Dr Anandadeep Mandal

Dr Anandadeep Mandal

The Department of Finance
Lecturer in Finance

Contact details

Address
University of Birmingham
Edgbaston
Birmingham
B15 2TT
UK

Anand is an Assistant Professor (Lecturer) in Finance. His research underpins a desire to learn, understand and explain the complex dynamics of financial markets and their behaviour using applied mathematics.

Qualifications

  • PhD on Probability Distribution Fitting, Cranfield University (2016)
  • MRes in Management Science, Cranfield University (2012)
  • MSc in Finance and Investments, Durham University (2008)

Teaching

Undergraduate: Advanced Finance

Postgraduate: Risk Management

Postgraduate supervision

Themes: Asset Pricing, Risk Analytics, Derivatives Market, Investment Science

Applied Techniques: Stochastic Processes, Econometrics, PDEs, Stochastic Calculus, DGSE processes

Publications

Recent publications

Article

Mandal, A, Moreira Barreto de Oliveira, A & J. Power, G 2019, 'A primer on the pricing of electric energy options in Brazil via mean-reverting stochastic processes', Energy Reports, vol. 5, 206, pp. 594-601. https://doi.org/10.1016/j.egyr.2019.03.010

Poshakwale, S, W. Taunson, J, Mandal, A & Theobald, M 2018, 'Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market', Review of Quantitative Finance and Accounting. https://doi.org/10.1007/s11156-018-0777-7

Mandal, A & Poshakwale, S 2017, 'Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market', Review of Quantitative Finance and Accounting, vol. 48, no. 4, pp. 859-892. https://doi.org/10.1007/s11156-016-0580-2

Mandal, A & Poshakwale, S 2016, 'What drives asymmetric dependence structure of asset return comovements?', International Review of Financial Analysis, vol. 48, pp. 312-330. https://doi.org/10.1016/j.irfa.2015.07.001

Mandal, A & Poshakwale, S 2016, 'Determinants of asymmetric return comovements of gold and other financial assets', International Review of Financial Analysis, vol. 47, pp. 229-242.

Mandal, A & Poshakwale, S 2014, 'Investor behaviour and herding: evidence from the National Stock Exchange in India', Journal of Emerging Markets Finance, vol. 13, no. 2, pp. 197-216.

Mandal, A & Sahoo, B 2007, 'Efficiency Evaluation of Banking Sector: Assessing India’s Liberalization Policy', International Journal of Operational Research, vol. 4, no. 2, pp. 63-79.

View all publications in research portal