Md Hasib Uddin Molla
Financial Mathematics
Cohort 2022
University of Calgary
Financial Mathematics
Cohort 2022
University of Calgary
Financial Mathematics
University of Calgary
Doctoral's
I finished my Bachelor's in Mathematics from the University of Dhaka, Bangladesh in 2011. After that, in 2012 I did my 1st Master's in Pure Mathematics at the same institution. In 2018, I started my 2nd Master's in Mathematics at the University of Calgary, Canada. Right after graduation, I started my PhD program in Financial Mathematics in 2020 at the same institution.
Currently, I am pursuing my Ph.D. in the field of Financial Mathematics. The main area of my research is coupled forward-backward stochastic differential equations (FBSDEs) and non-linear SPDEs that may arise from the Stochastic Optimal Control problems and the Mean-Field Game systems. I study coupled FBSDEs in general nonlinear and non-markovian settings. And thus it has applications in challenging real-life problems like financial derivative pricing and portfolio management problems among many others. Machine learning algorithms play an important role in my research as they are very useful for numerical approximations of coupled FBSDEs. Also, I am very proud of my teaching carrier. This helps me to acquire skills that are also extremely valuable for a professional life outside academia. Throughout my teaching carrier, I have learned to manage my time efficiently, work in groups, how to deal with unexpected situations, working on a problem on my own.
