ARJUN BERI

Ph.D. Applied Mathematics - expected August 2009 (now May 2010)
Department of Mathematics
University of Houston
Houston, TX 77204-3008

CONTACT
Office: 626 PGH
Phone: (832) 606-9638
Fax: (713) 743-3505
Email: arjunb@math.uh.edu
Office Hours: By appointment

EDUCATION

• M.S. Applied Mathematics (Financial Mathematics Option), University of Houston, Houston, TX - 2005
  
• B.A. (Hons.) Mathematics, St. Stephen's College, University of Delhi, Delhi, India - 2003
  

My detailed CV is available here.

RESEARCH INTERESTS
Stochastic Differential Equations, Parametric Estimation of Stochastic Models, Gaussian Processes
Fractional Brownian Motion, Financial Mathematics
My detailed research statement is available here.

PUBLICATIONS

• "Sub-sampling in Homogenized Stochastic System: Additive Triad and Truncated Burgers-Hopf systems" - R. Azencott, A. Beri, I. Timofeyev - 2009 (In preparation)
• "Sub-sampling Approximate Process for Consistent Parametric Estimation of Stationary Gaussian Processes" - R. Azencott, A. Beri, I. Timofeyev - 2009 (In preparation)
• "Adaptive Sub-sampling for Parametric Estimation of Gaussian Diffusions" - R. Azencott , A. Beri, I. Timofeyev - 2009 ( Submitted)
• "Pricing American Options on Currency Market using Stochastic Mesh Method: The Tale of GBM and Stochastic Volatility model"- A. Beri - 2007 (Technical Report, ICICI Bank, Mumbai, India)
  

SOCIETIES

• American Mathematical Society (AMS)
• Bernoulli Society for Mathematical Statistics and Probability (BS)
• Society for Industrial and Applied Mathematics (SIAM)
  

TEACHING ASSIGNMENT
No Teaching Assignments for Fall 2009.
Fall 2008
Teaching Assistant for Mathematics 1432 - Calculus II
Tutor at Center for Academic Support and Assessment (CASA). Monday: 12:30 pm - 2:30 pm.
My teaching statement is available here.

COURSEWORK
The graduate level mathematics courses that I attended in the Department of Mathematics at University of Houston.

LINKS
Under Construction !!