Ramaprasad Bhar
Dr., Associate Professor, School of Banking and Finance, Australian School of Business, The University of New South Wales, Sydney, Australia
E-mail: r.bhar@unsw.edu.au
QUALIFICATIONS
• PhD (Thesis title "Volatility in Interest Rates and Interest Rate Futures: Properties and Estimation in an Arbitrage-Free Framework"), University of Technology, Sydney
• MBA (Finance specialty strand), University of Technology, Sydney
• MASc (Computer Science), University of Waterloo, Canada
• MTech (Radio Physics & Electronics), University of Calcutta, India
• BTech (Radio Physics & Electronics), University of Calcutta, India
• BSc (Honours in Physics), University of Calcutta, India
RESEARCH AREAS
• Hidden Markov Models
• Estimation of Stochastic Volatility Models
• State Space Models with Markov Switching
• Non-fundamental Component of Asset Price
• Dynamic Bayesian Algorithm
• Portfolio Flows and Its Impact on Asset Prices
• Independent Component Analysis for Factor Models
• Credit Risk Modelling
PROFESSIONAL ACTIVITIES
Reviewer, ARC Linkage grants applications.
• Academic referee for journal papers in: Journal of Computational Finance, Journal of Futures Markets, Journal of Economic Dynamics and Control, Computational Economics, Journal of Empirical Finance, The European Journal of Finance, Journal of International Money and Finance, Journal of Economics and Finance.
• Various consulting in technical computing software before commencing academic career in 1992. More Recently provided expert comments on Federal Government budget and in court cases involving financial market practitioners.
• Writing advanced level textbooks.
CURRENT BOOK
Details of my published book at: http://www.wkap.nl/prod/b/1-4020-7940-0
COURSES TAUGHT
• Derivative Securities and Risk Management Techniques
• Advanced Investment and Funds Management
• Empirical Technique in Finance
• Advanced Corporate Finance
• Advanced Asset Pricing
• Fundamentals of Corporate Finance
