Dr Purba Das
Lecturer in Financial Mathematics
Research interests
- Mathematics
Contact details
Biography
Dr. Purba Das joined the Mathematics Department in September 2023 as a Lecturer in Financial Mathematics.
Before that, she was a Byrne Research Assistant Professor of Mathematics at the University of Michigan (2022-2023).
Purba completed her DPhil in Mathematical Institute at the University of Oxford under the supervision of Professor Rama Cont (Oct. 2018- July 2022). Previously Purba received her Master’s degree in Applied Mathematics from Chennai Mathematical Institute (2016-2018), and Bachelor’s degree in Mathematics and Computer Science from Chennai Mathematical Institute (2013-2016).
Purba's personal website can be viewed here.
Research interests
Purba’s research interests lie in the fields of stochastic analysis and its applications to mathematical finance.
- Pathwise methods in stochastic analysis: Föllmer-Itô calculus, ‘roughness’ of functions.
- Roughness in finance: Rough volatility, Microstructure noise.
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
Probability
The Probability group in the Department of Mathematics at King's College London.
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
Probability
The Probability group in the Department of Mathematics at King's College London.