About
Dr. Purba Das is a Lecturer in Financial Mathematics at King's College London's Department of Mathematics, part of the Faculty of Natural, Mathematical & Engineering Sciences. She holds a DPhil from the University of Oxford (2022), specializing under Prof. Rama Cont, and prior degrees from Chennai Mathematical Institute (M.Sc. 2018, B.Sc. 2016). Her research focuses on stochastic analysis with applications to mathematical finance, particularly pathwise methods and rough volatility modeling.
Education: DPhil (Oxford, 2022), M.Sc. (Chennai Mathematical Institute, 2018), B.Sc. (Chennai Mathematical Institute, 2016).
Research interests include rough path theory, microstructure noise analysis, and functional Itô calculus. Recent work explores rough volatility's empirical validity, depositor behavior in digital banking systems, and Hölder continuity in function spaces. She co-organizes conferences on stochastic calculus and financial stability.
Grants include £10k from KCL-IIT Madras Partnership and £5k from KCL's NMES Fund. Active in teaching financial mathematics and stochastic processes at both King’s and the University of Michigan.
