About Me

I am Sachin Kumar, a Research Scholar in the Department of Mathematics at IIT Guwahati, under the supervision of Prof. Natesan Srinivasan.

My primary research centers on Computational Finance, where I solve complex financial models, such as those related to derivatives pricing and risk management.

I utilize advanced numerical techniques, including

• Classical Methods: Finite Difference (FDM) and Finite Element (FEM) (conforming/non-conforming) Methods.

• Modern Approaches: Neural Networks (NNs) for data-driven modelling and approximation.

My computational work is performed using MATLAB and Python, ensuring efficient and accurate implementation of these models.

Key Expertise: Numerical Solutions to PDEs, Stochastic Modelling, and Quantitative Finance Applications.