Research

Dr. Chellaboina, Vijaysekhar

Principal Scientist & Head - Quantitative Finance Group, TCS Innovations Lab, Hyderabad

 

 

Education:

  • PhD, Aerospace Engineering, Georgia Institute of Technology, 1996
  • MS Mechanical Engineering, Florida Institute of Technology, 1993
  • BTech Mechanical Engineering, Indian Institute of Technology, Madras, 1991

Research Interests:

  • Stochastic modeling and quantitative finance
  • Pricing and hedging of complex derivatives
  • Portfolio analysis and stochastic optimization
  • Risk analysis and management
  • Actuarial modeling
  • Risk management for non-financial applications
  • Computational finance
  • Stochastic calculus and differential equations
  • Stability analysis and control of dynamic systems
  • Robust stability and dissipativity for linear and nonlinear systems
  • Stability of hybrid and impulsive dynamical systems
  • Lyapunov function theory
  • Applications to biomedical systems

List of Publications (PDF, 211 KB) 

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