L Ramprasath
Ph.D (Rutgers University); MStat and B.Stat-Hons. (ISI Kolkata)

Email: RPRASATHatIFMRdotACdotIN

Received his Ph.D. from Rutgers University, USA in 2005 for work on “Option contracts based on robust location estimators”, after which he joined as a CAFS research member at IFMR.  He has also worked as a summer intern at Merck Research Labs, NJ, USA (2002). His research interests include static hedging strategies for exotic options, structured products, efficient simulation techniques in finance, statistical inference and graph theory.  He was awarded the Rutgers University, Department of Statistics Fellowship from 2000 to 2002. He is currently an Associate Professor at IFMR.

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Last Updated: 11 June 2010