Mohd Azdi Maasar
Position:
Pensyarah
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Phone:
06 6342493
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Miscellaneous Information:

Kelayakan akademik

Academic Qualification

:

1.                   Master of Financial Mathematics (2009) obtained from University of Wollongong, Australia

2.                   Bachelor of Science (Honours) Mathematics (2007) obtained from Universiti Teknologi MARA (UiTM)

 

Keahlian Profesioal

Professional affiliation / Membership

:

  1. Certified Quantitative Risk Management, IIPER USA
  2. Persatuan Sains Matematik Malaysia (PERSAMA)

Bidang penyelidikan

Research interest

:

1.                  Financial Mathematics

2.                  Quantitative Risk Management

3.                  Market Risk Optimisation

 

Penerbitan

Publication

:

  1. Mohd Azdi Maasar, Diana Roman, Paresh Date (2016), Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance, OpenAccess Series in Informatics, 50: pp. 9.1 - 9.17, ISSN: 2190-6807
  2. N. A. M. Nordin, Z. A. Zaharudin, M. A. Maasar and N. A. Nordin, "Finding shortest path of the ambulance routing: Interface of A∗ algorithm using C# programming," 2012 IEEE Symposium on Humanities, Science and Engineering Research, Kuala Lumpur, 2012, pp. 1569-1573. Electronic ISSN: 2378-9816
  3. M. A. Maasar, Z. M. Rodzi, N. A. M. Nordin and N. H. Kamis, "Portfolio insurance of a portfolio reflected by FTSE Bursa Malaysia KLCI," 2012 IEEE Colloquium on Humanities, Science and Engineering (CHUSER), Kota Kinabalu, 2012, pp. 513-517. Electronic ISBN: 978-1-4673-4617-7.
  4. M. A. Maasar, N. A. M. Nordin, M. Anthonyrajah, W. M. W. Zainodin and A. M. Yamin, "Monte Carlo & Quasi-Monte Carlo approach in option pricing," 2012 IEEE Symposium on Humanities, Science and Engineering Research, Kuala Lumpur, 2012, pp. 1401-1405. Electronic ISSN: 2378-9816
  5. Mohd Azdi Maasar and M. Anthonyrajah, "Carbon Pollution Reduction Scheme - sustainability and financial response to Rio Tinto Group," 2011 International Conference on Business, Engineering and Industrial Applications, Kuala Lumpur, 2011, pp. 35-40. Electronic ISBN: 978-1-4577-1280-7

Penyeliaan pelajar

Student supervision

:

1.                  Muhammad Shaukie Harun, Nur Hananie Abdul Halim, (2017), Risk Minimisation for Syariah Assets at FBMKLCI, BSc. Mathematics Final Year Project.

2.       Wan Murni Wan Zainodin, Amani Mohammad Yamin, Nur Hidayah Razali                (2012), Portfolio Insurance Using Traded European Put Option, BSc. Mathematics Final Year Project.

3.       Syarifah Syazana Syed Alwi (2013), Alternative Portfolio Insurance Strategy Involving European Call Option, BSc. Mathematics Final Year Project.

4.       Nurul Ain Ozali, Mohd Afiq Ibrahim, Norshazwani Mohamad Noryatim (2012), Modelling Carbon Price: An Intuitive Approach for a Malaysian Carbon Price, BSc. Mathematics Final Year Project.

5.       Astrinee Ahmad Adian,  Siti Norzarina Yahya@Idris (2011), Monte Carlo and Quasi-Monte Carlo Approach in Option Pricing, BSc. Mathematics Final Year Project.

 

Anugerah

Awards

:

  1. BRONZE, INTERNATIONAL INNOVATION, DESIGN, AND ARTICULATION (i-IDEA 2013), UiTM PERLIS
  2. Bronze, IIDSE 2010, RMI UITM

Jawatan Pentadbiran

Administrative Position

:

1.                   2012 – 2013 , Organizer, Finishing School Program, FSKM, UiTM’

2.                   2012 – 2013 , Committee Member, Unit Kualiti FSKM

3.                   2010 – 2013 , Head of Project, UiTM Mathematical Olympiad