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Samir Ranjan

Finance

Professor and Area Chair (Finance)

M.S. in Mathematical Finance from Columbia University, New York, a Ph.D. in theoretical physics from Purdue University, Indiana, U.S.A. and is also a recipient of the Junior Research Fellowship (NET) from the University Grants Commission which he received soon after his master’s in Physics from the University of Delhi. He has a bachelor’s in Physics from St. Stephen’s College, Delhi.

Dr Samir Ranjan is a seasoned professional in the area of Quantitative Finance with more than 13 years of experience in industry and 9 years in academia. He has an M.S. in Mathematical Finance from Columbia University, New York and a Ph.D. in theoretical physics from Purdue University, Indiana, U.S.A. At Purdue his work was recognized by Lark-Horovitz Prize in Physics in recognition of demonstrated ability and exceptional promise in research and the Edward S. Akeley Memorial Award in Theoretical Physics for the best dissertation. He has published in international journals and made numerous presentations at international conferences. He is also a recipient of the Junior Research Fellowship (NET) from the University Grants Commission which he received soon after his master’s in Physics from the University of Delhi. He has a bachelor’s in Physics from St. Stephen’s College, Delhi. Dr. Ranjan has over 13 years of experience in the financial industry and three years in the area of Decision Sciences in the U.S. Before joining the IFMR Graduate School of Business, Dr. Ranjan was the Dean (Academics) at the IFIM Business School, Bangalore. Earlier he was a faculty at the O. P. Jindal Global University, Sonipat where he designed from scratch the five-year Integrated BBA-MBA Program, launched it and managed all operational aspects for three years while the Program evolved and matured. Dr. Ranjan is well known in the academic world. He was invited to chair a session in the 2nd CRISIL Doctoral Symposium held at IIM Bangalore, India at the 7th India Finance Conference. He is also a regular trainer for various courses run by the Indian Institute of Quantitative Finance, Mumbai. Dr. Ranjan is very well known and sought after for his expertise in his niche area of Mathematical Finance. He was invited by CRISIL in early 2018 for a three-month consultancy. During this period he worked with the team engaged in Quantitative Research providing them valuable guidance and leadership. More recently, he has been involved with Profisor Services Private Limited, New Delhi as Senior Consultant on a variety of projects.

  • Pricing of Corporate Bonds
  • Credit Risk Premium of Corporate Bonds

Samir Ranjan, Mikhail V. Fistul, and G. F. Giuliani (1997) Effects of intrinsic inelastic scattering on the critical current of a Josephson Junction. Europhys. Lett., Vol. 39, No. 3, pp. 317-321 (1997).

Finance, Quantitative Finance, Financial Derivatives, Options, Risk Management, Credit Derivatives, Quantitative Methods, Statistics, Econometrics

Specific Interest in the following:

Probability Theory, Stochastic Processes, Stochastic Calculus and Financial Modeling, Fixed Income Analytics, Interest Rate Modeling, Computational Finance