Personal Data:
Name Nationality Place of
Birth
Date of Birth Gender Marital Status
Frist Middle Family Tunisian Sfax Male Married, a
Daughter and a Son
Mohamed Moncef KHARRAT
General Specialization Mathematics Specialization Probability and
Stochastic Process Current Position Assistant Professor
Scientific Title Professor ProfessorAssociate Assistant Professor Lecturer Other Highest degree/ Date Ph.D. \ 2014
IDNumber
College Sciences Department Mathematics
Contact Data:
Address Sakaka - Aljouf E-mail address (official)
Work Phone no. (Internal phone number
) 4419 E-mail address (personal)
Home phone number Personal site
Mobile Fax
Mailbox Postal
code
Education (Bachelor, Master, PhD, Other):
No. Qualification Date Degree University Collage Scientific Department
Specialization General Specific
1 PH.D. 2014 Right
Honorable.
University of Sfax,
Sciences of Sfax
Mathematics Mathematics Probability and Stochastic
Process
2 Master 2008 Good University of
ElManar
National Engineering
School of Tunis
LAMSIN Mathematics Probability and Stochastic
Process
EmploymentQualifications :
Job Job Title University
Degree
Workplace Date Work duty Years of
Experience
From To
Academic
Assistant Master University of
Sfax
09/2009 09/2011 teaching in the university
2 Years
Academic
Assistant Master University of
Kairouan
09/2011 09/2014 teaching in the university
3 Years
Academic
Assistant Professor
Ph.D. University of Monastir
09/2014 09/2017 teaching in the university
3 Years
Academic
Assistant Professor
Ph.D. Jouf University 09/2017 At this time
teaching in the university
--
Participation in scientific conferences and symposiums
No.
Title of the conference or symposium Held in
Year1 The International Meeting: CORS/INFORMS 2015 Montreal,
Canada
2015
2 Spring School: Des Probabilités et des Statistiques qui s’appliquent Tunis, Tunisia 2015
3 CIRRELT Seminar Montreal,
Canada
2015
4 International Conference on Advances in Applied Mathematics Hammamet,
Tunisia
2014
5 13th International Conference on Stochastic Programming Bergamo, Italy 2013
6 26th European Conference of Operational Research Rome, Italy 2013
7 18th Conference CSMT 2012 Mahdia,
Tunisia
2012
8 17th Conference CSMT 2011 Sousse,
Tunisia
2011
Supervision of undergraduate:
Membership of specialized committees and associations
:No. Thesis Title
M.Sc.DegreePh.D. University Year Collage Department1 Credit risk: a comparative study between public and private banks
End Study Project
University of Sfax
2016 Sciences
of Sfax
Mathematics
No.
Committee Period Place1
Training courses and workshops:
No. courses / workshop Specialization Held in Year
1
Scientific stay at the University of Quebec at Montreal, invited by Professor Jean Guy Meunier.Mathematics Montreal, Canada
2016
2
Scientific stay at the University of Montreal, invited by Professor Fabian Bastin.Mathematics Montreal, Canada
2015
3
Scientific stay at the University of Bologna-Italy, invited by Professor Andrea Pascucci.Mathematics Bologna, Italy 2012
4
Scientific stay at the Department of Mathematics, University of Maine (Le Mans - French), invited by Professor Said HamadeneMathematics Le Mans - French
2010
5
Scientific stay at the University of Padova-Italy, invited by Professor Wolfgang Runggaldier.Mathematics Padova, Italy 2009
6
Scientific stay at the University of Genoa - Italy within the international program: IMAGEENMathematics Genoa, Italy 2008/2009
Skills:
Skills
1 2 3 4
Community, cultural and volunteer contributions:
No. activity Type of activity Period
1 2
3
Awards and honors:
No. Award Awarded by Specialization Period
1 2 3
Administrative positions
No. Position Organization Country Period
1 2
Languages:
language Speaking Writing Reading
Arabic first tongue
English good good good
French total control total control total control
Italian medium medium medium
Authoring Books
No. Book Title ISBN Co-Author Edition Number
of Pages
Book Language
Publication Date
1 American Option Pricing Using Malliavin Calculus
978-3-659- 60731-8.
Lambert Academic Publishing, Allemagne.
108 English 19/09/1014
Scientific Publication:
References:
No.
Name Job Address E-Mail Tel.No.
Title Publisher Year ofPublication 1 Closed-Form Solution of European Option under Fractional Heston Model. Nonlinear Dynamics
and Systems Theory
2018
2 Computation of Conditional Expectation based on the multidimensional J-processusing Malliavin calculus related to pricing American options.
Turkish Journal of
Mathematics
2017
3 A general expression of the price of an American options using the Malliavin derivative. Journal of Statistics &
Management Systems
2016
4 Conditional expectation determination based on the J-process using Malliavin calculusapplied to pricing American options.
Journal of Statistical Computation and Simulation
2014
5 Computation of Conditional Expectation using Malliavin Calculus under Vasicek Model. Wulfenia2014
6 Pricing American Options using the Malliavin Calculus. Journal of
Mathematics and System Science
