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Thank you for visiting my web page.  I'm currently the Bruce A. Palmer Professor in the Maurice R. Greenberg School of Risk Science and the Department of Finance in the J. Mack Robinson College of Business at Georgia State University.   

I have a B. Tech. degree in Engineering Physics from the Indian Institute of Technology, Bombay), an M.A. in Physics from Stony Brook University, an M.S. in Mathematics and a PhD from the Center for Applied Mathematics at Cornell University. After obtaining my PhD, I spent over three years as a quantitative research associate on Wall Street.

My research interests broadly lie in the areas of financial economics, insurance economics, operations research and  management science, and applied mathematics. I am a current member of the Finance Theory Group and the Risk Theory Society.

I currently teach Interest Rate Models in our Master's program in Quantitative Risk Analysis and Management,  Managerial Economics in the MBA program, and Risk, Information and Incentives in our PhD program. In the past, I have taught  undergraduate and graduate courses on Derivative Securities, a Master's course on Financial Risk Management and PhD courses on Game Theory and Mechanism Design, Dynamic Risk Models, Stochastic Processes, and Dynamic Asset Pricing Theory.  I have also taught a doctoral course on Theoretical Corporate Finance in the Fellow Programme in Management (FPM) at the Indian School of Business. 

I am currently the Director of the Department's PhD program and also previously served as the PhD program Director from 2007-2013. I am also a member of the Promotion and Tenure Committee of the Robinson College of Business and previously served on the Committee from 2014-2017. I also served as the Interim Chair and Chair of the Department of Risk Management and Insurance from May 2017-May 2019.

Here are the links to my Social Science Research Network (SSRN) and Google Scholar author pages.

SSRN: https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=297684

Google Scholar: https://scholar.google.com/citations?user=H-IBrUEAAAAJ&hl=en