Prof. Ashay Kadam got his PhD from the Stern School of Business, New York University in 2002. His past research and teaching spans finance, statistics and operations research. His current work focus is on financial inclusion in India, especially where the solutions are facilitated by fintech.

Courses offered:
Financial Engineering, Python for Finance

1. Supply Portfolio Risk, with Cagri Haksoz, Journal of Operational Risk (2009), 4(1), 59‐77.
2. Bayesian Inference for Issuer Heterogeneity in Credit Ratings Migration, with Peter Lenk, Journal of Banking and Finance (2008) 32(10), 2267‐2274.
3. Supply Risk in Fragile Contracts, with Cagri Haksoz, Sloan Management Review (2008) 49(2), 7‐8.
4. Perpetual call options with non‐tradability, with Peter Lakner and Anand Srinivasan, Optimal Control Applications & Methods (2005) 26(3), 107‐127.
5. Continuous‐time mover‐stayer model for bond rating evolution, with Halina Frydman, Applied Stochastic Models in Business and Industry (2004) 20(2), 155‐170.
6. Optimal bankruptcy time and consumption/investment policies, on an infinite horizon with continuous debt repayment until bankruptcy, with Monique JeanBlanc and Peter Lakner, Mathematics of Operations Research (2004) 29(3), 649‐671.

Held academic positions at several reputed institutions including the University of Michigan Ann Arbor, City University London, National University of Singapore, and Indian School of Business.