Anandadeep Mandal

Anandadeep Mandal
ORCID: 0000-0002-1018-8719

Education/Academic qualification

  • Doctor of Philosophy, Cranfield University

    Research Area: Probability Distribution Fitting

Willingness to take PhD students

Yes

PhD projects

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

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

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Most downloaded publications

A primer on the pricing of electric energy options in Brazil via mean-reverting stochastic processes
Anandadeep Mandal, 17 May 2019, In : Energy Reports. 5, p. 594-601 8 p., 206.

Research output: Contribution to journal › Article › peer-review

121 downloads
Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market
Anandadeep Mandal & Mike Theobald, 16 Nov 2018, In : Review of Quantitative Finance and Accounting. 29 p.

Research output: Contribution to journal › Article › peer-review

65 downloads

Recent publications

COVID-19 in haematology patients: a multicentre West Midlands clinical outcomes analysis on behalf of West Midlands Research Consortium
Anandadeep Mandal, Dickens Pratt, 5 Nov 2020, In : British Journal of Haematology.

Research output: Contribution to journal › Letter › peer-review

Critical Care Support Improves Outcome of Haematology Admissions: A Retrospective Analysis during COVID Pandemic from UK: Importance of Critical Care during COVID-19
Anandadeep Mandal, 5 Nov 2020, In : Blood. 136, p. 17-18 2 p.

Research output: Contribution to journal › Article › peer-review

Do investors gain from forecasting the asymmetric return comovements of financial and real assets?
Anandadeep Mandal, Sunil Poshakwale, 10 Aug 2020, In : International Journal of Finance and Economics. p. 1-46 46 p.

Research output: Contribution to journal › Article › peer-review

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