Screen Reader Access | Skip to Main Content
- A +
RAMPRASATH L

RAMPRASATH L

Associate Professor
Finance, Accounting & Control

+91-495 2809248

lrprasath[at]iimk[dot]ac[dot]in

  • Ph.D. Rutgers University, USA
  • M.Stat. Indian Statistical Institute, Kolkata
  • B.Stat (Hons) Indian Statistical Institute, Kolkata

Other Professional Appointments


Chairperson, International Relations, IIMK (2016-18)

Academic Positions


Previously Faculty Member at IFMR, Chennai

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]

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] 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? ]

A simpler algorithm to price American Lookback options in a discrete stochastic volatility model, IIMK Working Paper, IIMK/WPS/294/FIN/2018/38.

Reducing the Patients-at-Risk (PaR) in a response-adaptive trial: A numerical study (with Mohammed Shahid Abdulla). IIMB Review, forthcoming. [A new framework for evaluating adaptive clinical trial designs, motivated by Value-at-Risk]

ANVILS VOCE: Anova based Varying Inner Loop Size estimation of Variance of Conditional Expectation, (with MS Abdulla), Communications in Statistics -Theory and Methods, forthcoming.  

Incorporating inflation in a key planning exercise , Case Studies, 2022

Current Projects


There are no research projects with me as of now for summer/winter interns. I apologize for not being able to respond individually to the queries I receive in this regard.

Indian Institute of Management Kozhikode

IIMK Campus P. O, Kozhikode, Kerala, India,
PIN - 673 570

Phone
+91-495-2809100
Fax
+91-495-2803010-11

© 2024 IIM Kozhikode