Satrajit Mandal
October 18, 2023 2023-12-07 5:36Satrajit Mandal
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Satrajit Mandal is a Lecturer in Quantitative Finance at the Jindal School of Banking and Finance. He is pursuing a Ph.D. in Finance from Vinod Gupta School of Management, IIT Kharagpur. He has an M.Sc. in Mathematics from NISER Bhubaneswar and an M.Sc. in Financial Mathematics from the University of Tartu. Satrajit has published papers in several international journals, namely Managerial Finance, Macroeconomics and Finance in Emerging Market Economies, International Journal of Financial Markets and Derivatives, and International Journal of Bonds and Derivatives. He has presented papers and attended workshops of international societies, namely the Econometric Society and the International Society for Data Sciences and Innovation. Satrajit’s research interests include financial derivatives and portfolio management.
Journal Publications:
- Mandal, S. and Bhattacharya, S., 2022. A directional movement trading strategy using jump-diffusion price dynamics. International Journal of Financial Markets and Derivatives, 8(3), pp.223-243.
- Mittal, S., Bhattacharya, S. and Mandal, S., 2021. Characteristics analysis of behavioural portfolio theory in the Markowitz portfolio theory framework. Managerial Finance, 48(2), pp.277-288.
- Kumar, S., Bhattacharya, S. and 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), pp.177-195.
- Mandal, S. and Bhattacharya, S., 2018. Corrections in Heston model derivations for bond options. International Journal of Bonds and Derivatives, 4(1), pp.1-9.
- Option Pricing, Portfolio Theory.