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Abetti, Pier A.
Begley, Thomas
Chari, Murali
Clark, Brian
Demertzoglou, Pindaro
Durgee, Jeffrey F.
Edirisinghe, Chanaka
Francis, Bill B.
Francis, Sonja
Golden, Timothy
Gupta, Aparna
Hasan, Iftekhar
Huang, Dongling
Huang, Tingliang
Jiao, Yawen
Kumar, Shyam
Kuruzovich, Jason
Lu, Yingda
Maleyeff, John (Hartford)
Markovitch, Dmitri
McDermott, Christopher M.
McDermott, Margaret (Peggy)
Nam, Seunghan
Nevo, Dorit
O'Brien, Jonathan P.
O'Connor, Gina C.
Paulson, Albert S.
Peters, Lois S.
Peteros, Randall (Hartford)
Rainey, David (Hartford)
Ravichandran, T. (Ravi)
Sanderson, Susan W.
Stodder, James (Hartford)
Tracy, William
Triscari, Thomas Jr.
Wright, Frank X.
Wu, Qiang
Yayla-Kullu, Hesna Muge
Ye, Pengfei
Zhao, Hao
C. Edirisinghe

Chanaka Edirisinghe

Kay and Jackson Tai ’72 Chair, Professor, Academic Director of M.S. in Quantitative Finance and Risk Analytics

edirin@rpi.edu
518-276-3336

Areas

  • Finance
  • Quantitative Finance
  • Management Finance

Areas of Instruction

  • Quantitative methods in Finance
  • Financial modeling
  • Financial optimization and analytics
  • Stochastic programming theory and financial applications

Education

  • Ph.D. in Management Science, University of British Columbia
  • Master of Engineering in Industrial Engineering and Management, Asian Institute of Technology
  • BSc in Mechanical Engineering, University of Peradeniya, Sri Lanka

Research Interests

Professor Chanaka's research interests include:

  • Financial portfolio optimization theory, models, and applications
  • Arbitrage-free pricing of options and derivatives; financial engineering
  • Fundamental strength analysis of public firms using DEA-based techniques
  • Financial risk measures and risk management
  • Stochastic Programming theory, approximations, and applications
  • Supply chain contracting and coordination via game theoretic analysis
  • Real options-based capacity and manufacturing flexibility evaluation
  • Models of fleet routing and vendor-managed inventory systems

View Prof. Chanaka's CV

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