Dr. Gifty Malhotra

Dr. Gifty Malhotra

Assistant Professor

Email: gifty@msrim.org

Ext: 107

About the Faculty

Dr. Gifty Malhotra is a PhD in Applied Mathematics from Delhi Technological University (Formerly Delhi College of Engineering), Delhi. She has done M.Sc. in Mathematics and B.Sc. General (Physics, Chemistry, Mathematics) from Panjab University, Chandigarh. She has published research papers in reputed ABDC (A), SCI and SSCI indexed Journals. Her research interest lies in the area of Financial Mathematics, Pricing of Options, Stochastic Volatility Modeling and Time Series Analysis.

Education

PhD in Applied Mathematics from Delhi Technological University (Formerly Delhi College of Engineering), Delhi

Affiliation

Assistant Professor, M S Ramaiah Institute of Management, Bengaluru

Area of Research

Financial Mathematics, Option Pricing, Stochastic Volatility Modeling and Time Series Analysis

Awards & Recognitions

  1. Qualified National Eligibility Test (NET-JRF) in Mathematical Sciences, conducted jointly by Council of Scientific and Industrial research (CSIR) and University Grants Commission (UGC) with all India rank 58 in 2013.
  2. ‘Commendable Research Award’ for the ‘Excellence in Research during the year 2018’ at the Research Excellence Awards, Delhi Technological University, Delhi in March 2019.
  3. ‘Commendable Research Award’ for the ‘Excellence in Research during the year 2019’ at the Research Excellence Awards, Delhi Technological University, Delhi in March 2020

Research Publication

  1. Gifty Malhotra, R. Srivastava and H. C. Taneja. (2018). Quadratic Approximation of the Slow Factor of Volatility in a Multifactor Stochastic Volatility Model. Journal of Futures Markets, 38, 607 – 624. https://doi.org/10.1002/fut.21895
  2. Gifty Malhotra, R. Srivastava and H.C. Taneja. (2019). Calibration of the Risk-Neutral Density Function by Maximization of a Two-Parameter Entropy. Physica A: Statistical Mechanics and its Applications, 513, 45--54. https://doi.org/10.1016/j.physa.2018.08.148
  3. Gifty Malhotra, R. Srivastava and H.C. Taneja. (2022). Pricing of the Geometric Asian Options Under a Multifactor Stochastic Volatility Model. Journal of Computational and Applied Mathematics, 406, 113986. https://doi.org/10.1016/j.cam.2021.113986

Memberships

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Training & Consultancy

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Research Person

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