Satrajit Mandal

About

My research interest is mathematical finance.

Employment

• O. P. Jindal Global University Assistant Professor
  2025 - Present

Education

• Indian Institute of Technology Kharagpur Ph.D.
  2017 - 2025
• University of Tartu Master of Science in Financial Mathematics
  2015 - 2016
• National Institute of Science Education and Research Master of Science (5-year Integrated Programme) in Mathematics
  2010 - 2015

Projects & Funding

Projects & funding information is unavailable.

Publications (5)

• A Fuzzy Jump-Diffusion Option Pricing Model Based on the Merton Formula
  Asia-Pacific Financial Markets 2025 DOI: 10.1007/s10690-024-09456-9
  +Save
• Tail risk optimized portfolio across states in Asia-Pacific markets with higher-order dependence
  Macroeconomics and Finance in Emerging Market Economies 2022 DOI: 10.1080/17520843.2021.1922167
  +Save
• A directional movement trading strategy using jump-diffusion price dynamics
  International Journal of Financial Markets and Derivatives 2022 DOI: 10.1504/ijfmd.2022.122357
  +Save
• Characteristics analysis of behavioural portfolio theory in the Markowitz portfolio theory framework
  Managerial Finance 2022 DOI: 10.1108/MF-05-2021-0208
  +Save
• Corrections in Heston model derivations for bond options
  International Journal of Bonds and Derivatives 2018 DOI: 10.1504/ijbd.2018.097402
  +Save