• Ph.D. Rutgers University, USA
• M.Stat. Indian Statistical Institute, Kolkata
• B.Stat (Hons) Indian Statistical Institute, Kolkata

Academic Positions

Faculty Member, IFMR, Chennai

Other Professional Appointments

Chairperson, International Relations, IIMK

Significant Publications

• Statistical Options: crash resistant financial contracts based on robust estimation, (with Kesar Singh), Statistics and Probability Letters, 77, pp. 196-203. [A rich class of "robust" option contracts unexplored so far]
• Locally maximin test for the mixture proportion with type-I censoring, (with T.M.Durairajan), Communications in Statistics -Theory and Methods 39(12), pp. 2264-2270. [What is a good test for testing the mixing proportion in a mixture model based on type-I censored data ? Are the tests unbiased ? ]
• Simpler Proofs in Finance and Shout Options, Applied Economics Letters 18(2), pp. 173-178. [Early shouting is sometimes optimal for Shout call options]
• Some observations in testing for nonstandard mixtures (with T.M.Durairajan). Journal of Statistical Planning and Inference, 142, pp. 2985 - 2992. [In the context of lifetime data, are the current procedures that test for early and instantaneous failures, optimal?]
• Estimating functions and equivariance for diffusion models (with T.M.Durairajan). Journal of the Indian Statistical Association, 54, pp.95-112. [A simple sanity check for estimators from diffusion models] Download
• Role of stylized features in constructing better estimators, Communications in Statistics -Theory and Methods 46 (15), pp. 7612-7620. [Answers the following: Is there a dichotomy between capturing stylized features and estimation accuracy? ]
• A simpler algorithm to price American Lookback options in a discrete stochastic volatility model, IIMK Working Paper, IIMK/WPS/294/FIN/2018/38.