Sudarshan Kumar

Sudarshan Kumar


Assistant Professor
Academic Group: Finance and Control


Phone No.: +91-33-24678300-06, Ext. 2056
Email ID.:


Academic Background:

B. Tech. (IIT Kharagpur), Ph.D. (IIM Ahmedabad)

Courses Taught:

IIM Kozhikode: 2020-21 Corporate Finance Financial Markets Fixed Income Securities Security Analysis & Portfolio Management Financial Econometrics Financial Modeling


Work Experience:


Journal Publications:

  • Kumar, S., Agarwalla, S. K., Varma, J. R., & Virmani, V. (2023). Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. The Journal of Futures Markets, 43, 1615–1644.


  • Kumar, S., & Virmani, V. (2021). Term structure estimation with liquidity-adjusted Affine Nelson Siegel model: A nonlinear state space approach applied to the Indian bond market. Applied Economics, 1-22. 
  • Kumar, S., Bansal, A., Chakrabarti, A.S. Ripples on financial networks. The European Journal of Finance 2020a;0(0):1–22. URL: 
  • Kumar, S., Di Matteo, T., Chakrabarti, A.S. Disentangling shock diffusion on complex networks: identification through graph planarity. Journal of Complex Networks 2020b;8(3). URL: 
  • Chakrabarti, A.S., Kumar, S. A computational algorithm to analyze unobserved sequential reactions of the central banks: 
    inference on complex lead–lag relationship in evolution of policy stances. Journal of Computational Social Science 2020;3(1):33–54. URL:

Research Interests:

Fixed Income, Macro-Finance, Financial Network, Quantitative Finance, Derivative