プロフィール詳細

プロジェクトを作成

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LIJU P.に依頼

India

PhD Candidate in Computational Mathematics | Exotic Options Pricing | Numerical Methods

プロフィール概要

PhD researcher in computational mathematics at the National Institute of Technology Calicut, specializing in high-order numerical methods for PDEs and PIDEs with applications in quantitative finance and scientific computing. My work focuses on developing and implementing robust numerical algorithms for complex models, particularly in option pricing under Black–Scholes and jump-diffusion frameworks, using techniques such as spectral methods, spline-based discretizations, and BDF/IMEX schemes. I have published in internationally indexed journals and bring strong expertise in MATLAB and Python for building accurate, efficient, and well-validated numerical solvers. I offer research-grade solutions covering mathematical modelling, algorithm development, and quantitative finance applications, with an emphasis on stability, convergence, and computational performance. My approach ensures clean, reproducible code and clear technical documentation suitable for both research and industry use.

専門分野

• ★ Mathematical Models
• ★ Computational Mathematics
• ★ Mathematical Finance
• ☆ Applied Mathematics
• ☆ Pure Mathematics
• ☆ Investment Management
• ☆ Banking

サービス

• Writing
• Research

Writing Technical Writing

Research Scientific and Technical Research

職務経験

Teacher Assistant

National Institute of Technology Calicut

10月 2022 - 現在

Assisitant Professor

Government College Kasaragod

10月 2021 - 3月 2022

lecturer

Lecture in Mathematics

7月 2018 - 3月 2021

学歴

PhD Mathematics

National Institute of Technology Calicut

6月 2022 - 現在

Mathematics

Central University of Kerala

6月 2014 - 4月 2016

Mathematics

Government College Kasaragod

6月 2011 - 4月 2014

認定資格

• 認定資格の詳細は未入力です。

出版物

JOURNAL ARTICLE

Liju P, Ashish Awasthi (2025). A Computationally Efficient Hybrid Numerical Method for Asian Option Pricing in the Black-Scholes Framework . Computational Economics.

Vikash Vimal, Rajesh Kumar Sinha, Pannikkal Liju (2024). An unconditionally stable numerical scheme for solving nonlinear Fisher equation . Nonlinear Engineering.