Personal Home Page of S. Baskar

Research Areas

• Numerical Analysis of Partial Differential Equations
  • Hyperbolic Conservation Laws
  • Hamilton-Jacobi Equations
  • Applications to Nonlinear Wave Phenomena
• Computational Finance and Stochastic PDEs
  • Mathematical Modeling and Numerical Methods
  • Deep Learning for Financial Applications

Courses Taught Recently

SI 527 : Introduction to Derivative Pricing

SI 507 : Numerical Analysis (Also on NPTEL)

SI 427 : Introduction to Probability Theory

MA 417 : Ordinary Differential Equations

Teaching Awards

Institute Level Excellence in Teaching Award (Prof. S. P. Sukhatme Award), IIT Bombay, 2020

Departmental Level Excellence in Teaching Award, Mathematics Department, IIT Bombay, 2018

Contact

Email: baskar AT math DOT iitb DOT ac DOT in

Phone: +91-22-25767463 (Office)