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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 |
