Research

Dr. Bhat, Sanjay

Head, Risk and Finance Group, TCS Innovation Labs, Hyderabad

 

Education:

  • Ph.D., Aerospace Science, University of Michigan, 1997
  • M.S., Aerospace Science, University of Michigan, 1993
  • B.Tech., Aerospace Engineering, Indian Institute of Technology Bombay, 1992

Research Interests

  • Stochastic processes and differential equations
  • Stochastic calculus and applications to finance
  • Systemic risk
  • Hedging of complex financial derivatives
  • Stability analysis and control of dynamical systems
  • Rotational kinematics and dynamics
  • Optimal control

List of Publications (PDF, 76 KB)

 


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