1. IIMB-

Basu, Sankarshan

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Full Name
Basu, Sankarshan
Vernacular Name
Sankarshan Basu
 
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Sankarshan Basu
 
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Email
sankarshan.basu@iimb.ac.in
 
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Biography
Professor Basu’s areas of interest in terms of research are in Financial Calculus, Option Pricing, Bond and Portfolio Valuation, Applications of Quantitative Techniques to Finance, Insurance, Reinsurance, Risk Management, Biostatistics and Corporate Finance. He has presented his work at international conferences in Thailand, USA, UK, France, Spain, Norway, Iran, Tunisia, Morocco, The Netherlands and India. He has, to his credit, a number of papers in international journals of repute like Insurance: Mathematics and Economics and the Journal of Statistical Planning and Inference. He is currently President of the Asia-Pacific Risk and Insurance Association (APRIA).
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Publications

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Author:  Parameswaran, Sunil K

Results 1-3 of 3 (Search time: 0.002 seconds).

Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
12019Reallocating the right to choose the delivery grade in futures markets-Hegde, Shantaram ; Basu, Sankarshan ; Parameswaran, Sunil K Theoretical Economics LettersVol.9Iss.4737-751p.
22020Some analytical results for models of the bid-ask spread-Basu, Sankarshan ; Parameswaran, Sunil K Business and Management ResearchVol.9Iss.334-45p.
32020The black-scholes merton model: Implications for the option delta and the probability of exercise-Basu, Sankarshan ; Parameswaran, Sunil K Theoretical Economics LettersVol.10Iss.61307-1313p.