Faculty – Anurag Gupta

AnuragGupta - Professor, Banking and Finance
Associate Dean for Global Initiatives
Faculty Director, MSM-FIN, Shanghai
Department Chair, Banking and Finance
Professor, Banking and Finance

anurag.gupta@case.edu
216.368.2938
Peter B. Lewis Building 361
Office Hours: By Appointment Only

Anurag Gupta’s research develops models for examining a variety of fixed income derivatives to examine pricing and hedging performance. The result has been precise recommendations for the appropriate models that should be used for particular options in different markets. Gupta has also researched the effects of illiquidity in financial markets, showing in one study that illiquidity can actually increase the price of fixed income options. He has also examines the relationship between liquidity risk and credit risk using data from the syndicated loan market.

He is currently working on several banking, credit risk, and environmental risk related projects.

PhD, New York University, Stern School of Business, 1999
MBA, IIM Calcutta, 1992
BS, IIT Delhi, 1990

Initially Appointed: 1999

Interests and Courses

Research

Derivatives
Risk Modeling
Corporate Risk Strategy
Credit Risk
Banking
Securitization
Environmental Risk Assessments
Liquidity Risk
Securitization and Syndicated Loans

Teaching

Corporate Risk Management
Quantitative Risk Modeling
Green Finance
Derivatives
Banking
Corporate Finance

Recent Courses and Syllabi

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Selected Publications


Presentations


Academic and Professional Activities