Prof. Jayanth R. Varma - Research Interests

Core Research Interests

Financial Markets and Pricing Models
Study of money and debt markets, equity markets, foreign exchange markets, derivative markets; pricing and valuation of various securities; market microstructure; regulatory and policy issues.
Financial Sector
Financial sector reforms; functioning of banks, financial institutions and the financial services industry in general
International Finance
International financing and investment decisions and foreign exchange risk management.

Broader Research Interests

Broader research intersts include mathematical modelling, simulation, computer graphics and expert systems. Much of the work in these areas is related to research in financial markets. But the research interest in these fields is broader and encompasses, for example, a paper on the application of non euclidean geometry to computer graphics.