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Sarath Kumar Jayaraman

Researcher

+1 (403) 220-6886

Mathematical Sciences 372

sarathkumar.jayarama@ucalgary.ca

Research Interests

Derivatives Pricing and Hedging

Currently Teaching

Not currently teaching any courses.

view past courses

Publications

Journal Articles - Peer Reviewed

Cao, Hongkai, Badescu, Alexandru, Cui, Zhenyu and Jayaraman, Sarath Kumar. "Valuation of VIX and Target Volatility Options with affine GARCH models". Journal of Futures Markets 40.12 (2020): 1880-1917. Print.

Preprint

Augustyniak, Maciej, Badescu, Alexandru, Bégin, Jean-François and Jayaraman, Sarath Kumar. "Long memory in option pricing: A fractional discrete-time approach". submitted, (2022). Print.

$Photograph of Sarath Kumar Jayaraman$

Degrees

MSc - Actuarial Science
N.UniversityI.Dublin, 2014
BSc - Mathematics
Madras University, 2013

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