Sahih Bukhari Volume 4, Book 56, Hadith Number 732.

Narated By Jubair bin Mutim : Allah’s Apostle said, “I have five names: I am Muhammad and Ahmad; I am Al-Mahi through whom Allah will eliminate infidelity; I am Al-Hashir who will be the first to be resurrected, the people being resurrected there after; and I am also Al-‘Aqib (i.e. There will be no prophet after me).”