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Sira Suchintabandid, Ph.D.

Affiliations: 
2007 Columbia University, New York, NY 
Area:
Operations Research
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"Sira Suchintabandid"
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Paul Glasserman grad student 2007 Columbia
 (Pricing CDOs and other credit derivatives in multifactor models.)

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Publications

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Glasserman P, Suchintabandid S. (2012) Quadratic transform approximation for CDO pricing in multifactor models Siam Journal On Financial Mathematics. 3: 137-162
Glasserman P, Suchintabandid S. (2007) Correlation expansions for CDO pricing Journal of Banking and Finance. 31: 1375-1398
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