Faculty

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Dr. Samir Ranjan

Professor

Alliance School of Business

Dr. Samir Ranjan is a senior professional in the area of Quantitative Finance. He holds a Ph.D. in theoretical physics from Purdue University, Indiana, USA; an M.S. in Mathematical Finance from Columbia University, New York; and a Master’s in Physics from St. Stephen’s College, the University of Delhi.

Dr. Ranjan has over a decade of experience in the financial industry and many years in the area of Decision Sciences in the U.S.

Dr. Ranjan is very well known and sought after for his expertise in his niche area of Mathematical Finance. Some of his recent engagements include work on credit risk models for the World Bank and being a Senior Strategic Advisor to Rising Ahead on a number of business initiatives of the company.

  • Samir Ranjan, Mikhail V. Fistul, and G. F. Giuliani. (1995) Theory of under barrier inelastic scattering in Josephson junctions. Talk at the March Meeting, American Physical Society in San Jose, California, 1995.
  • Samir Ranjan, Mikhail V. Fistul, and G. F. Giuliani. (1996) Barrier inelastic scattering and critical current of a Josephson junction. Talk at the March Meeting of the American Physical Society in St. Louis, 1996
  • Samir Ranjan, Mikhail V. Fistul, and G. F. Giuliani (1997) Proximity effect and inelastic scattering in S-N-S Josephson junctions, Talk at the March Meeting of the American Physical Society in Kansas City, 1997.
  • Samir Ranjan, Mikhail V. Fistul, and G. F. Giuliani (1995) Theory of under barrier inelastic scattering in Josephson junctions, Poster presented at the Midwest Superconductivity Consortium meeting in Columbia, Missouri, July 1995.
  • Samir Ranjan, Mikhail V. Fistul, and G. F. Giuliani (1996) Theory of under barrier inelastic scattering in Josephson junctions, Poster presented at the Midwest Solid State Theory conference in Urbana, Illinois, October 1996.
  • Samir Ranjan, Mikhail V. Fistul, and G. F. Giuliani (1997) Proximity Effect and Inelastic scattering in a S-N-S Josephson junction, Poster presented at the Midwest Superconductivity Consortium meeting in Bloomington, Indiana, February 1997.

  • Sangita Dutta Gupta, Samir Ranjan, Namrata Goswami, Mamata Sripriya, Nehal Salome Prasad, and Priyal Arora, Gold Price and Bond Price: Past, Present and Future. Accepted for publication in Empirical Economics Letters (ABDC ‘C’).
  • Samir Ranjan, Chiranjeevi B., N. R. Muralikrishna, Leander Jones, Siddharth Misra, and Sangita Dutta Gupta, 2019, “Corporate Bond Default Prediction Using Z Score and Sentiment Analysis.” Adalya Journal, Vol. 8, Issue 12, pp. 468-487.
  • Samir Ranjan, Mikhail V. Fistul, and G. F. Giuliani (1997) Effects of intrinsic inelastic scattering on the critical current of a Josephson Junction. Lett., Vol. 39, No. 3, pp. 317-321 (1997).
  • Samir Ranjan, Mikhail V. Fistul, and G. F. Giuliani (year needed) Underbarrier inelastic electronic interactions of electrons in a S-I-S Josephson Junction. Submitted to Physical Review B. (preprint available).
  • Samir Ranjan, Mikhail V. Fistul, and G. F. Giuliani (year) Proximity effect and inelastic scattering in a S-N-S Josephson junction, (To be published).

Awards and Honors

  • September 2015: Award for Teaching Excellence, O. P. Jindal Global University, India
  • April 97: The Lark-Horovitz Prize in Physics in recognition of demonstrated ability and exceptional promise in research, Purdue University.
  • April 97: The Edward S. Akeley Memorial Award in Theoretical Physics, for the best dissertation, Purdue University.
  • Summer 90 and 95: David Ross Fellowship, Purdue University.
  • December 84: Junior Research Fellowship from University Grants Commission, India, through a nationally competitive examination (NET)
  • July 76 - July 82: State Merit Scholarship from the Government of Bihar, India.

Other Professional Engagements

  • July 2019: Conducted Training Programs for Indian Institute of Quantitative Finance, Mumbai, India
  • Financial Mathematics
  • Monte Carlo Simulation Methods for Financial Engineering
  • Numerical Methods for Partial Differential Equations
  • June 2018: Conducted Training Programs for Indian Institute of Quantitative Finance, Mumbai, India
  • Monte Carlo Simulation Methods for Financial Engineering
  • Numerical Methods for Partial Differential Equations
  • December 21, 2017: Chaired a session at the 2nd CRISIL Doctoral Symposium held at IIM Bangalore, India at the 7th India Finance Conference
  • May 2017: Conducted Training Programs for Indian Institute of Quantitative Finance, Mumbai, India
    • Fixed-Income Analytics
    • Interest-Rate ModelingAlso, prepared the syllabus of programs on Financial Engineering
  • Also, prepared the syllabus of programs on Financial Engineering.