Research
I focus on questions answerable with real market data and public disclosures — from derivative pricing to banking-system analysis.
Research interests
Financial Derivatives
Option and futures pricing — from the cost-of-carry model to real contract data.
Asset Pricing
The risk–return link in efficient and less-than-efficient markets.
Financial Econometrics
Quantitative modelling of financial time series with SPSS and Excel.
Banking & Financial Markets
Bank performance analysis with dozens of ratios and industry benchmarking.
Risk Management
Assessing credit, liquidity and currency risk from financial statements.
Financial Disclosure & Valuation
Disclosure quality and its role in valuation and market trust.
Pricing Derivative Instruments in the Iranian Capital Market: A Review of Concepts and Challenges
Co-author: Reza Khalili, PhD Candidate in Accounting, Allameh Tabataba'i University
My contributions
- Conducted a literature review on derivative instruments and their pricing approaches
- Contributed to the development and synthesis of key definitions and conceptual themes
- Collected, organized and reviewed relevant academic and professional sources
- Organized references and research materials throughout the manuscript
Artificial Intelligence in the Insurance Industry: Applications, Risks and Regulatory Approaches in Europe — with a Focus on Germany and Switzerland
Supervised by Dr. Saeed Sehat, School of Management and Accounting, Allameh Tabataba'i University
August 2026
- Comparative analysis of AI and Generative AI adoption across the European insurance industry: applications, risks, governance and regulatory approaches
- Analysed official publications and survey evidence from EIOPA, BaFin and FINMA
- Case studies of Allianz, ERGO, Zurich and Baloise
Approach
Systematic literature review, structured data extraction, repeatable calculations in Excel, and benchmarking results against officially reported indicators.
“Every number should be checkable.”
