Chittaranjan Mishra
Adjunct Professor
Mathematics
Indian Institute of Technology, Madras
India
Biography
Dr. Chittaranjan Mishra is an Assistant Professor in the Department of Mathematics at IIT
Research Interest
Mathematical Finance, Applications of computational methods in finance. Investigation of stability of ADI schemes with applications to PDEs from finance. Systemic risk. GPU computing in finance. Quantitative risk management within specific regulatory environment.
Publications
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K.J. in 't Hout and C. Mishra: Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms. Appl. Numer. Math 74, 83-94(2013).
