https://docs.google.com/spreadsheets/d/1QB1zzSaluMYgDcwgD5-teX21XGQ2zsJ2dyjylilKS7I/edit?usp=sharing
FAQ:
Why don't I find my name in the list of selected candidates, although I have already received a confirmation from you stating that I am selected for the internship?
I might have missed your name unintentionally. Write me immediately about this.
I want to do my summer internship under your supervision but I am not a student of IISER Pune. May I get an accommodation?
The summer internship is an outreach program of IISER, managed centrally. For an internship, you need to apply via <http://www.iiserpune.ac.in/~sspc> only. The application process is closed. Only the selected candidates via this channel are provided with free accommodation by IISER. Thus I have no freedom to provide a candidate with accommodation who has not applied via the portal.
I am selected for a project with you via IAS channel. Is it possible to get an accommodation in IISER, Pune?
Yes, but by payment basis.
I have applied through the IISER Summer program portal. How much is the chance factor for getting selected?
Every year I receive more than a hundred applications. But for logistic constraints, I can select at most two candidates.
Does contacting you by email or phone help in highlighting the cv or increasing the chance of getting selected.
No, not at all. Repeated communication might actually leave a negative impression.
I have applied through the IISER Summer program portal. I am not selected. May I still get a chance to do a project under your supervision?
Those who do not need an accommodation from IISER, may not need to apply via the portal and contact me separately for a project and if appropriate, I may agree to mentor.
I already have an accommodation in Pune (inside or outside IISER Campus). How can I apply for a summer project?
Write me at my iiserpune email id along with your college id no., a CV, a copy of the transcript, a statement of motivation, and a statement of the proficiency in computer programming.
I am selected for this project. However, I am not very familiar with the concepts of financial math. What should I prepare as a prerequisite?
Read sequentially
Selected Candidates:-
Class Name
1BSMS Shruthi Bharadwaj
1BSMS Satavisha De
1BSMS Arijit Paul
2BSMS Srishti Gupta
2BSMS Purva Joshi
2BSMS Arijit Chakraborty
2BSMS Namit Abhishek
2BSMS Mohan Mouli Karra
3BSMS Vikas Shukla
IAS Mr Ananya Omanwar
IAS Ms Ayushi Goel
IAS Ms Jagriti Prakash
IAS Ms Maria Jamal
Xtrnal Ajay Kumar Gupta
Xtrnal Irvin Patalwala
Xtrnal Piyush Gupta
Xtrnal Sampan Gupta
Xtrnal Sayan Saha
Xtrnal Sweta Mahajan
Xtrnal Tejas Shimpi
Xtrnal Vaishnav Garg
NOTICE: Those who need a certificate other than the one from IISER's summer programme, are requested to send me an email saying so.
TITLE: Implementation Issues of Regime Switching Models for Asset Price Dynamics
CATEGORY: Computational
DESCRIPTION: This project is related to the mathematical models of stock price dynamics. It is well known that a regime switching GBM model of asset price dynamics captures many stylized facts including heavy tails of simple returns and volatility clustering. This project aims to testify regime switching model in the light of some other relatively less explored stylized facts. The participants would also get a chance to attend an international workshop at IISER during July 12-16.
DURATION: 2 months, during 25th May - 20th July
Schedule: Every Monday and Thursday from 3 PM-4:30 PM in Seminar room 41.
KNOWLEDGE: Probability and Statistics, Financial Instruments
SKILLS: Python programming
Computation
Student's Thesis - Link to my past students' theses
SLIDE - SLIDE
references - If you are willing to learn math-finance and seeking a guidance how to start with, check if you find this link useful.
F - Explains cash flow and FS Decomposition.
estimation of implied volatility - The estimation of implied volatility from the Black-Scholes model: some new formulas and their applications Steven Li School of Economics and Finance Queensland University of Technology Brisbane, QLD 4001 Australia E-mail: s.li@qut.edu.au