Students

Ph.D.

• I. Venkat Appal Raju, Pricing and Hedging of Derivatives in Markov-Modulated Markets through Benchmark Approach, Thesis defended in October 2011.
• Cosmika Goswami, Performance Analysis of Working Vacation Queueing Models in Communication Systems, Thesis defended in October 2010.

M.Sc. (Mathematics and Computing)

• Gurleen Kaur, Insurance Risk Models, 2008-2009.
• Anjaneyulu Karingu, Queueing Network Models for Software Architectures Performance Evaluation, 2007-2008.
• Aravind Kumar Marka, Computational Analysis of Quasi-Birth-Death (QBD) Processes, 2007-2008.
• Peyakunta Pranavi,  Queueing Models for Mobile Networks, 2007-2008.
• Venugopal Gaddam, Models for Buyer-Vendor Channel Coordination Problems, 2006-2007.
• Pravin Kumar Mishra, Call Blending in Call Centers, 2005-2006.
• Abhijit Choudhary,  Multi-Location Inventory Models: Modelling, Simulation and Management, 2004-2005.

B.Tech. (Mathematics and Computing)

• Rangoju Abilash and Vishal Kumar G, Performance Analysis of Power Saving Class Type III in IEEE 802.16e, 2010-2011.
• Arihant Jain and Gunuganti Aditya, An Empirical Study of Long Memory in Indian Stock Markets, 2010-2011.
• Hemant Kesarwani and Rajan Goyal, A Comparison of Monte Carlo Methods for Option Pricing, 2010-2011.
• Yogendra Boyapati, Oil Price Shocks and the Indian Stock Market, 2010-2011.
• Gaurav Pagaria and Deepak Dagar, Constrained Portfolio Optimization using Genetic Algorithm NSGA II, 2010-2011 (Co-Guide: Dr. S.P. Chakrabarty).
• Himanshu Bhatia, Risk Optimization in Life Insurance, 2009-2010.
• Pankaj Parag, Performance Analysis of Power Saving Class I of Sleep Mode Operation in 802.16e, 2009-2010.
• Yagyesh Kesarwani, Credit Risk: Modeling and Pricing, 2009-2010.

Other B.Tech. (in IIT Guwahati)

• Kunal Galav, Use of Genetic Algorithms in Portfolio Optimization, B.Tech. (CSE), 2009-2010 (Co-Guide: Dr. Santosh Biswas).

Others (from other institutes, summer projects, etc.)

• Hemajit Kalita, Volatility Estimation in Black-Scholes Model, Dept. of Mechanical Engg., N.I.T. Suratkal, 2007 (Summer: May-July).