Please use this identifier to cite or link to this item: https://ir.iimcal.ac.in:8443/jspui/handle/123456789/4635
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dc.contributor.authorChakrabarty, Siddhartha Pratim-
dc.date.accessioned2024-01-27T08:36:55Z-
dc.date.available2024-01-27T08:36:55Z-
dc.date.issued2023-12-
dc.identifier.urihttps://ir.iimcal.ac.in:8443/jspui/handle/123456789/4635-
dc.descriptionBiosketch: Siddhartha Pratim Chakrabarty is a Professor in the area of finance at the Indian Institute of Technology (IIT) Guwahati, since 2007. His areas of interest include Mathematical Finance (Pricing, Sustainable Finance, Algorithmic and High-Frequency Trading, Portfolio Theory, Financial Risk Management, Actuarial Mathematics and Data Science) and Mathematical Biology (deterministic, stochastic and control theoretic approaches, in modelling of biological phenomenon). He has co-authored a book on Mathematical Portfolio Theory and has more than 50 publications in international journals and conference proceedings in these areas. He has nearly fifteen years of experience in the teaching of courses in finance to both undergraduate and postgraduate students at IIT Guwahati. Professor Chakrabarty is a recipient of the faculty scholarship of Reserve Bank of India and is currently a Fellow of the Institute of Mathematics and Its Applications, UK.en_US
dc.description.abstractAs the world of quantitative finance celebrates fifty years of the seminal work of Black-Scholes, I take an overview of how this area has emerged in terms of reach, applicability and sophistication, and provide my take on the way forward. Black-Scholes had laid the foundation of pricing and risk management practices which has driven the unprecedented innovation in the financial markets, over the last five decades, which I discuss in the first half of this article. In the second half of the article, I present forth my views in what would constitute the thrust areas of research and innovation in financial engineering in the near future, identifying and dwelling upon high-frequency trading, sustainable finance and FinTech.en_US
dc.language.isoen_USen_US
dc.publisherThe Financial Research and Trading Laboratory (FRTL), IIM Calcuttaen_US
dc.subjectBlack-Scholesen_US
dc.subjectPricingen_US
dc.subjectRisk managementen_US
dc.subjectFinTechen_US
dc.titleFifty Years of Black-Scholes and the Quant Revolution: A Viewpointen_US
dc.typeArticleen_US
Appears in Collections:Issue 3, December 2023

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