My research work has been largely concerned with mathematical problems arising from quantum physics, especially from quantum field theories of a geometric nature such as the Yang-Mills field and the Chern-Simons field.

Some of my publications are posted through here.

Other publications can be located through google scholar

I am grateful to many sources for funding my research activities in mathematical physics and stochastics: Louisiana State University, the Alexander von Humboldt Foundation, the U.S. Army Research Office, and the U.S. National Science Foundation. Visiting positions at the Ruhr University Bochum, University of Bonn, Indian Statistical Institute (Delhi and Calcutta), the S.N. Bose Center in Calcutta, the Max Planck Institute in Bonn, and the Ecole normale superieure in Paris, provided additional support, both financial and intellectual.

I have also been active in financial mathematics, the current focus being on credit derivatives. A book I wrote

Pricing Derivatives

provides an unusual approach to the fundamental ideas of derivatives pricing, focusing on financial concepts and their essential mathematical form.