Muddun Bhuruth-Mathematician Educated in France
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Muddun Bhuruth
Muddun Bhuruth
Professor of Computational Mathematics
Department of Mathematics University of Mauritius Reduit
Tel: +230 4037479 (Mathematics Department-Office Room 4.2,
New Academic Complex)
My Inspirational Teachers
G Maistry, Jean Luc Joly, Mahinder Kumar Jain and David John Evans
- G Maistry was my School Teacher
- J L Joly taught me Probability and Lebesgue Integration at Bordeaux
- M K Jain introduced me to Numerical Partial Differential Equations
- D J Evans introduced me to Iterative Solution of Linear Systems
Recent Publications
- Fast Valuation of CEV American Options, Wilmott Magazine, January 2015 http://onlinelibrary.wiley.com/doi/10.1002/wilm.10396/abstract
- A Two-Factor Jump-Diffusion Model for Pricing Convertible Bonds with Default Risk, International Journal of Theoretical and Applied Finance, http://www.worldscientific.com/doi/pdf/10.1142/S0219024916500461?src=recsys
- A Novel PIDE-Based Framwork For Pricing Interest Rate Derivatives under Jump-Extended Short Rate Models, Published Online in Journal of Computational Finance http://www.risk.net/journal-of-computational-finance/journal/2344746/the-journal-of-computational-finance-online-first
- A meshless method for Asian Style Options Pricing under the Merton Jump Diffusion Model. To Appear in International Journal of Computer Mathematics-http://www.tandfonline.com/toc/gcom20/current
- Fully Fuzzy Sylvester Matrix Equation. Journal of Intelligent and Fuzzy Sytems, Volume 28, 2015. http://content.iospress.com/articles/journal-of-intelligent-and-fuzzy-systems/ifs1502
- A New Howard-Crandall-Douglas Algorithm for the American Option Problem in Computational Finance-Accepted for Publication in Advances in Intelligent Systems and Computing, Springer
Current Research Interests
- Numerical Methods in Finance
- Computational Statistics
Educational Background
- Primary School-Lalmatie Government School
- Secondary School-Royal College, Curepipe
- Licence des Mathematiques Appliquees, Universite de Bordeaux I, France
- Maitrise des Mathematiques Appliquees, Universite de Bordeaux I, France
- Postgraduate-Certificat D'Analyse des Donnees, Universite de Bordeaux I, France
- PhD in Numerical Analysis, University of Mauritius-Thesis Advisors
- Mahinder Kumar Jain (Former Professor of Mathematics at Indian Institute of Technology, Delhi, India)
- David John Evans (Former Director of the Parallel Algorithms Research Centre, Loughborough University, UK)
Family
- Married to Sunita Bhuruth
- Mohkshada Bhuruth (Educated at the London School of Economics - BSc Accounting and Finance and MSc Accounting and Finance)
- Divya Lakshmi Bhuruth (BSc in Accounting and Finance, University of Manchester; MSc Accounting and Finance, Alliance Manchester Business School)
- Sneha Devi Bhuruth (Economics Laureate, Ranked First in 2013 in Higher School Examinations,BSc (Hons) Accounting and Finance, University of Manchester, Alliance Manchester Business School, MSc Accounting and Finance, 2017-2018)
Professional Experience
- Dean of Faculty of Science, University of Mauritius, September 2014-August 2017.
- Chairman, Board of Directors of the Rajiv Gandhi Science Centre-January 2006-March 2011
- Education Officer at Renganden Seeneevassen SSS-February 1986, at John Kennedy College, March 1986-December 1986, at Droopnath Ramphul SSS-January 1987-October 1988.
- Previous Academic Appointments
- Associate Professor-September 2000-April 2008
- Senior Lecturer-July 1996-August 2000
- Lecturer-November 1988-June 1996
- Collaborators at the University of Mauritius
- Yannick Tangman-Numerical PDE Methods in Finance
- Nawdha Thakoor-Equity and Interest Rate Derivatives
- Link to PhD Work of Nawdha Thakoor
- Statistical Consulting
- Worked as Consultant Statistician for Nestle (Mauritius) Ltd for the Healthy Kids Project: Nou Nutrition, Nou La Sante http://www.nestle-ea.com/en/csv/nutrition/nounutrition,noulasanté#.UQn4uypXv_s. This project was completed in December 2011.
- Project Leader for large scale national survey on Public Understanding, Attitudes towards Science and Technology for the Rajiv Gandhi Science, Centre. Project Completed December 2010.
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