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Sira Suchintabandid

สิระ สุจินตะบัณฑิต
Assistant Professor

Joined : Jul/2008
Email : sira@cbs.chula.ac.th

Areas of Interest

Pricing of credit derivatives; quantitative methods for finance; financial engineering

Education

  • Doctor of Philosophy, Decision, Risk & Operation, Columbia University, U.S.A., 2007
  • Master of Arts, Statistics, Columbia University, U.S.A., 2002
  • Bachelor of Engineering, Electrical Engineering, Chulalongkorn University, 2000

Employment History

  • Lecturer in Quantitative Finance, Faculty of Commerce and Accountancy, Chulalongkorn University, 2008 - Present

Refereed Publications

  • SIAM Journal of Financial Mathematics, 2012, 3, 137 - 162, "Quadratic Transform Approximation for CDO Pricing in Multifactor Models": Sira Suchintabandid (with Glasserman P.)
  • Journal of Banking and Finance, 2007, 31, 1375-1398, "Correlation Expansions for CDO Pricing": Sira Suchintabandid (with Glasserman P.)

Teaching

Number Name
2604643 Derivatives and Risk Management
2604852 Mathematics for Finance
2604858 Stochastic Processes for Finance