Sellamuthu Prabakaran

Teléfono:

3218200

Ext:

8403

Correo electrónico:

prabakaran@javerianacali.edu.co

Programas relacionados:

Departamento:

Contabilidad y Finanzas

Dependencia:

Departamento de Contabilidad y Finanzas

Modalidad:

PLANTA

Información

Ph.D. en Matemáticas Financieras, Indian Institute Of Technology, Roorkee, 2007.
MTech en Ingeniería Industrial, Indian School Of Mines, Dhanbad, India, 2001.
B.E. en Ingeniería Mecánica, Bharat Institute of Higher Education, Chennai, India,1994.
Se desempeñó como profesor de la University of Petroleum and Energy Studies en India, King Saud University en Arabia Saudita y en la Universidad del Norte en Barranquilla.
Actualmente es docente del Departamento de Contabilidad y Finanzas de la Pontificia Universidad Javeriana Cali.
Integrante del Grupo de Investigación Pensamiento y Praxis.

Áreas de Experticia

Derivados y análisis del comportamiento de los mercados financieros

Publicaciones

Peer Review Journal (International)

Prabakaran S “BLACK SCHOLES OPTION PRICING MODEL – BROWNIAN MOTION APPROACH” in Global Journal of Pure and Applied Mathematics (GJPAM). ISSN 0973-1768 Volume 11, Number 6 (2015), pp. 4587-4602. SCOPUS INDEX.
Prabakaran S, “STATISTICAL THERMODYNAMICS OF MONEY (THERMONEY)” in Journal International Journal of Applied Engineering Research (IJAER). ISSN 0973-4562 Volume 11, Number 5 (2016) pp 3409-3420. SCOPUS INDEX.
Prabakaran S, “CONSTRUCTION OF RISK – NEUTRAL MEASURE IN A BROWNIAN MOTION WITH EXOTIC OPTION” in Far East Journal of Mathematical Sciences (FJMS). Volume 100, Number 10, 2016, Pages 1643-1674 ISSN: 0972-0871, ISSN: 0972-0871, Indexed in Scopus.
Prabakaran S “MODELING AND PRICING OF WEATHER DERIVATIVE MARKET" in Global Journal of Pure and Applied Mathematics (GJPAM). ISSN 0973-1768, Volume 13, Number 12 (2017), pp. 8103-8126. SCOPUS INDEX.
Prabakaran S “STOCHASTIC PROCESS ON OPTION PRICING BLACK - SCHOLES PDE– FINANCIAL PHYSICS (PHYNANCE) APPROACH" in Global Journal of Pure and Applied Mathematics (GJPAM). ISSN 0973-1768. Volume 13, Number 12 (2017). SCOPUS INDEX.
Prabakaran S – Chapter published - Springer Proceedings in Business and Economics, in Advances in Panel Data Analysis in Applied Economic Research, 2017 International Conference on Applied Economics (ICOAE) - 2018 – Springer publisher.
Prabakaran S “Modeling and Pricing of Energy Derivative Market” - International Journal of Engineering & Technology. (IJET). ISSN 2227-524X, Indexed in Scopus. 7 (4.10) (2018) 148-156.
Prabakaran S, “Construction of Pde Black - Scholes with Jump-Diffusion Models” - Far East Journal of Mathematical Sciences (FJMS): 0972-0871, ISSN: 0972-0871, Volume 110, Number 1, 2018, Pages 131-163 INDEXED IN SCOPUS.
Prabakaran S, Jose U. Mora, Ph.D and Dr. Isabel Cristina Garcia Arboleda. “A Temperature Stochastic Model for Option Pricing and Its Impacts on the Electricity Market” Economic Analysis and Policy (ERM), SCOPUS Q1 (Under Review).
Prabakaran. “THE BLACK SCHOLES OPTION PRICING MODEL FOR INSURANCE DERIVATIVE" - Journal Global Journal Of Pure And Applied Mathematics (GJPAM): ISSN 0973-1768 Volume 16, Number 1 (2020), pp. 131-144 in SCOPUS Q4.

International Conferences

Research Paper accepted at an International Finance Conference 2015, American Academy of Financial Management held in Prime Business School, Universidad Sergio Arboleda, Bogota, Colombia on November 26 – 27, 2015, Title “DESCRIPTION of Colombian economy over the foreign exchange rate fluctuation”.
Research Paper presented at World Finance Conference held in St Johns University, New York, United States on July 29-31, 2016, Title ‘DESCRIPTION OF CARNOT CYCLE IN THE FINANCIAL MARKET’.
Research Paper presented (Invited Speaker) at 13TH NATIONAL AND 10TH INTERNATIONAL FINANCE SYMPOSIUM, Building Edificio Jorge Hoyos Vásquez, SJ. Pontificia Universidad Javeriana - Bogotá, Colombia. Held on October 28, 2016, Title “HOW SHOULD WE USE THE CONCEPT OF ENTROPY IN FINANCIAL MARKETS? – PHYNANCE APPROACH”.
Research Paper presented at WORLD FINANCE & BANKING SYMPOSIUM, University of Dubai (DU) United Arab Emirates, December 14th-15th, 2016, Title “Description of BROWNIN motion in capital market”.
Research Paper presented at International Conference on Applied Economics (ICOAE), ICOAE 2017: Coventry, England, 6th-8th July 2017, Coventry University Technology Park, Puma Way, Coventry, West Midlands CV1 2TT, England with Title “APPLICATION OF THERMODYNAMICS ENTROPY CONCEPT IN FINANCIAL MARKETS”.
Research Paper presented (Invited Speaker) at XIV National Symposium and XI International Experts in Finance, Building Edificio Jorge Hoyos Vásquez, SJ. Pontificia Universidad Javeriana - Bogotá, Colombia. Held on September 8, 2017, Title “TEMPERATURE STOCHASTIC MODELING FOR PRICING OF WEATHER DERIVATIVES MARKET”.
Research Paper presented (Invited Speaker) and session of the chair for session titled “Smart Power & Energy Systems” at World Summit on Advances in Science, Engineering and Technology (Cambridge Summit 2018): Cambridge University 4 - 6 January 2018, Murray Edwards College, Cambridge, UK. with Title “CONSTRUCTION OF OPTION PRICING MODEL FOR ENERGY DERIVATIVE MARKETS”.
Research Paper presented as a guest Speaker and conference organizer at International Symposium on Financial Modeling and Phenotyping (ISFMP) on July 4, 2018 at Pontificia Universidad Javeriana – Cali, Colombia with titled “APPLICATION OF MATHEMATICAL MODELS TO PLANT PHENOTYPING: HOW THE EQUATIONS ARE DERIVED, ASSEMBLED IN PLANT SCIENCE”.
Research Paper presented (Invited Speaker) at 14TH NATIONAL AND 11TH INTERNATIONAL FINANCE SYMPOSIUM, Pontificia Universidad Javeriana – Cali, Colombia. Held on September 13 – 14 28, 2018, Title “A NEW VISION OF ECONOMICS – A THERMODYNAMIC APPROACH TO ECONOMICS (THERMOECONOMICS)”.
Research Paper accepted for poster and oral presentation at the meeting of the 2nd International Conference on Energy Research and Social Science at 28-31 May 2019, Arizona State University, Tempe, USA titled on “CONSTRUCTION OF TEMPERATURE STOCHASTIC MODEL FOR OPTION PRICING AND ITS IMPACT ON ELECTRICITY MARKET”.
Research Paper accepted for oral presentation at the meeting of the World Finance Conference – Santiago de Chile, July 24th-26th, 2019 with titled on “STOCHASTIC OPTION PRICING MODEL FOR INSURANCE DERIVATIVE MARKETS”.
Research Paper accepted for oral presentation at the meeting of the 6th International Symposium on Research in Economics, Management and Accounting Sciences - Society and Development, and 2nd International Meeting of Students of Economics, Management and Accounting by University of LIBRE, Bogota. This conference will take place on 12, 13 & 14th September 2019 with titled on “METHODICAL APROACH TO PRICING AND VALUATION OF WEATHER DERIVATIVES IN NARIÑO COOFFEE MARKET”.
Research Paper presented at the meeting of the WORLD FINANCE & BANKING SYMPOSIUM, New Delhi, India on 19th December to 21st December 2019 with titled on “IMPLEMENTATION OF DERIVATIVE ACCOUNTING TO ESTIMATE THE CREDIT RISK BY USING OF OPTION PRICING MODEL – CASE STUDY OF COLOMBIAN FINANCIAL INSTITUTIONS”.

Asignaturas

Finanzas Internacionales
Introducción a los Mercados Financieros

Menu principal actualizado

Información

Áreas de Experticia

Publicaciones

International Conferences

Asignaturas

Redes Académicas y CvLAC