P.hd in Models of Interaction and Languages

Tata Institute of Fundamental Research
In Mumbai

Price on request
You can also call the Study Centre
22227... More
Compare this course with other similar courses
See all

Important information

  • PhD
  • Mumbai
Description

Important information
Venues

Where and when

Starts Location
On request
Mumbai
Homi Bhabha Road, Mumbai , 400005, Maharashtra, India
See map

Course programme

P.hd in Models of Interaction and Languages

Our research focuses on applied probability issues in areas including financial and insurance mathematics, performance analysis and optimization, communications networks and e-commerce. One important thrust area involves development of probabilistic asymptotes and efficient Monte Carlo simulation methodologies for small but important probabilities. These include applications in finance such as measuring and controlling probability of large losses due to credit risk in a loan portfolio, due to market risk in an investment portfolio. In insurance settings we consider estimation of ruin probabilities. In networks this involves estimation of extremely small buffer overflow and large delay probabilities. In reliability systems this involves estimation of performance measures such as system unreliability and mean time to failure. Other areas of interest include developing efficient simulation methodologies to price complex financial options, simulation based ordinal optimization methodologies, computational issues in Internet auctions. From methodological point of view, we focus primarily on simulation theory, queuing theory, large deviations theory and stochastic optimization.


Compare this course with other similar courses
See all