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1.

Bonds and options valuation using a conditioning factor approach / by Sankarshan Basu. [Working Paper] Basu, Sankarshan

Call Number	332.6323 WP.IIMB-CCMR.P6/5
Author	Basu, Sankarshan
Title	Bonds and options valuation using a conditioning factor approach / by Sankarshan Basu.
Publication	Bangalore, Indian Institute of Management Bangalore: 2006.
Subject	Calculate prices Stochastic volatility Zero-coupon bond

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2.

Cox process with log - normal intensity / by Sankarshan Basu, Angelos Dassios. [Working Paper] Basu, Sankarshan

Call Number	368.0122 WP.IIMB-CIRE.P2/1
Author	Basu, Sankarshan
Title	Cox process with log - normal intensity / by Sankarshan Basu, Angelos Dassios.
Publication	Bangalore, Indian Institute of Management Bangalore: 2002.
Subject	Cox process Ornstein uhlenbeck process Reinsurance Stop-loss reinsurance

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3.

Developmement of utility function for life insurance buyers in the Indian market / by Goutam Dutta, Sankarshan Basu, Jose John. Dutta, Goutam

Author	Dutta, Goutam
Title	Developmement of utility function for life insurance buyers in the Indian market / by Goutam Dutta, Sankarshan Basu, Jose John.
Publication	Ahmedabad, Indian Institute of Management: 2008.
Subject	Utility theory Indian Markets finance Indian Institute of Management Ahmedabad India

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4.

Doubly stochastic poisson process with log-normal intensity / by Sankarshan Basu, Angelos Dassios. Basu, Sankarshan

Author	Basu, Sankarshan
Title	Doubly stochastic poisson process with log-normal intensity / by Sankarshan Basu, Angelos Dassios.
Publication	London, London School of Economics and Political Science:
Subject	Cox process Ornstein uhlenbeck process Stop-loss reinsurance

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5.

Markov chain based no-claim-discount system / by Shubhabrata Das, Sankarshan Basu. [Working Paper] Das, Shubhabrata

Author	Das, Shubhabrata
Title	Markov chain based no-claim-discount system / by Shubhabrata Das, Sankarshan Basu.
Publication	Bangalore, Indian Institute of Management Bangalore: 2003.
Subject	Discrete time parameter Markov chain No-claim-discount Transition probability

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6.

Simple approximations of the Asian options: An alternative numerical technique / by Sankarshan Basu, Angelos Dassions. [Working Paper] Basu, Sankarshan

Call Number	332.6453 WP.IIMB-CCMR.P6/6
Author	Basu, Sankarshan
Title	Simple approximations of the Asian options: An alternative numerical technique / by Sankarshan Basu, Angelos Dassions.
Publication	Bangalore, Indian Institute of Management Bangalore: 2006.
Subject	Asian option Brownian motion

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7.

Stochastic linear programming model for asset liability management in an insurance company: An Indian example / by Sankarshan Basu, Ankur Garg, Apoorva and others Tiwari. Basu, Sankarshan

Author	Basu, Sankarshan
Title	Stochastic linear programming model for asset liability management in an insurance company: An Indian example / by Sankarshan Basu, Ankur Garg, Apoorva and others Tiwari.
Publication	Bangalore, Indian Institute of Management Bangalore: 2006.

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8.

Term structure estimation in illiquid government bond markets: An empirical analysis for India / by K Vaidyanathan, Goutam Dutta, Sankarshan Basu. [Working Paper] Vaidyanathan, K

Author	Vaidyanathan, K
Title	Term structure estimation in illiquid government bond markets: An empirical analysis for India / by K Vaidyanathan, Goutam Dutta, Sankarshan Basu.
Publication	Ahmedabad, Indian Institute of Management Ahmedabad: 2002.
Subject	Fixed income securities Illiquid markets Non-linear constrained optimization

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9.

Database structure for a multi stage stochastic optimization based decision support system for asset-liability management of a Life Insurance company : [Working Paper]/ by Harish V Rao and etal. Rao, Harish V

Author	Rao, Harish V
Title	Database structure for a multi stage stochastic optimization based decision support system for asset-liability management of a Life Insurance company : by Harish V Rao and etal.
Publication	Ahmedabad : Indian Institute of Management , 2014
Subject	Decision support system Stochastic optimization Financial institutions Strategic planning

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10.

Country risk analysis in emerging markets : The Indian example [Working Paper]/ Basu, Sankarshan

Author	Basu, Sankarshan
Title	Country risk analysis in emerging markets : The Indian example
Publication	Bangalore : Indian Institute of Management Bangalore , 2011
Subject	Country risk Country Beta model Risk modeling

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