University of Maryland at College Park
Robert H. Smith School of Business
Area of Expertise and Time at School;
Ph.D. in Economics, University of Maryland. Ph.D. in Mathematics, University of Maryland.
I am particularly fascinated by how mathematical analysis, economic theory, and statistical methodology may be employed to extract interesting information from financial market data. My particular area of expertise is Mathematical Finance with its wide array of theoretical, applied and innovative concerns that range from issues of formulating and testing our understanding of market price determination to the more detailed aspects of pricing particular claims, like the wide range of equity and fixed income derivatives now traded, and improving the quality of risk management through the development innovative financial products and better methods for processing financial information.
To learn more about my recent work please see search for articles by Dilip B. Madan at the Social Science Research Network.