About Me
Hi! I am Devang, a Grad student in Department of Mathematics, Indian Institute of Technology Guwahati. My area of research deals with developing efficient Monte Carlo algorithms for Finance Application such as Option Pricing, Risk Management, etc.
Publications/Pre-prints
- Sinha, Devang, and Siddhartha P. Chakrabarty. "A review of efficient Multilevel Monte Carlo algorithms for derivative pricing and risk management." MethodsX (2023): 102078.
- Sinha, Devang, and Siddhartha P. Chakrabarty. "Multilevel Richardson-Romberg and Importance Sampling in Derivative Pricing." arXiv preprint arXiv:2209.00821 (2022).
Teaching
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Teaching Assistant - IIT Guwahati
- MA101 - Mathematics I, Fall 2020
- MA201 - Mathematics III, Fall 2021
- MA102 - Mathematics II, Winter 2021, Winter 2022
- MA473 - Computational Finance, Fall 2022
- MA592 - Mathematical Finance, Fall 2023
Contact
Email:
Mailing Address:
Research Scholar Lab, E1-Block, Cabin 5, Department of Mathematics, IIT Guwahati, Guwahati, Assam, 781039, India.