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Official Website of Rajiv Gandhi Institute of Petroleum Technology, Jais, Amethi, India. / Computational Finance

Computational Finance

Computational finance sometimes also referred as "mathematical finance" or "financial engineering", used the fundamental concepts of mathematics, statistics to solve the problems arises in finance.

Major Research Areas

  • Development and analysis of numerical methods for option pricing problems
  • Analysis of higher order methods for pricing American style options
  • Development and analysis of numerical methods for option pricing problems arises in the energy markets
  • Energy price modelling and Simulation