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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] [pdf]


Working Papers
1.   Role of Stylized features in constructing estimators for regime switching models
Ramprasath, L    (2015)    Abstract


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 >>


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