Dr. Mustapha Pemy

Personal

Prefix: Dr.
First Name: Mustapha
Last Name: Pemy

Education

Degree: B.S.
Graduation Year: 1996

Degree: M.S.
Graduation Year: 1998
Major: Mathematics

Degree: M.S.
Graduation Year: 2001

Degree: Ph.D.
Graduation Year: 2005

Summary

research interests include: Applied Mathematics , Applied Probability, Control Theory, Financial Mathematics, Financial Software Development

Biography

He completed Ph.D. in 2005 at the University of Georgia and spent one year as a postdoc at the Center for Research and Scientific Computation and at the Statistical and Applied Mathematical Sciences Institute in the Research Triangle Park. He joined the Mathematics Department at Towson University in 2006. 

His research activities have mainly been centered around the Theory and the Applications of Control. He has particularly been interested in the applications of Stochastic Optimal Control to solve problems in Mathematical Finance and the Control of Systems with delay effects.

Moreover, he developed software packages implementing various solutions we have proposed in our research papers using both Unix and Windows C/C++, C# and the .Net Framework.

Research interests include: Applied Mathematics , Applied Probability, Control Theory, Financial Mathematics, Financial Software Development

GRANTS AND HONORS:

  • Diploma Programme Fellowship, ITCP, Trieste Italy (2000-2001)
  • William Armor Wills Memorial Scholarship, Department of mathematics, {\bf{ University of Georgia (2003)}}
  • Henry C. Welcome Fellowship Grant from The Maryland Higher Education Commission, {\bf Towson University (2006-2009)}