Hindi Tenders Contact Us Careers Sitemap In Media Screen Reader Access    

Associate Professor
Finance, Accounting and Control

+91 - 495 - 2809248

Ph.D. Rutgers University, USA

M.Stat. Indian Statistical Institute, Kolkata

B.Stat (Hons) Indian Statistical Institute, Kolkata
Academic Positions
Faculty Member, IFMR, Chennai (till Dec 2013)

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 that guarantees consistency with Ito's Lemma] Click to 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? ]



Contact Details

Indian Institute of Management Kozhikode
IIMK Campus P. O., Kozhikode, Kerala,
PIN - 673 570

Phone: +91-495-2809100
Fax: +91-495-2803010-11
Website: www.iimk.ac.in        More >>

 Privacy Policy  Terms of Use


Thank you for visiting the IIM Kozhikode website operated by the Indian Institute of Management Kozhikode (IIMK). Visitors to our website 'iimk.ac.in' are guaranteed privacy in their transactions. Information collected at 'iimk.ac.in' is kept private and is never shared with other organizations unless mandated by law or statutory organizations. This privacy policy is to inform you about the types of information gathered and disseminated through the Website.