Download Satya Bhan - Graduateland

Sumit Kumar Sinha ([email protected])
Education:
5003 Campus Hill Drive
Apt E303
Okemos, MI 48864
Phone :( +1)5172306462
Michigan State University, East Lansing, MI
AUG 06 – to date
 PhD. Statistics –Mathematical finance (Scheduled Graduation: June, 2011)
(PhD Thesis: The Continuous-Time Principal-Agent Problem with Moral Hazard and Recursive
Preferences)
Indian Statistical Institute, Bangalore, India
M. Math
Indian Statistical Institute, Bangalore, India
B. Math
AUG 03 – JUL 05
JUL 00 – MAY 03
Research:
 Maximum Principle for Multidimensional Backward Stochastic Differential Equation (BSDE) –
Developed the theory of multi-dimensional linear BSDE and solved the maximization problem
under constraint.
 Stochastic control theory and Functional Ito Calculus- Extended the result of Dupire, Bruno and
working on applications to the theory of BSDE and stability of functional SDE.
Courses:
 Financial mathematics and modeling techniques (Black-Scholes, pricing and hedging derivatives,
binomial and trinomial tree, interest rate models, complete market theory, stochastic integrals)
 Advanced Statistics and Probability theory
 Stochastic Processes and Brownian motion, Stochastic Differential Equation in infinite dimensions,
Semi martingales and Stochastic Calculus, Stability Theory of SDE’s, PDE, Time-series.
Experience:
Michigan State University
Graduate Teaching Assistant
 Lead teaching assistant for statistics for business statistics (STT 315).
 Highest teaching competence score holder each year.
East Lansing, MI
AUG 06 – to date
Consultant- CSTAT, Center for Statistical Training and Consulting
Aug 10 – to date
 Consulted in areas ranging from categorical data analysis, survival and regression analysis,
Hypothesis testing and used SAS, R, SPSS to solve problem.
Marketics Technologies India Pvt. Ltd, India
Statistician
 Developed logistic and Survival model in SAS.
 Actively participated in presenting solutions to Clients.
Bangalore, India
May 05 - MAY 06
Articles and Papers Published:

“The Continuous-Time Principal-Agent Problem with Moral Hazard and Recursive Preferences”
Submitted to Journal of Economic Theory, 2010.

“Functional Ito Formula” Submitted to Stochastic Processes and Applications, 2011

“A Maximum Principle for Multi-dimensional BSDEs” Working Paper.

“Classroom Experiment to verify the Lorentz Force” in Resonance in March 2003.

“Necklaces, Periodic Points and Permutation representations” in Resonance in Nov 2001.
Conferences:
 Conference on Arithmetic Geometry in HRI, Allahabad, 2002.
 India-AMS Conference in Bangalore, 2003.
 Special Semester on “Stochastics with Emphasis on Finance" held at RICAM, Linz, 2009.
 “Research in Option” in Rio, Brazil, 2010.
Skills:
Competences
 Inquisitive and persistent to deliver results
 Logical, reliable and accurate in problem solving
 Strong presentation, communication and interpersonal skills
IT Skills
 Minitab, C++, SAS, Excel, SPSS, R, VBA (Beginner)