Saurabh Bansal

Dr. Saurabh Bansal has completed his PhD in Mathematics from the Indian Institute of Technology Guwahati and holds an MSc in Mathematics from the Indian Institute of Technology Bombay. His teaching and research interests lie in computational and mathematical finance, numerical analysis, and differential equations. 

His research focuses on the development and application of advanced numerical methods for partial differential equations arising in option pricing and risk management. He has worked extensively on the Black-Scholes equation and its generalizations, including Asian options and PIDE-based models, using finite difference and finite element methods as well as modern machine learning approaches such as Physics-Informed Neural Networks (PINNs). 

Dr. Bansal has published research articles in reputed journals and has presented his work at national and international conferences. He is keen on integrating classical mathematical techniques with data-driven approaches to address real-world problems in financial modeling and decision-making. 

Before joining UPES Dehradun, Dr. Saurabh Bansal gained strong academic and research experience during his PhD in Mathematics at the Indian Institute of Technology Guwahati. His doctoral work focused on computational and mathematical finance, particularly on numerical methods for option pricing and risk management. During this period, he was actively involved in research, scholarly publications, and presentations at national and international conferences. He also contributed to academic activities including teaching assistance, student mentoring, and research-based learning. 

Computational and mathematical finance | Numerical methods for partial differential equations | Option pricing and risk management | Finite difference and finite element methods | Black-Scholes and generalized option pricing models | Partial integro-differential equations | Physics-Informed Neural Networks (PINNs) | Machine learning applications in financial modeling | Data-driven approaches for financial decision-making. 

Dr. Saurabh Bansal’s teaching philosophy is centered on building strong conceptual foundations and analytical thinking. He emphasizes clarity in mathematical principles and encourages students to connect theoretical concepts with real-world applications, particularly in finance and engineering contexts. By integrating problem-solving, computational tools, and case-based discussions, he aims to develop students’ logical reasoning and decision-making skills. He believes in fostering an interactive and collaborative learning environment that stimulates curiosity, critical thinking, and independent learning among students. 

Dr. Saurabh Bansal has taught Advanced Engineering Mathematics (AEM-I) to undergraduate students, focusing on developing strong conceptual understanding and analytical problem-solving skills relevant to engineering applications. 

Dr. Saurabh Bansal has received several national-level competitive awards and fellowships in Mathematics. He secured AIR 27 in IIT-JAM Mathematics (2018), AIR 20 in CSIR JRF Mathematical Sciences (2019), and AIR 91 in GATE Mathematics (2020). He was also awarded the INSPIRE Fellowship (2015–2020), recognizing his academic excellence and research potential. 

Dr. Saurabh Bansal is actively engaged in research in the areas of computational and mathematical finance, numerical analysis, and differential equations. His scholarly work focuses on the development and analysis of advanced numerical methods and machine learning-based approaches for solving partial differential equations arising in option pricing and risk management. 

He has published several research articles in reputed peer-reviewed journals indexed in SCIE and Scopus, and has presented his research at national and international conferences. His work covers a wide range of financial models, including the Black-Scholes framework and partial integro-differential equation formulations. 

saurabh.bansal@ddn.upes.ac.in