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| Tanmoy Svarup Neog | ||||||
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Senior Lecturer, Mathematical Sciences Foundation
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Educational Qualifications |
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B.A. Mathematics (H), St.Stephen's College, Delhi University. |
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M.Sc. Financial Mathematics, University of Warwick, UK. Masters dissertation on " Pricing FX Quanto Options under Stochastic Volatility" |
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Research Interests |
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Statistical Arbitrage in equity markets. | |||||
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Applications of signal processing to filtering financial time series data. | |||||