BHUBANESWAR - 751029, INDIA

Ordinary Differential Equation, Vector Calculus, Real Analysis

 Mathematical Finance

DST INSPIRE FELLOW (IF150406)

1. Gangadhar Nayak, “Computation of Option Greeks using Extended Normal Distribution”, Indian Journal of Natural Sciences, October 2021, Volume: 12, Issue: 68.

2. Gangadhar Nayak, Amit Kumar Singh and Dilip Senapati, “Computational modeling of non-Gaussian option price using non-extensive Tsallis’ entropy framework”, Computational Economics, June 2020, Springer.

3. Tanmay Mukherjee, Gangadhar Nayak and Dilip Senapati, “Evaluation of symbol error probability using a new tight Gaussian Q approximation”. International Journal of Systems, Control and Communications, Vol. 12, No. 1, 2021.

4. Gangadhar Nayak, Amit Kumar Singh, Subarna Bhattacharjee and Dilip Senapati, “A new tight approximation towards the computation of option price”. International journal of information and technology, March 2021, Springer.

1. Presented a paper entitled “Option Pricing Under Approximation” in the National Conference on Computational and Mathematical Engineering (CME2018) organised by Department of Mathematics, Parala Maharaja Engineering College held on 3rd and 4th February, 2018.

2. Presented a paper entitled “Computational modeling of option price under unconditional volatility distribution” in the first international conference on Applied Mathematics in Science and Engineering(AMSE-2019) organized by ITER, Siksha ‘O’ Anusandhan 24-26 October, 2019.

3. Presented a paper entitled “Derivation and application of option Greeks” in OHEPEE sponsered International conference on Advanced Mathematical Analysis and its Applications (ICAMAA-2020) held in the Department of Mathematics, Berhampur University.

1. Participated in the Lecturer Workshop on Mathematical Modeling of Extreme weather Events Over India organized by Department of Mathematics, Ravenshaw University held between 22nd February and 24th February, 2019.

2. Participated on the National Workshop on Computational and Industrial Mathematics organized by Department of Mathematics, School of Applied Sciences , KIIT University, held between 16th and 21st May 2017.