Vipul K. Bansal is Associate Professor in the Economics and Finance department. He earned a Ph.D. from the University of Mississippi and is a Chartered Financial Analyst (CFA), and Financial Risk Manager (FRM) certifications holder. Dr. Bansal is co-author of “Financial Engineering: The Complete Guide to Financial Innovation”. It is translated in Chinese and Russian languages. He is also co-author of “Measuring Market Risk with Value at Risk”. It is translated in Chinese language. He has published extensively in professional and academic journals including the Financial Review, Corporate Risk Management, Journal of Applied Corporate Finance, Derivative Highlights, Midwestern Journal of Business and Economics, Advances in Futures and Options Research, Journal of International Finance, Financial Analysts Journal, AAII Journal, The Journal of Derivatives, Journal of Retail Banking, Global Finance Journal, Review of Business, Tennessee CPA, and Advances in Working Capital Management. He has written many abstracts for the CFA Digest. He served as Associate Director and Treasurer of the "International Association of Financial Engineers" from 1992 to 1998. Dr. Bansal has received many academic awards and honors: In 1991, he was inducted as a member of Beta Gamma Sigma, the National Scholastic Honor Society for Colleges of Business Administration.
Dr. Bansal teaches courses in Corporate Finance, Investment Management, Derivatives and Financial Engineering. He has taught courses at the graduate and the undergraduate levels. He has taught at the Queens, Manhattan, Staten Island and Rome, Italy campuses. In the past he was nominated by the St. John’s Student Government as “Best Teacher of the Year.”
In the past, he was honored by the Business Research Institute of St. John's University for the "Outstanding Research Contribution of the Year”.
Corporate Finance, Investment Management, Derivatives and Financial Engineering.
Equity Analysis, Financial Engineering, Risk Management and Personal Finance.
FOUNDATIONS OF FINANCE
Bansal, V., Ellis, M., and Marshall, J. (1993). The Pricing of Short-dated & Forward Interest Rate Swaps. Financial Analysts Journal. pp. 82-87.
Bansal, V., Marshall, J., and Ellis, M. (1992). Hedging: Spots on a Curve. Balance Sheet. vol. 1, pp. 26-31.
Bansal, V., Tucker, A., Herbst, A., and Marshall, J. (1992). Hedging Quantity Risk with Macro Swaps and Macro Options. Journal of Applied Corporate Finance. vol. 4, pp. 103-108.
Bansal, V., Tucker, A., and Marshall, J. (1991). Using Fixed-for-Fixed Interest Rate Swaps as a Cash Management Tool. Corporate Risk Management. vol. 3, pp. 20-22.
Bansal, V., Yuyuenyongwatana, R., and Marshall, J. (1991). Hedging Business Cycle Risk: The Next Major Wave in Derivatives?. Derivative Highlights. vol. 1, pp. 6-11.
Bansal, V., Pruitt, S. W., and Wei, K. J. (1989). An Empirical Investigation of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Stocks: 1973-1986. Financial Review. vol. 24, pp. 19-30.