Finance · Risk · Analytics — Practitioner-led education by Prof. V. Ravichandran

About the Faculty

Prof. V. Ravichandran
Professor of Practice (Finance)  ·  Business Schools, Bangalore  ·  Founder, The Mountain Path Academy  ·  Visiting Faculty — NMIMS Bangalore  ·  BITS Pilani (WILP)  ·  RV University Bangalore  ·  Goa Institute of Management

Prof. Ravichandran brings more than 28 years of Corporate & Global Banking experience and more than 12 years of Academic experience, based in Bangalore. He founded The Mountain Path Academy to bridge the gap between theoretical finance and practical, tool-based application — teaching every concept live in Excel before extending to Python where relevant.

His practitioner expertise spans market risk (VaR, stressed VaR, CVaR), credit risk (PD/LGD/EAD, scorecards, Merton model), Basel II/III/IV and FRTB, GARCH/EWMA volatility models, ARIMA/SARIMA time series, Monte Carlo simulation, ICAAP, derivatives pricing (BSM, binomial trees, interest rate derivatives), fixed income (duration, convexity, bootstrapping), portfolio optimisation (Markowitz, Black-Litterman), and DCF valuation.

B.Sc. Mathematics & Statistics · M.S. Information Technology

Financial Risk (VaR / CVaR) Derivatives Pricing Fixed Income ARIMA / GARCH Basel III / FRTB Excel Modelling CFA · FRM Prep Credit Risk Portfolio Optimisation Monte Carlo Simulation ICAAP DCF Valuation

LinkedIn →  ·  GitHub →  ·  themountainpathacademy.com →

Areas of Expertise

Market & Credit Risk

  • VaR (Parametric, Historical, Monte Carlo)
  • CVaR / Expected Shortfall
  • Stressed VaR, Stress Testing
  • PD / LGD / EAD modelling
  • Credit scorecards
  • Merton structural credit model
  • Basel II / III / IV · FRTB · ICAAP

Derivatives & Fixed Income

  • Black-Scholes-Merton model
  • Binomial option pricing
  • Greeks: Delta, Gamma, Vega, Theta
  • Interest rate swaps, FRAs, swaptions
  • Bond pricing, YTM, Duration, Convexity
  • Yield curve bootstrapping
  • Immunisation strategies

Quantitative Methods

  • GARCH(1,1) / EWMA volatility
  • ARIMA / SARIMA time series
  • Monte Carlo simulation
  • Vasicek interest rate SDE
  • Logistic regression for credit
  • ACF / PACF analysis
  • Copulas and EVT

Corporate Finance & Valuation

  • 3-Statement financial modelling
  • DCF valuation (FCFF)
  • WACC · Beta estimation (Hamada)
  • Capital budgeting (NPV, IRR, MIRR)
  • Comparable company analysis
  • Portfolio optimisation (Markowitz, BL)
  • RAROC & risk-adjusted returns

Academic Roles

Current Visiting Faculty positions

  • NMIMS Bangalore — Finance & Risk Management
  • BITS Pilani (WILP) — Quantitative Finance & Financial Engineering
  • RV University Bangalore — Financial Derivatives & Risk Analytics
  • Goa Institute of Management — Applied Finance & Excel Modelling

Free Resources

YouTube: Free lectures and worked examples on "The Mountain Path — World of Finance" YouTube channel. Topics include VaR, derivatives pricing, Excel financial modelling, and quantitative risk. Watch on YouTube →
Articles & LaTeX Notes: Technical articles on risk modelling, regression, ARIMA, and quantitative finance published at themountainpathacademy.com.
GitHub: Open source Excel models and Python notebooks for finance and risk. github.com/trichyravis →