Project which led to the creation of the NSE-50 index, funded by US AID (with Susan Thomas). [pdf]
Creation of NSE MIBOR, the methodology for reference rates on the inter-bank call money market, 1998. [pdf]
Research project: Parallel Risk Management (prism): Risk containment in real–time using using Value at Risk, using parallel computation, for National Securities Clearing Corporation (NSCC), December 1998 (with Susan Thomas).