Ankush Agarwal

Research Scholar
School of Technology and Computer Science
Tata Institute of Fundamental Research
Homi Bhabha Road, Colaba
Mumbai 400005, INDIA

I graduated from IIT Bombay in 2006 with a dual degree (bachelor and master degree) in Electrical Engineering. Before joining TIFR as a PhD student, I worked for three years at an energy trading desk.

Research Interests

Monte Carlo methods, Derivative pricing, Stochastic control, Rare event simulation

CV

CV in PDF

Courses

Mathematical Structures, Probability and its Applications, Computational Finance, Information Theory,
Approximation Algorithms, Mathematical Finance, Optimization, Some topics in Stochastic Processes

Extra-curricular

Cycling, Football, Photography

Links

Other webpage