Samir Ranjan

Area: Financial Engineering

Email: samir.ranjan@ifmr.ac.in


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Name: Samir Ranjan
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Biography

Dr Samir Ranjan is a seasoned professional in the area of Quantitative Finance with more than 13 years of experience in industry and 8 years in academia. He has an M.S. in Mathematical Finance from Columbia University, New York and a Ph.D. in theoretical physics from Purdue University, Indiana, U.S.A.  Dr. Ranjan’s research work involved the application of quantum field-theoretic techniques to Solid State Physics to study inelastic effects in Josephson junctions. At Purdue his work was recognized by Lark-Horovitz Prize in Physics in recognition of demonstrated ability and exceptional promise in research and the Edward S. Akeley Memorial Award in Theoretical Physics for the best dissertation. He has published in international journals and made numerous presentations at international conferences. He is also a recipient of the Junior Research Fellowship (NET) from the University Grants Commission which he received soon after his master’s in Physics from the University of Delhi. He has a bachelor’s in Physics from St. Stephen’s College, Delhi.

Dr. Ranjan has over ten years of experience in the financial industry and three years in the area of Decision Sciences in the U.S.

Before joining the IFMR Graduate School of Business, Dr. Ranjan was the Dean (Academics) at the IFIM Business School, Bangalore. Earlier he was a faculty at the O. P. Jindal Global University, Sonipat where he designed from scratch the five-year Integrated BBA-MBA Program, launched it and managed all operational aspects for three year while the Program evolved and matured.

Outside the academic world i.e. in the corporate also Dr. Ranjan is very well known and sought after for his expertise in his niche area of Mathematical Finance. For example, he was invited by CRISIL in early 2018 for a three-month consultancy. During this period he worked with the team engaged in Quantitative Research providing them valuable guidance and leadership.

Dr. Ranjan’s academic interests center around Mathematical Finance. Specifically, his interests include application of Stochastic Calculus, Econometrics and Numerical Methods to asset pricing in the area of Fixed Income. His teaching interests include Stochastic Calculus, Fixed Income Securities, Computational Finance and Econometrics.

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Dhurkari, R.K., Swain, A.K. (2011). Multi Attribute Gain Loss- A new method for reference dependent multi-attribute ranking and selection. Published in the proceedings of International Conference on Advances in Modeling, Optimization and Computing held during 5-7 Dec 2011 at Indian Institute of Technology, Roorkee, India. 2011
Dhurkari, R.K., Swain, A.K. (2014). A New Method to Support Informed Managerial Decisions in Salespeople Performance Evaluation. Published in the proceedings of 2nd International Conference on Business Analytics and Intelligence during 18-20 Dec 2014 at Indian Institute of Sciences Bangalore. 2014
Dhurkari, R.K., Swain, A.K. (2013). MCGL: A new method for modelling the choice behavior of the decision maker. Published in the proceedings of Decision Sciences Institute (DSI) 44th annual meeting at Baltimore, USA. 2013
Dhurkari, R.K., Swain, A.K. (2015). An Alternative Preference Elicitation Procedure in Predicting Choice. Published in the proceedings of 4th IIMA International Conference on Advanced Data Analysis, Business Analytics and Intelligence during 11-12 April 2015 at Indian Institute of Management Ahmedabad. 2015
Dhurkari, R.K., Swain, A.K. (2015). An experiment on the effectiveness of AHP for informed decision-making”. International Conference on Business & Economic Development (ICBED)-2015, New York, U.S.A, The Business and Management review, Vol. 6, Number 2, pp.305. 2015
• “ASEAN connectivity and industrial clusters in Tamil Nadu”, paper presented at the ASEAN-India connectivity: towards deepening regional integration, organized by ERIA and RIS, November 2011. 2011
Madhuri Saripalle (2014), “Labor Productivity, trade and R&D in the Indian electronics industry”, Paper presented at the Annual International conference on Conference on Technology: Corporate and Social Dimensions, organized by organized by the forum for global knowledge sharing (FGKS), October 27-29, 2014, NIAS, Bangalore. 2014
Madhuri Saripalle (2014), “Determinants of non-tradition agricultural exports: case study of Indian horticulture industry”, project findings presented at the 13th Annual SANEI Conference, Dhaka Bangladesh 30-31 August 2014. 2014
Madhuri Saripalle & Jyoti Prasad Mukhopadhyay (2016), “Mobile penetration, inequality and economic growth” on 18-3-2016, one day international seminar on creation and diffusion of technology, organized by Knowledge Forum (in partnership with Tata trust). http://fgks.in/images/pdf/conf/2016/Madhuri.pdf 2016
Cooperative Banking in India and Social Banking 2011
Evaluation of saving strategies between the urban and rural ultra poor 2010
Total factor productivity growth in Indian Banking – Innovation vs. catch-up effect 2006
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