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PhD (IIT Kharagpur)'

MSc Financial Mathematics (University of Tartu)

MSc Mathematics (NISER)

Prof. Satrajit Mandal

Assistant Professor

Email satrajit.mandal@jgu.edu.in
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ORCID ID 0000-0003-4946-2372
Key Expertise Option Pricing, Portfolio Theory.

PhD (IIT Kharagpur)'

MSc Financial Mathematics (University of Tartu)

MSc Mathematics (NISER)

Biography

Satrajit Mandal is an Assistant Professor of Finance at the Jindal School of Banking & Finance. He teaches financial derivatives, financial mathematics, business statistics, and MS Excel. He has a PhD in Finance from VGSoM, IIT Kharagpur. He has an MSc in Financial Mathematics from the University of Tartu and an MSc in Mathematics from NISER (affiliated with HBNI). His research interest is option pricing. He has published papers in several international journals and attended conferences and workshops in finance and econometrics.

Financial Mathematics

Introduction to Derivatives Market

MS Excel Workshop

Introduction to Spreadsheet

Regular institute doctoral fellowship (2017-2021). Issued by Indian Institute of Technology, Kharagpur, Jan 2017.

Tuition waiver scholarship (2015-16). Issued by University of Tartu, Aug 2015.

INSPIRE scholarship (2010-15). Issued by Department of Science and Technology, India, Aug 2010.

Mandal, S., Bhattacharya, S. A Fuzzy Jump-Diffusion Option Pricing Model Based on the Merton Formula. Asia-Pac Financ Markets 32(2), 357–380 (2025). https://doi.org/10.1007/s10690-024-09456-9

Mandal, S., & Bhattacharya, S. (2024). A Fuzzy jump-diffusion option pricing model based on the merton formula. Asia-Pacific Financial Markets, 1-24.

Mandal, S., & Bhattacharya, S. (2022). A directional movement trading strategy using jump-diffusion price dynamics. International Journal of Financial Markets and Derivatives, 8(3), 223-243.

Mittal, S., Bhattacharya, S., & Mandal, S. (2022). Characteristics analysis of behavioural portfolio theory in the Markowitz portfolio theory framework. Managerial finance, 48(2), 277-288.

Kumar, S., Bhattacharya, S., & Mandal, S. (2022). Tail risk optimized portfolio across states in Asia-Pacific markets with higher-order dependence. Macroeconomics and Finance in Emerging Market Economies, 15(2), 177-195.

Mandal, S., & Bhattacharya, S. (2018). Corrections in Heston model derivations for bond options. International Journal of Bonds and Derivatives, 4(1), 1-9.
Email satrajit.mandal@jgu.edu.in
ORCID ID 0000-0003-4946-2372
Key Expertise Option Pricing, Portfolio Theory.
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