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This subject was earlier called Sanskrit and Comparative Indo-European Linguistics at the University of Helsinki, in accordance with traditions going back to the early 19th century. Sir William Jones, one of the European pioneers in the study of Sanskrit, the classical language of India, noted in 1786 that Sanskrit bears to both Greek and Latin "a stronger affinity both in the roots of verbs and the forms of grammar than could possibly have been produced by accident; so strong indeed that no philologer could examine them at all without believing them to have sprung from some common source, which perhaps no longer exists"; he added Gothic, Celtic and Old Persian as other members of the same family, which has been called Indo-European since 1813. In 1816 Franz Bopp demonstrated the genetic affinity of these languages with a detailed comparative study of their verbal inflection; this is generally considered to mark the beginning of comparative linguistics.

The teaching of Sanskrit started at the University of Helsinki as early as 1835, but the first professor in the subject was appointed only in 1875. This was Otto Donner, the founder of the Finno-Ugrian Society (for the comparative study of the Finno-Ugric languages), and his successors include J. N. Reuter and Pentti Aalto. Nowadays South Asian Studies and Indo-European Studies are taught as two different fields of study, both actually rather wide ranging, although (due to the scarcity of professorships) they still are grouped together.