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Sira SuchintabandidAssociate Professor
Columbia University
Joined
Email
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
Referred 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
2604643
Derivatives and Risk Management
2604852
Mathematics for Finance
2604858
Stochastic Processes for Finance
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