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India

PhD Candidate in Computational Mathematics | Exotic Options Pricing | Numerical Methods

Profile Summary

PhD researcher in computational mathematics at the National Institute of Technology Calicut, specializing in high-order numerical methods for PDEs and PIDEs with applications in quantitative finance and scientific computing. My work focuses on developing and implementing robust numerical algorithms for complex models, particularly in option pricing under Black–Scholes and jump-diffusion frameworks, using techniques such as spectral methods, spline-based discretizations, and BDF/IMEX schemes. I have published in internationally indexed journals and bring strong expertise in MATLAB and Python for building accurate, efficient, and well-validated numerical solvers. I offer research-grade solutions covering mathematical modelling, algorithm development, and quantitative finance applications, with an emphasis on stability, convergence, and computational performance. My approach ensures clean, reproducible code and clear technical documentation suitable for both research and industry use.

Subject Matter Expertise

• ★ Mathematical Models
• ★ Computational Mathematics
• ★ Mathematical Finance
• ☆ Applied Mathematics
• ☆ Pure Mathematics
• ☆ Investment Management
• ☆ Banking

Services

• Writing
• Research

Writing Technical Writing

Research Scientific and Technical Research

Work Experience

Teacher Assistant

National Institute of Technology Calicut

October 2022 - Present

Assisitant Professor

Government College Kasaragod

October 2021 - March 2022

lecturer

Lecture in Mathematics

July 2018 - March 2021

Education

PhD Mathematics

National Institute of Technology Calicut

June 2022 - Present

Mathematics

Central University of Kerala

June 2014 - April 2016

Mathematics

Government College Kasaragod

June 2011 - April 2014

Certifications

• Certification details not provided.

Publications

JOURNAL ARTICLE

Liju P, Ashish Awasthi (2025). A Computationally Efficient Hybrid Numerical Method for Asian Option Pricing in the Black-Scholes Framework . Computational Economics.

Vikash Vimal, Rajesh Kumar Sinha, Pannikkal Liju (2024). An unconditionally stable numerical scheme for solving nonlinear Fisher equation . Nonlinear Engineering.