Professor Sankarshan Basu is the Dean, Amrut Mody School of Management, Ahmedabad University. He is currently on leave from the Indian Institute of Management Bangalore (IIMB) where he is a Professor in the Finance and Control Area. He moved to IIMB in February 2002 after a brief stint (January 2001 - January 2002) with ICICI Limited in Mumbai in their Treasury operations. Prior to that, he was in academics as a Lecturer in the Department of Actuarial Mathematics and Statistics, Heriot Watt University, Edinburgh, Scotland and even earlier as a lecturer in the Department of Statistics, London School of Economics and Political Science.
A PhD from the London School of Economics and Political Science, UK, Professor Basu’s research interests are "Financial Applications of Stochastic Processes - Stochastic Probability" - in particular things like bond pricing, interest rate modelling as well as pricing of stop-loss reinsurance contracts.
Professor Basu’s areas of interest in terms of research are in Financial Calculus, Option Pricing, Bond and Portfolio Valuation, Applications of Quantitative Techniques to Finance, Insurance, Reinsurance, Risk Management and Financial Markets He has presented his work at international conferences in Thailand, USA, UK, France, Spain, Norway, Iran, Tunisia, Morocco, The Netherlands and India. He has, to his credit, a number of papers in international journals of repute like Insurance: Mathematics and Economics and the Journal of Statistical Planning and Inference.
He is a Visiting Professor at University of Twente, Netherlands, Gothenburg University, Sweden, ESCP, Paris, CFVG, Ho Chi Min City and Hanoi, Vietnam and Asian Institute of Technology, Bangkok.
He has served on the international selection panel for the selection of Fellows for the German Chancellor Fellow, a fellowship run and administered by the Office the German Chancellor between 2014 to 2022.
He is a Director, PRMIA since 2020. He is a founder member and Secretary of the Indian Finance Association (IFA) since 2015. He is a president of the Asia Pacific Risk and Insurance Association (APRIA) for the year 2014 – 2015 and also a consultant to a number of banks, financial institutions as well as multinational agencies
The main courses are Financial Derivatives, Fixed Income Securities and its Derivatives, Risk Management and Global Securities Markets.