TRDDC
54 B Hadapsar Industrial Estate
Pune, Maharashtra 411013
India
Tata Consultancy Services Ltd.
Interplay between finance and Insurance, cyber risk index, cyber liability insurance pricing, Gaussian, t and Gumbel copulas, operational risk, value at risk (VaR), conditional tail expectation (CTE), BASEL regulations, pricing of contingent claims in incomplete markets, Monte Carlo simulations
Tokenomics, Cryptocurrency, Initial Coin Offering (ICO), Blockchain applications, Bass Model, Option pricing with Bass Model parameters
Bitcoin, Crypto-currencies, Sharpe Ratio, Sortino Ratio, Value at Risk, Expected Shortfall, Extreme Value Theory, Asymmetric GARCH models, GARCH in Mean models
Weather derivatives, rainfall insurance in India, pricing in incomplete markets, Gaussian and t Copulas, agriculture yields, Monte Carlo simulations
Securitization, weather derivatives, rainfall insurance in India, CAT bonds, rainfall call options, t Copulas, Monte Carlo simulations, value at risk (VaR), optimization, pricing in incomplete markets
Weather derivatives, rainfall insurance in India, generalized linear models, gamma GLM, quasi-likelihood GLM, modelling of daily rainfall process. Monte Carlo simulations
Adaptive Market Hypothesis, Efficient Market Hypothesis, Rolling Variance Ratio Tests, Indian Stock Market
Asymmetric GARCH models, GJR-GARCH, EGARCH, Exchange Rates, Central Bank Interventions
Asymmetric Dynamic Conditional Correlation, Volatility, Portfolio Diversification, GARCH Models, COVID-19 Crisis, Sub-prime Mortgage Crisis, NASDAQ Sectors, Nifty Sectors, Fourth Industrial Revolution, Industry 4.0, VaR, Expected Shortfall, Extreme Value Theory
textual analysis; sentiment analysis; COVID-19; Form 10-K; financial constraints; complexity; Industry 4.0
Patents, Intellectual Property
Cyber insurance pricing, data security, data privacy, utility principle, operational risk, value at risk, Basel regulations, pricing of contingent claims in incomplete markets, Monte Carlo simulations
