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Anurag Gupta
Visiting Associate Professor of Finance
Joined Stern: 2008
Leonard N. Stern School of Business
Kaufman Management Center
44 West 4th Street, Room 9-74 New York, NY 10012
Email:
agupta0@stern.nyu.edu |
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- Development and empirical testing of fixed income option pricing models
- Term structure modeling
- Evaluation of capital adequacy of financial institutions
- Hedge fund risk management and regulation
- Liquidity risk analysis in option markets
- Credit risk estimation in the banking industry
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Academic Background
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| B.S., Chemical Engineering | IIT Delhi | | M.B.A. | IIM Calcutta | | Ph.D., Finance | New York University Stern School of Business |
Biography
Anurag Gupta joined New York University Stern School of Business as a Visiting Associate Professor of Finance in September 2008. He is an Associate Professor of Finance at the Weatherhead School of Management, Case Western Reserve University, in Cleveland, Ohio.
Prior to joining NYU Stern, Professor Gupta was a visiting professor at the Indian School of Business and Hong Kong University of Science and Technology. He is the founding director of the Cleveland Chapter of the Global Association of Risk Professionals (GARP). He worked for more than two years in general management consulting in India, and was awarded the Director’s Silver Medal at Indian Institute of Management, Calcutta and the President’s Silver Medal at Indian Institute of Technology, Delhi.
Professor Gupta’s research and teaching interests include development and empirical testing of fixed income option pricing models, term structure modeling, evaluation of capital adequacy of financial institutions, hedge fund risk management and regulation, liquidity risk analysis in option markets and credit risk estimation in the banking industry. His research work has been published in top finance journals including the Journal of Financial Economics, Journal of Finance, Journal of Financial Markets, Journal of Banking and Finance and Journal of Derivatives. He won the 2004 FMA Best Paper Award in Fixed Income Research, and has presented research papers at numerous international finance conferences. He was nominated for the M.B.A. Teaching Excellence Award at the Weatherhead School in 2002, 2004, 2007 and 2008. He has conducted executive education programs in corporate risk management, fixed income option modeling, and advanced risk estimation methods at several institutions across Asia.
Professor Gupta earned his B.S. in Chemical Engineering from IIT Delhi, his M.B.A. from IIM Calcutta and his Ph.D. in Finance from New York University Stern School of Business.
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