- Home
- Faculty
- Anant Chiarawongse
Areas of Interest
Assets Pricing, Derivatives, Fixed-Income Instruments, Portfolio Management
Education
-
Doctor of Philosophy,
Economics,
University of Chicago, USA,
2000
-
M.Eng.,
System and Control,
University of Michigan, Ann Arbor,
1989
-
B.Eng.,
Electrical Engineering,
Chulalongkorn University, Thailand,
1987
Employment History
-
Lecturer in Finance, Faculty of Commerce and Accountancy, Chulalongkorn University,
2002 -
Present
-
Akamai Trading LLC., Chicago USA,
2000 -
2002
Refereed Publications
-
Journal of Banking and Finance,
2012,
36,
489-496,
"Portfolio Selection with Qualitative Input":
Anant Chiarawongse, Sunti Tirapat (with Kiatsupaibul S. and Roy B.V.)
-
Journal of Fixed Income,
2008,
Vol.18 No.1,
86-99,
"On Pricing CDO’s with Meixner Distributions":
Nimmanunta, K., Chiarawongse, A., Tirapat, S.
Teaching
| Number |
Name |
| 2604481 |
Financial Derivatives |
| 2604482 |
Fixed Income Securities |
| 2604645 |
Capital Market Theories |
| 2604646 |
Options and Futures |
| 2604651 |
Portfolio Theories |
| 2604654 |
Fixed Income Securities |
| 2604672 |
Managerial Economics |
| 2604674 |
Financial Econometrics |
| 2604677 |
Business Economics |
| 2604825 |
Financial Economics |
| 2604856 |
Financial Econometrics I |
| 2604858 |
Stochastic Processes for Finance |
| 2604869 |
Financial Econometrics II |
