Aparna Gupta I am a faculty member in the Lally School of Management and Technology at Rensselaer Polytechic Institute. I am in the Finance and Accounting area of the Lally School with cross-cutting interest in Analytical Methods and Management Science. My research interest is in financial decision support, risk management, and financial engineering. My research also applies financial engineering techniques for risk management in technology-enabled services, such as, internet service guarantees.

Education:

M.Sc. (Integrated), Indian Institute of Technology, Kanpur, India (1994)
M.S., Stanford University (1997)
Ph.D., Stanford University (2000)

Courses I teach at the Lally School:

• Managerial Finance (MGMT 2320): An undergraduate course on Fundamentals of Finance
  
  
• Investments I (MGMT 4320): An undergraduate introduction to fundamentals of investing
  
  
• Risk Management (MGMT 4370): A graduate-level or advanced undergraduate-level course in analysis and management of nonspeculative risk in business.
  
  
• Financial Simulations (MGMT 4963): A graduate-level or advanced undergraduate-level course on simulation for solving problems in finance.
  
  
• Other courses I have taught at RPI: DSES 6630 (Continuous Simulation and Financial Mathematics), DSES 6620 (Discrete-Events Simulation), DSES 4650 (Operations Research II: stochastic models in OR), ENGR 2600 (Modeling and Analysis of Uncertainty: introductory course in probability and statistics).
  

Research Projects and Publications:

• Financial and Health Risk Management Decisions Project
  
  
• Pricing and Risk Management for Quality of Service Guaranteed Internet Services
  
  
• Portfolio Management of Long-term Service Agreements

Organizational Affiliations:

• Vice Chair, Financial Services Section, Institute of Operations Research and Management Science (INFORMS)
  
  
• Member, American Finance Association (AFA)
  
  
• Member, International Association of Financial Engineers (IAFE)
  
  
• Member, Society for Industrial and Applied Mathematics (SIAM), Financial Mathematics and Engineering SIAG
  
  
• Member, Institute of Electrical and Electronics Engineers (IEEE)

To contact me:

    Aparna Gupta 
    Assistant Professor of Quantitative Finance
    Lally School of Management and Technology
    Rensselaer Polytechnic Institute
    110 8th Street, Troy, NY 12180
    USA