Research Areas
Pioneering research covering all areas of quantitative finance at the IITB-Citadel Securities Quantitative Research Lab.
Research Areas
The IIT Bombay-Citadel Securities Quantitative Research Lab focuses on pioneering research covering all areas of quantitative finance.
Quantitative Finance
The research in quantitative finance focuses on developing models to examine and analyze financial markets to make informed investment decisions.
- Sophisticated models for pricing of securities, and algorithmic trading
- Statistical arbitrage
- Derivative pricing and hedging strategies
- Portfolio optimization
Quantitative Finance
Sophisticated models for pricing of securities, and investment management.
Algorithmic Trading
Computational methods for high frequency trading strategies and execution.
Financial Technology
Disruptive technologies transforming banking and financial markets.
Risk Analytics
Sophisticated models for measuring and mitigating financial risks.