Faculty
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Dr. Alpesh Kumar

PhD, Mathematics, IIT Kanpur
(Assistant Professor, Mathematics)
Email: alpeshk@rgipt.ac.in
Contact No: +91-8765497082

Education:

PhD, Mathematics, IIT Kanpur, Master of Science, Mathematics, University of Allahabad

Research Interest:

Computational finance, Mesh free methods, Numerical solution of partial differential equations.

Professional Experience

NBHM Postdoctaral Fellow, Department of mathematics and Statistics Indian Institute of Technology Kanpur, February 2016 – December 2016.

AWARDS

  1. Qualified Junior Research Fellowship (JRF) examination and National Eligibility Test (NET) for lectureship
  2. Conducted by the Council of Scientific & Industrial Research (CSIR), New Delhi in December 2007.

Publications

  1. Mohan K Kadalbajoo, Alpesh Kumar, and Lok Pati Tripathi, A radial basis function based implicit–explicit method for option pricing under jump-diffusion models. Applied Numerical Mathematics, 110 (2016), 159-173.
  2. Alpesh Kumar, Lok Pati Tripathi, and Mohan K Kadalbajoo, A numerical study of Asian option with radial basis functions based finite differences method. Engineering Analysis with Boundary Elements, 50 (2015), 1-7.
  3. Mohan K Kadalbajoo, Lok Pati Tripathi , and Alpesh Kumar, Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion Models. Journal of Scientific Computing, 65(3) (2015): 979-1024.
  4. Mohan K Kadalbajoo, Alpesh Kumar, and Lok Pati Tripathi, Application of the local radial basis function-based finite difference method for pricing American options. International Journal of Computer Mathematics, 92 (8) (2015), 1608 -1624.
  5. Mohan K Kadalbajoo, Alpesh Kumar, and Lok Pati Tripathi, A radial basis function based finite difference method for wave equation with an integral condition. Applied Mathematics and Computation, 253(2015), 8–16.
  6. Mohan K Kadalbajoo, Alpesh Kumar, and Lok Pati Tripathi, An efficient numerical method for pricing option under jump diffusion model. International Journal of Advances in Engineering Sciences and Applied Mathematics,7(3) (2015) 114-123.
  7. Mohan K Kadalbajoo, Alpesh Kumar, and Lok Pati Tripathi, Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option. Computers & Mathematics with Applications, 66(4) (2013), 500-511.
  8. Mohan K Kadalbajoo, Lok Pati Tripathi , and Alpesh Kumar, A cubic B-spline collocation method for a numerical solution of the generalized Black–Scholes equation. Mathematical and Computer Modelling, 55(3) (2012), 1483-1505.

Papers Presented At Conferences

  1. Application of RBF based finite difference technique for numerical approximation of multidimension Black-Schole equation. National Workshop and Conference on Evolution Equation: Theory, Method & Application, Indian Institute of Technology Kanpur, India, December 02-08, 2012.
  2. A radial basis function method for pricing European options under Merton's jump-diffusion model. International Conference on Mathematical Modeling and Numerical Simulation, Babasaheb Bhimrao Ambedkar University, Lucknow, India, July 01-03, 2013.
  3. A radial basis function based finite difference method for pricing Asian options, International Conference on Mathematical Modeling and Computer Simulation with Applications, Indian Institute of Technology Kanpur, India, December 31, 2013-January 02, 2014.
  4. A radial basis function based implicit explicit method for jump diffusion model arising in finance, International Conference on Mathematical Modeling and Computer, Indian Institute of Technology Madras, India, December 08-10, 2014.
  5. A radial basis function based operator splitting method for pricing American options, International Conference on Mathematical Modelling, Differential Equations, Scientific Computation & Applications, , Indian Institute of Technology Kanpur, India, March 27-29,2016.