My research interests are "Financial Applications of Stochastic Processes - Stochastic Probability" - in particular things like bond pricing, interest rate modelling as well as pricing of stop-loss reinsurance contracts and my Ph.D. thesis is titled "Approximating functions of integrals of Log - Gaussian processes : Applications in finance". I also have a Masters degree in Statistics from the "Indian Institute of Technology", Kanpur, India and a Bachelore's degree, also in Statistics from the prestigious "Presidency College", Calcutta, India. I graduated from Presidency in 1993 and from IIT Kanpur in 1995. After my M.Sc., I have also worked for a few months with TELCO.
A Calcuttan to the core, I have lived the first 24 years of my life
in Calcutta. Since then I have lived in a number of places - London for about 4 years, Edinburgh for about 1 year, Mumbai for just over 1 year and now in Bangalore since February 2002. Apart from Calcutta the places that I really like are London and Mumbai. Having stayed in London for four years, I can very easily make out the similarities between London and Calcutta - in fact the similarities are in a sense glaring. It is very easy to understand why at the height of the British Imperialism, Calcutta was called the second city of the British empire. And Mumbai is a city where there is always something to do - a city always on the move - a facet of city life that I like a lot and miss trmendously in Bangalore.
A keen sports enthusiast, I am particularly fond of cricket, bridge and football (like a typical Bengali). Photography is my hobby, at least it satrted of that way and it has now turned more into a passion for me. My description about myself is incomplete if I
don't state the following: I like food and also I like to interact with people, or as we Calcuttans would say, I love "Adda".
Well, I that's me in a nutshell. Please feel free to check on the link to my CV for more details about me or on any of the other links. Also try out the other links.........
This page undergoes regular changes. So do come back for the latest on me and what I am up to.
You have reached Sankarshan's home on the net. Currently, I am an Associate Professor in the Finance and Control Area at the Indian Institute of Management, Bangalore (IIMB). I moved to IIMB in February 2002 after a brief stint (January 2001 - January 2002) with ICICI Limited in Mumbai in their Treasury operations. Prior to that, I was in academics as a Lecturer in the Department of Actuarial Mathematics and Statistics, Heriot Watt University, Edinburgh, Scotland and even earlier as a lecturer in the Department of Statistics, London School of Economics.
Indian Institute of Technology, Kanpur: