![Purba Das](/newimages/nmes/person-profile-160x160/purba-das.xba040866.png?w=540&h=599&crop=540,540,0,30&f=webp)
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
![FEATURE Finance](/newimages/nmes/feature-images-800x430/FEATURE-Finance.x6c71ff92.jpg?w=819&h=440&crop=780,440,20,0&width=380&height=215&fit=crop&f=webp)
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
![aq ioppn mathstats](/image-library/aq-ioppn-mathstats.x5b0c5d36.jpg?w=1424&h=440&crop=780,440,322,0&width=380&height=215&fit=crop&f=webp)
Probability
The Probability group in the Department of Mathematics at King's College London.
Research
![FEATURE Finance](/newimages/nmes/feature-images-800x430/FEATURE-Finance.x6c71ff92.jpg?w=819&h=440&crop=780,440,20,0&width=380&height=215&fit=crop&f=webp)
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
![aq ioppn mathstats](/image-library/aq-ioppn-mathstats.x5b0c5d36.jpg?w=1424&h=440&crop=780,440,322,0&width=380&height=215&fit=crop&f=webp)
Probability
The Probability group in the Department of Mathematics at King's College London.