It is worth mentioning that apart from their own classes, faculty members of the Department are actively collaborating with other Departments in teaching mathematics and statistics and supervising theses and dissertations.
The faculty members of the Department are briefly introduced below. The names are sorted alphabetically.
For more detailed information about the faculty members, you can refer to ATU's SIMAP Database.



Dr Shokoufeh Banihashemi Dr Shokoufeh Banihashemi
PhD in Applied Mathematics (Operations Research), Islamic Azad University, Tehran
Faculty Member and Head of the Department of Mathematics
Email Address: shbanihashemi@atu.ac.ir
Contact No.:+9821 88725614 (ext. 234)
Research Interests: Optimization, Portfolio optimization, Data envelopment analysis
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Dr Azar Ghyasi Dr Azar Ghyasi
PhD in Pure Mathematics from Lomonosov Moscow State University, Russia
Faculty Member
Email Address: azarghyasi@atu.ac.ir
2nd Email Address: azarghyasi@yahoo.com
Contact No.:+9821 88725614 (ext. 235)
Research Interests: Pure Mathematics, Number theory, Arithmetic functions.
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Dr Mohammad Jelodari Mamaghani Dr Mohammad Jelodari Mamaghani
PhD in Mathematics, from Sharif University of Technology, Tehran
Faculty Member
Email Address: j_mamaghani@atu.ac.ir
Contact No.:+9821 88725400 (ext. 329)
Research Interests: Geometric group theory, Financial mathematics
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Dr Navideh Modarresi Dr Navideh Modarresi
PhD in Applied Mathematics from Amirkabir University of Technology, Tehran
Faculty Member
Email Address: n.modarresi@atu.ac.ir
Other Email Addresses:navideh.modaresi@gmail.com & namomath@aut.ac.ir
Contact No.:+9821 88725614 (ext. 233)
Research Interests: Stochastic calculus, Stochastic differential equation, Financial Modeling
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Dr Abdolsadeh Neisy Dr Abdolsadeh Neisy
PhD in Applied Mathematics from Iran University of Science and Technology
Faculty Member
Email Address: a_neisy@atu.ac.ir
Contact No.:+9821 88725614 (ext. 218)
Research Interests: Financial mathematics, Numerical solution methods, Market modeling, Insurance modeling, Meshless methods for financial models
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Dr Ali Safdari Dr Ali Safdari
PhD in Applied Mathematics from Iran University of Science and Technology, Tehran
Faculty Member, and Vice-Dean for Education and Research
Email Address: asafdari@atu.ac.ir
Contact No.:+9821 88725614 (exts. 202 and 240)
Research Interests: Radial basis function approximation for PDEs, Stochastic differential equations, Computational finance
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