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- Faculty
- Tanawit Sae-Sue
Areas of Interest
Probability, utility maximization, stochastic control problems, stochastic equilibrium models for financial securities
Education
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Bachelor of Science,
Mathematics and Economics (Secondary),
Duke University,
2011
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Doctor of Philosophy,
Mathematics,
Carnegie Mellon University,
2016
Employment History
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Lecturer in Finance, Faculty of Commerce and Accountancy, Chulalongkorn University ,
2016 -
Present
Refereed Publications
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Mathematics and Financial Economics,
2016,
10,
321-337,
"Radner equilibrium in incomplete Levy models":
K. Larsen, T. Sae Sue
Teaching
| Number |
Name |
| 2604482 |
Fixed Income Security Analysis |
| 2604611 |
Stochastic Calculus |
