Virtues and Merits of the Prophet (pbuh) and his Companions
Bukhari :: Book 4 :: Volume 56 :: Hadith 732
Narrated 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)."