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Sellamuthu Prabakaran
Sellamuthu Prabakaran completed his Doctor of Philosophy (Ph. D) in Mathematical finance (Derivative – Black Scholes Option Pricing Model) from Department of Management Studies, Indian Institute of Technology – Roorkee, Roorkee, India, 2007 and had obtained his Bachelor’s degree, B.E in Mechanical Engineering and Master’s Degree, M. Tech in Industrial Engineering & Management, in the year 1994 and 2001, from the Bharath Institute of High Education & Research (Deemed University) and Indian School of Mines (ISM), Dhanbad, India, respectively. Presentally, he is working as Associate professor at Department of Finance & Organization, Business School, Universidad Del Norte, and Barranquilla, Colombia. Atlantic, S. A. And he worked more than 4 years as a First Head & Asst. Professor of the Finance Department, College of Business Administration in Al – Kharj (CBAK), King Saud University (KSU), Riyadh, Kingdom of Saudi Arabia (KSA) and 2 years worked as an Asst. Professor at University of Petroleum and Energy Studies (UPES), New Delhi, Gurgaon. India. His research work comprises of modelling and analysis of the uncertainties in financial markets using statistical mechanics principles. The standard route to pricing of derivatives and similar financial assets is through the stochastic calculus and Ito’s Lemma that leads us to the celebrated Black Scholes formula for option pricing. A comprehensive theory of quantum mechanics has also developed as a theory of “random walks”. The contemporary candidate for a unified theory of the fundamental forces of Nature (i.e. string theory) also makes extensive use of random surfaces by using of theory of stochastic process. And he had worked on the project entitled “Working Capital Management in a Manufacturing organization – A case Study of TISCO” during his M. Tech programme. His interested in the research area of: Mathematical Finance (Derivatives-Black Scholes Option Pricing Model), Application of Statistical Mechanics in Management Problems, Applications of fuzzy stochastic calculus in the pricing of derivatives, Applications of the methods of quantum electrodynamics & field theory in finance, Quantum Computing, Game Theory, Quantum Finance and Quantum Field Theory.
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