Siddhartha Chakrabarty । সিদ্ধার্থ চক্রবর্তী । @pratim_iitg

I am happy to announce the publication of the paper "The carbon premium: Correlation or causality? Evidence from S&P 500 companies", co-authored with Namasi G. Sankar, @suryadeeptonag and Sankarshan Basu, in Energy Economics (Scimago Q1 and ABDC A*).

We have 16 research groups in Oxford Mathematics and the Mathematical Biology group is one of the biggest with nearly 50 members, reflecting the growing importance of modelling in biology and medicine. @SciKit_G explains his work in our latest 'Show Me the Maths' film.

Siddhartha Pratim Chakrabarty's latest article, "Fifty Years of Black-Scholes and the Quant Revolution: A Viewpoint," explores the evolving landscape of financial engineering. Delving into high-frequency trading, sustainable finance, and FinTech. More: rb.gy/6hhg35

My article on “Fifty Years of Black-Scholes and the Quant Revolution: A Viewpoint” has appeared in “Artha”, an E-Journal of IIM Calcutta. Full content available at: iimcal.ac.in/FinLab/email-t…

Lecturing on "Introduction to Financial Analytics" at the Professional Development Workshop for the delegates from the Royal University of Bhutan. iitg.ac.in/dsai/docs/flye…

Day 2: CPD Workshop for PGT Maths Day started with Mindfulness activities followed by latest trends in MCQ . Session ended with the lecture on Business Mathematics by Prof.Siddhartha Pratim Chakrabarty Maths Department @IITGuwahati @KVS_HQ @pratim_iitg @GuwahatiKvs #NEP

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IIT Guwahati has advertised for Institute Post Doctoral Fellowship IPDF, both National (N-IPDF) and Foreign (F-IPDF) for 2023-24. Interested candidates may consider applying for the same. iitg.ac.in/ipdf/loginCand…

Scheduled to lecture at the FDP on Recent Trends in Mathematical Sciences, being organized jointly by Hansraj College and Dayal Singh College under the University of Delhi.

Pleased to announce the publication of my paper (co-authored with Deb Narayan Barik and Devang Sinha) on pedagogy and opportunities in Mathematical Finance, in "Trends in Teaching-Learning Technologies" link.springer.com/chapter/10.100…

Preprint of the article co-authored with my B.Tech. advisees Shashwat Mishra and Rishabh Raj is now available on the arXiv: arxiv.org/abs/2305.16712 The work focuses on a novel approach for sustainable portfolios and introduces the “green efficient frontier”.

Announcing the publication of my (invited review) MethodsX article on "A review of efficient Multilevel Monte Carlo algorithms for derivative pricing and risk management", co-authored with Devang Sinha. Full text: doi.org/10.1016/j.mex.…

I am happy to announce the publication of my first book, on the topic "Mathematical Portfolio Theory and Analysis", co-authored with Ankur Kanaujiya and published by Springer. The book is available on the Springer website: link.springer.com/book/10.1007/9…

The review article on "climate finance and portfolio theory" co-authored with my brilliant young collaborator @suryadeeptonag has now appeared in SN Business & Economics. Link for full-text access to a view-only version of the paper: rdcu.be/c5y6K

The paper on "Leverage Ratio: An Empirical Study of The European Banking System" co-authored with Jatin Dhingra and Kartikeya Singh has appeared in the "Journal of Innovation Sciences and Sustainable Technologies" jisst.com/article?item_i…

My first article on Sustainable Finance titled "Single Event Transition Risk: A Measure for Long Term Carbon Exposure", co-authored with @suryadeeptonag and Sankarshan Basu has appeared in the journal MethodsX. sciencedirect.com/science/articl…

Pre-conference tutorial on: Sustainable Finance: The Shifting Landscape and ESG Driven Investment, at the India Finance Conference 2022.

18-DEC-2022 (Sunday): Scheduled to give a three-hour pre-conference tutorial on: Sustainable Finance: The Shifting Landscape and ESG Driven Investment, at the India Finance Conference 2022. indiafa.org/wp-content/upl…

Done: A semester of teaching courses in a Science Department, an Engineering School and a Management School

Lecturing today at the International Conference on Recent Advances in Business Sustainability icrabs.nits.ac.in/speakers.html

The joint work with Deb Narayan Barik, on Leverage Ratio and Limited Liability in the banking system, has now appeared in the "Journal of Risk and Financial Management" mdpi.com/1911-8074/15/1…