De                                                              Designed by: Mohammad Reza Mahmoudi signed by: Mohammad Reza Mahmoudi                                                                                                                                      Designed by: Mohammad Reza Mahmoudi 2001-present Lecturer in Probability and Statistics, Time Series, and Mathematics for Economists 2000-2001 Centre de Mathematique Appliquèes , Ècole Polytechnique, Palaiseau, France. Research Assistant in a project on pricing electricity options for EDF (March 2001-Oct 2001). 2000 Maphysto , Aarhus University, Aarhus, Denmark. Summer School on Levy Processes and Point Processes (Aug. 2000). 1999-2000 Centre de Mathematique Appliquèes , Ècole Polytechnique, Palaiseau, France. Associated researcher of CNRS, working on Mathematical Finance (Oct. 1999- Oct 2000). 1998 Institut Elie Cartan, Universitè Henri Poincare, Nancy, France. Invited Visitor (July 1998). 1996-97 Institute of Mathematics, Polish Academy of Sciences, Warsaw, Poland. Visiting Scholar (Dec. 1996-Oct. 1997). 1996 Institute for Studies in Theoretical Physics and Mathematics (IPM), Tehran, Iran. Research Assistant: Limiting problems in stochastic evolution equations. 1995 Department of Mathematical Sciences, Sharif University of Technology, Tehran, Iran. Research Assistant: Semilinear stochastic equations with Martingale noise.   Research Interests Infinite dimensional Stochastic Equations Stochastic Analysis , Mathematical Finance