Dilip B. Madan is affiliated with the University of Maryland, College Park in the United States. Their research primarily falls within the broad field of Economics, Econometrics and Finance, with a significant focus on Finance specifically. The work covers various subfields including Economics and Econometrics, Management Science and Operations Research, Demography, and General Economics, Econometrics and Finance.
The research topics explored by Madan address several areas such as stochastic processes and financial applications, financial risk and volatility modeling, complex systems and time series analysis, capital investment and risk analysis, risk and portfolio optimization, financial markets and investment strategies, and economic theories and models.
Prominent recent publications by Madan include:
Madan collaborates regularly with several coauthors, most notably King Wang, Wim Schoutens, Robert J. Elliott, Robert A. Jarrow, and Yoshihiro Shirai. These collaborations reflect a sustained engagement with peers in related areas of financial mathematics and econometrics.
Their scholarly output has been published frequently in venues such as the SSRN Electronic Journal, Frontiers of Mathematical Finance, International Journal of Theoretical and Applied Finance, Quantitative Finance, and Annals of Finance, demonstrating a consistent presence in journals dedicated to mathematical finance and theory.
They have also contributed to the academic literature through book publications. Notably, Madan authored "Peter Carr Gedenkschrift," published by World Scientific in 2023, and "Nonlinear Valuation and Non-Gaussian Risks in Finance," published by Cambridge University Press in 2022.
Peter Carr;Dilip Madan
Dilip B. Madan;Peter P. Carr;Eric C. Chang
Peter Carr;Hélyette Geman;Dilip B. Madan;Marc Yor
Dilip B. Madan;Eugene Seneta
Gurdip Bakshi;Nikunj Kapadia;Dilip Madan
Peter Carr;Hélyette Geman;Dilip B. Madan;Marc Yor
Dilip B. Madan;Haluk Unal
Gurdip Bakshi;Dilip Madan
P. Carr;D. Madan
Dilip B. Madan;Frank Milne
Peter Carr;Dilip Madan
Peter Carr;Helyette Geman;Dilip B Madan
Alexander Cherny;Dilip Madan
Hélyette Geman;Dilip B. Madan;Marc Yor
Gurdip Bakshi;Dilip Madan
Gurdip Bakshi;Dilip Madan;George Panayotov
Dilip Madan;Haluk Unal
Michael C. Fu;Dilip B. Madan;Tong Wang;Robert H. Smith
Gurdip Bakshi;Nikunj Kapadia;Dilip B. Madan
Dilip B. Madan;Gurdip Bakshi
Michael C. Fu;Scott B. Laprise;Dilip B. Madan;Yi Su
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