I completed my Ph.D. in nonlinear dynamics from the University of Delhi in September 2009. During my Ph.D., I mainly worked on Solitons, Non-Linear partial differential equations and it's application in finance and medical science. In particular, I worked on analytical and numerical techniques of partial differential equations.After my Ph. D. I joined Dyal Singh College as an Assistant professor of Physics in February 2010. At Dyal Singh College, I taught mathematical physics, numerical analysis and C++, Scilab, nuclear and particle physics, mechanics, thermal physics, electricity, magnetism, and electrodynamics, statistical physics, and optics.During this period, I continued my research work on diffusion-reaction equations, non-canonical Lagrangian and AR, MA, ARMA, multifractal detrended fluctuation analysis (MFDFA), ARIMA, and ARCH and GARCH modelling in finance. For the past seven and half years, I have been working as a quantitative analyst at a leading investment bank. During this period, I worked on derivative pricing, market risk and counterparty credit risk. I have worked on Monte-Carlo methods, interest rate modelling, portfolio theory, CAPM, stochastic volatility modelling, ARCH, GARCH, and CCR.In particular, I have devoted considerable time to volatility modelling and CCR. I have also published a paper on “Bayesian Estimation of GARCH Coefficients of the INR/USD Exchange Rate.”. I recently wrote an article on "A Gentle Introduction to Quanto.".My teaching and research related work can be found on: https://wikieducator.org/User:Ranjit