Ramprasath L
Associate Professor of Finance, Accounting & Control at Indian Institute of Management Kozhikode
Schools
- Indian Institute of Management Kozhikode
Links
Biography
Indian Institute of Management Kozhikode
Education
- Ph.D. Rutgers University, USA
- M.Stat. Indian Statistical Institute, Kolkata
- B.Stat (Hons) Indian Statistical Institute, Kolkata
Other Professional Appointments
- Chairperson, International Relations, IIMK (2016-18)
Academic Positions
- Previously Faculty Member at IFMR, Chennai
Significant Publications
Statistical Options: crash resistant financial contracts based on robust estimation, (with Kesar Singh), Statistics and Probability Letters, 77, pp. 196-203. [A rich class of 'robust' option contracts]
Locally maximin test for the mixture proportion with type-I censoring, (with T.M.Durairajan), Communications in Statistics -Theory and Methods 39(12), pp. 2264-2270. [What is a good test for testing the mixing proportion in a mixture model based on type-I censored data ? Are the tests unbiased ? ]
Simpler Proofs in Finance and Shout Options, Applied Economics Letters 18(2), pp. 173-178. [Early shouting is sometimes optimal for Shout call options]
Some observations in testing for nonstandard mixtures (with T.M.Durairajan). Journal of Statistical Planning and Inference, 142, pp. 2985 - 2992. [In the context of lifetime data, are the current procedures that test for early and instantaneous failures, optimal?]
Estimating functions and equivariance for diffusion models (with T.M.Durairajan). Journal of the Indian Statistical Association, 54, pp.95-112. [A simple sanity check for estimators from diffusion models] Download
Role of stylized features in constructing better estimators, Communications in Statistics -Theory and Methods 46 (15), pp. 7612-7620. [Answers the following: Is there a dichotomy between capturing stylized features and estimation accuracy? ]
A simpler algorithm to price American Lookback options in a discrete stochastic volatility model, IIMK Working Paper, IIMK/WPS/294/FIN/2018/38.
Reducing the Patients-at-Risk (PaR) in a response-adaptive trial: A numerical study (with Mohammed Shahid Abdulla). IIMB Review, forthcoming. [A new framework for evaluating adaptive clinical trial designs, motivated by Value-at-Risk]
Incorporating inflation in a key planning exercise , Case Studies, 2022
Read about executive education
Other experts
Popular Courses
The Positive Leader: Deep Change and Organizational Transformation
Stephen M. Ross School of Business
Ann Arbor, Michigan, United States
Jun 23
Leading Strategic Growth and Change
Columbia Business School
New York, New York, United States
Jun 10
Leading People and Teams
ESMT
Berlin, Germany
May 28
Private Equity: Investing and Creating Value
The Wharton School
Philadelphia, Pennsylvania, United States
Sep 8
Leading Digital Transformation
ESMT
Berlin, Germany
May 28
The Manchester Leadership Development Programme
Alliance Manchester Business School
Manchester, United Kingdom
Jul 1
Looking for an expert?
Contact us and we'll find the best option for you.