Prof. R L Shankar
B.Tech (IIT Madras), M.S. Computational Finance (Carnegie Mellon University)

Email: shankar@ifmr.ac.in

Prof. R.L.Shankar heads the Centre for Advanced Financial Studies at IFMR. He is also the Program Director for the niche two-year Financial Engineering program offered by IFMR. He has done his B.Tech from IIT Madras and MS in Computational Finance from Carnegie Mellon University.

Shankar’s research focuses on derivatives pricing models, term structure modeling, non-parametric risk measurement techniques and impact of market imperfections on derivatives markets. He has taught courses on Derivatives and Risk Management, Bond Markets, Stochastic Interest Rate and Credit Models, Financial Engineering, Advanced Risk Measurement Techniques, Simulation Techniques etc. He has rich experience in offering customized courses for bankers, analysts, regulators and other market participants.