Siddhartha Pratim Chakrabartyis Professor at the Department of Mathematics, Indian Institute of Technology Guwahati, Assam, India. With a long and varied experience of teaching and undertaking research work in a wide spectrum of subareas of finance, including financial engineering, mathematical finance, computational finance, Monte-Carlo simulation, portfolio theory and financial risk management, he has offered two Massive Online Open Course (MOOC) courses through the National Program for Technology Enhanced Learning (NPTEL), on mathematical finance and mathematical portfolio theory. Professor Chakrabarty is very passionate about undergraduate research, which has led to several publications with his undergraduate students, many of whom have gone on to secure prestigious positions in academia, data science, entrepreneurship and investment banking. In 2020, he was a recipient of the Scholarship Scheme for Faculty Members from Academic Institutions 2020 by the Reserve Bankof India. A very active in professional services and outreach activities, Prof. Chakrabarty has supervised four Ph.D. students and published 46 research articles.

Ankur Kanaujiya is Assistant Professor at the Department of Mathematics, National Institute of Technology Rourkela, Odisha, India. After completing his Ph.D. in the area of computational finance, he joined Birla Institute of Technology Mesra, Ranchi, Jharkhand, India, under the Technical Education Quality Improvement Programme (TEQIP) III before he moved to his current position. Dr. Kanaujiya has worked extensively in the areas of computational and applied mathematics with an emphasis on finance.

Bridges the gap between basic management and advanced mathematical topics on portfolio theory

Highlights topics on optimal portfolio strategies, bond portfolio optimization, and risk management of portfolios

Includes chapters on basics of financial markets, probability theory, and asset pricing models