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Ajay R. Subramanian is an assistant professor of risk management and insurance in the Robinson College of Business at Georgia State University. His current research interests lie in mathematical finance, theoretical asset pricing and corporate finance, and applied probability. His work has appeared in widely-recognized journals such as the Journal of Finance, Journal of Financial Economics, Mathematical Finance, Accounting Review, Communications in Statistics (Stochastic Models).
Immediately after obtaining his PhD from Cornell University, Dr. Subramanian spent 3.5 years in industry as a quantitative research associate with the investment firm Susquehanna International Group in Bala Cynwyd, PA. He received a doctoral degree (PhD) in applied mathematics as well as a master of science (MS) degree in mathematics from Cornell University. He also received a master of arts (MA) degree in physics from the State University of New York at Stony Brook. As an undergraduate student at the Indian Institute of Technology in Bombay, he obtained a bachelor of technology degree in engineering physics.
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Steele, James, Ajay Subramanian, and Ismail Zahed (1995). General Correlation Functions in the Schwinger Model at Zero and Finite Temperature, Nuclear Physics B: Particles and Fields 452, 545-562. |
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Jarrow, Robert and Ajay Subramanian (1997). Mopping up Liquidity, Risk, invited paper in the December 1997 special anniversary issue. |
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Resnick, Sidney and Ajay Subramanian (1998). Heavy-Tailed Hidden Semi-Markov Models, Communications in Statistics-Stochastic Models, 14, 2, 337-352.
(DOWNLOAD PAPER - PDF) |
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Subramanian, Ajay (2001). European Option Pricing with General Transaction Costs and Short-Selling Constraints, Communications in Statistics- Stochastic Models, 17, 2, 215-245.
(DOWNLOAD PAPER - PDF) |
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Subramanian, Ajay and Robert Jarrow (2001). The Liquidity Discount, Mathematical Finance, 11, 4, 447-474.
(DOWNLOAD PAPER - PDF) |
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Subramanian, Ajay (2004). Option Pricing on Stocks in Mergers and Acquisitions, Journal of Finance, 59, 2, 795-831.
(DOWNLOAD PAPER - PDF) |
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Jain, Ashish and Ajay Subramanian (2004). The Inter-Temporal Exercise and Valuation of Employee Options, Accounting Review, 79, 3, 705-743.
(DOWNLOAD PAPER - PDF) |
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Clarke, Jonathan and Ajay Subramanian (2006). Dynamic Forecasting Behavior by Analysts: Theory and Evidence, Journal of Financial Economics, 80, 1, 81-113.
(DOWNLOAD PAPER - PDF) |
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AJAY SUBRAMANIAN, PhD
Assistant Professor of
Risk Management and Insurance
(404) 651-4627
insasu@langate.gsu.edu
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DEPARTMENT OF RISK MANAGEMENT AND INSURANCE
