GENERAL INFORMATIONเทสเทส
Name : Assoc. Prof. Dr. Sira Suchintabandid  
Name (Thai) : รศ. ดร. สิระ สุจินตะบัณฑิต
Academic Title : Associate Professor
Department/Program : Banking and Finance
EDUCATION INFORMATION
Year Degree Major University Country
2007 Doctor of Philosophy Decision, Risk & Operation Columbia University United States
2002 Master of Arts Statistics Columbia University United States
2000 Bachelor of Engineering Electrical Engineering Chulalongkorn University Thailand
INTELLECTUAL CONTRIBUTIONS
Peer-Reviewed Journal Articles
"Allocating the Tracking Error for the Multi-Asset-Class Fund by Reconciling Bottom-Up Model with Top-Down Model", International Journal of Financial Engineering, 10(1)Mar.2023, (Sermsakskul, K., Suchintabandid, S.).
"Heterogeneity-adjusted management of pension funds using adaptive representative agents", Decisions in Economics and Finance, (DOI: https://doi.org/10.1007/s10203-022-00384-9)Jan.2023, (Danswasvong, T., Suchintabandid, S.).
"Heterogeneity Effects on the Management of Retirement Fund", Applied Economics Journal, 51(19) : 2043 - 2060, Feb.2019, (Danswasvong, T., Suchintabandid, S.).
"Modeling Term Structure of Default Correlation", Journal of Derivatives, 22(4) : 26 - 36, Nov.2013-May.2015, (Suchintabandid, S.).
"Techniques in the Quantitative Analysis of Portfolios of Credit Instruments", NIDA Business Journal, 15 : 57-76, Nov.2014, (Suchintabandid, S.).
"Quadratic Transform Approximation for CDO Pricing in Multifactor Models", SIAM Journal on Financial Mathematics, 3(1) : 137-162, Nov.2008-Jan.2012, (Glasserman, P., Suchintabandid, S.).
"Risk-Neutral Dynamic of Forward-Looking Default Probabilities and Recovery Rates: Evidence from Credit Default Swap Prices of DOW30 Companies", Chinese Business Review, 10(10) : 811-843, Oct.2011, (Kitjakarnlertudom, C., Suchintabandid, S.).
"Correlation Expansion for CDO Pricing", Journal of Banking & Finance, 31(5) : 1375-1398, Jan.2007, (Glasserman, P., Suchintabandid, S.).
Editorial-Reviewed Journal Articles
Peer-Reviewed Academic/Professional Meeting Proceedings
Peer-Reviewed Academic/Professional Meeting Presentations
Textbooks
Textbook Chapters
eBooks
Monographs
Research Grants
"Modeling Term Structure of Default Correlation", 2015, (Suchintabandid, S.).
Working Papers
Work-In-Progress
Competitive Research Awards Received
Professional Practice Standards or Public Policies
Case Studies
Online Teaching Courses
Software/Simulations
Non Peer-Reviewed Journals and Articles
"The Effect and Prediction of Investor’s Sentiment on Equity Return: An Empirical Study on the Thai Stock Market", NIDA Development Journal 63Jun.2023, (Chen, C., Suchintabandid, S.).
Non Peer-Reviewed Proceedings Published
Non Peer-Reviewed Academic/Professional Meeting Presentations
Newspaper Articles
Books
Book Chapters
"CFA Level I - III Content Overview", สุดยอดนักบริหารการเงินมืออาชีพ Career in Finance, 1 Edition, Amarin Printing and Publishing, 376 ถ. ชัยพฤกษ์ (บรมราชชนนี) แขวงตลิ่งชัน เขตตลิ่งชัน กรุงเทพฯ 10170, 2019, (Phromphaet, W., Suchintabandid, S., Koosakulnirund, K.).
Academic Promotion Materials
Reviews of Peer-Reviewed Journals
Funded Research Reports
Patent
Others
Teaching Information
Year Term CourseCode CourseName
2023 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2023 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2023 Semester/1 2604481 FINANCIAL DERIVATIVES
2023 Semester/1 2604481 FINANCIAL DERIVATIVES
2023 Int'l Semester/2 2604481 FINANCIAL DERIVATIVES
2023 Int'l Semester/2 2604481 FINANCIAL DERIVATIVES
2023 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2023 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2023 Trimester/1 2604621 FINANCIAL MARKETS AND INSTRUMENTS
2023 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2023 Trimester/2 2604643 DERIVATIVES AND RISK MANAGEMENT
2023 Trimester/2 2604811 THESIS
2023 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2023 Trimester/2 2604622 FINANCIAL DERIVATIVES AND APPLICATIONS
2023 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2023 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2023 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2023 Trimester/3 2604612 SIMULATION TECHNIQUES IN FINANCE
2023 Trimester/3 2604811 THESIS
2022 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2022 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2022 Semester/1 2604481 FINANCIAL DERIVATIVES
2022 Semester/1 2604876 ADVANCED MATHEMATICS FOR FINANCE
2022 Int'l Semester/2 2604481 FINANCIAL DERIVATIVES
2022 Int'l Semester/2 2604481 FINANCIAL DERIVATIVES
2022 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2022 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2022 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2022 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2022 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2022 Trimester/2 2604643 DERIVATIVES AND RISK MANAGEMENT
2022 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2022 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2022 Trimester/3 2604715 FINANCIAL ENGINEERING PROJECT PROPOSAL
2022 Trimester/3 2604811 THESIS
2021 Int'l Semester/2 2604481 FINANCIAL DERIVATIVES
2021 Int'l Semester/2 2604481 FINANCIAL DERIVATIVES
2021 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2021 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2021 Trimester/1 2604621 FINANCIAL MARKETS AND INSTRUMENTS
2021 Trimester/2 2604622 FINANCIAL DERIVATIVES AND APPLICATIONS
2021 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2021 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2021 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2021 Trimester/2 2604643 DERIVATIVES AND RISK MANAGEMENT
2021 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2021 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2021 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2021 Trimester/3 2604811 THESIS
2021 Trimester/3 2604612 SIMULATION TECHNIQUES IN FINANCE
2021 Trimester/3 2604811 THESIS
2021 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2020 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2020 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2020 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2020 Semester/1 2604481 FINANCIAL DERIVATIVES
2020 Semester/2 2604481 FINANCIAL DERIVATIVES
2020 Int'l Semester/2 2604481 FINANCIAL DERIVATIVES
2020 Trimester/1 2604621 FINANCIAL MARKETS AND INSTRUMENTS
2020 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2020 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2020 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2020 Trimester/2 2604622 FINANCIAL DERIVATIVES AND APPLICATIONS
2020 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2020 Trimester/2 2604643 DERIVATIVES AND RISK MANAGEMENT
2020 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2020 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2020 Trimester/3 2604612 SIMULATION TECHNIQUES IN FINANCE
2020 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2020 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2020 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2019 Int'l Semester/2 2604481 FINANCIAL DERIVATIVES
2019 Trimester/1 2604621 FINANCIAL MARKETS AND INSTRUMENTS
2019 Trimester/1 2604811 THESIS
2019 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2019 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2019 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2019 Trimester/2 2604643 DERIVATIVES AND RISK MANAGEMENT
2019 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2019 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2019 Trimester/2 2604622 FINANCIAL DERIVATIVES AND APPLICATIONS
2019 Trimester/3 2604612 SIMULATION TECHNIQUES IN FINANCE
2018 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2018 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2018 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2018 Semester/1 2604481 FINANCIAL DERIVATIVES
2018 Semester/2 2604481 FINANCIAL DERIVATIVES
2018 Int'l Semester/1 2604481 FINANCIAL DERIVATIVES
2018 Int'l Semester/2 2604481 FINANCIAL DERIVATIVES
2018 Trimester/1 2604621 FINANCIAL MARKETS AND INSTRUMENTS
2018 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2018 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2018 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2018 Trimester/2 2604643 DERIVATIVES AND RISK MANAGEMENT
2018 Trimester/2 2604622 FINANCIAL DERIVATIVES AND APPLICATIONS
2018 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2018 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2018 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2018 Trimester/3 2604612 SIMULATION TECHNIQUES IN FINANCE
2017 Semester/1 2604826 DISSERTATION
2017 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2017 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2017 Semester/1 2604481 FINANCIAL DERIVATIVES
2017 Semester/2 2604826 DISSERTATION
2017 Semester/2 2604894 DOCTORAL DISSERTATION SEMINAR
2017 Semester/2 2604481 FINANCIAL DERIVATIVES
2017 Int'l Semester/1 2604492 COMPUTER APPLICATIONS IN FINANCIAL MANAGEMENT
2017 Int'l Semester/1 2604481 FINANCIAL DERIVATIVES
2017 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2017 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2017 Trimester/1 2604713 FINANCIAL ENGINEERING PROJECT I
2017 Trimester/1 2604714 FINANCIAL ENGINEERING PROJECT II
2017 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2017 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2017 Trimester/2 2604687 FINANCIAL PROGRAMMING
2017 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2017 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2017 Trimester/2 2604687 FINANCIAL PROGRAMMING
2017 Trimester/2 2604643 DERIVATIVES AND RISK MANAGEMENT
2017 Trimester/2 2604713 FINANCIAL ENGINEERING PROJECT I
2017 Trimester/2 2604714 FINANCIAL ENGINEERING PROJECT II
2017 Trimester/2 2604811 THESIS
2017 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2017 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2017 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2017 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2017 Trimester/3 2604612 SIMULATION TECHNIQUES IN FINANCE
2016 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2016 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2016 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2016 Semester/1 2604481 FINANCIAL DERIVATIVES
2016 Semester/2 2604865 ADVANCED INVESTMENT AND PORTFOLIO THEORY
2016 Semester/2 2604481 FINANCIAL DERIVATIVES
2016 Int'l Semester/1 2604481 FINANCIAL DERIVATIVES
2016 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2016 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2016 Trimester/1 2604896 COMPREHENSIVE EXAMINATION
2016 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2016 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2016 Trimester/2 2604612 SIMULATION TECHNIQUES IN FINANCE
2016 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2016 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2016 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2015 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2015 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2015 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2015 Semester/2 2604858 STOCHASTIC PROCESS FOR FINANCE
2015 Semester/2 2604826 DISSERTATION
2015 Int'l Semester/2 2604492 COMPUTER APPLICATIONS IN FINANCIAL MANAGEMENT
2015 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2015 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2015 Trimester/2 2604612 SIMULATION TECHNIQUES IN FINANCE
2015 Trimester/2 2604896 COMPREHENSIVE EXAMINATION
2015 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2015 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2015 Trimester/3 2604896 COMPREHENSIVE EXAMINATION
2014 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2014 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2014 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2014 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2014 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2014 Trimester/2 2604612 SIMULATION TECHNIQUES IN FINANCE
2014 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2014 Trimester/3 2604614 ADVANCED STOCHASTIC PROCESSES
2013 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2013 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2013 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2013 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2013 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2013 Trimester/2 2604612 SIMULATION TECHNIQUES IN FINANCE
2013 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2012 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2012 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2012 Semester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2012 Semester/1 2604852 MATHEMATICS FOR FINANCE
2012 Semester/2 2604858 STOCHASTIC PROCESS FOR FINANCE
2012 Semester/2 2604927 SPECIAL TOPICS IN FINANCE
2012 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2012 Trimester/2 2604612 SIMULATION TECHNIQUES IN FINANCE
2012 Trimester/2 2604612 SIMULATION TECHNIQUES IN FINANCE
2012 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2012 Trimester/3 2604669 SELECTED TOPICS IN RISK MANAGEMENT
2011 Semester/1 2604852 MATHEMATICS FOR FINANCE
2011 Semester/1 2604293 MATHEMATICAL TECHNIQUES FOR FINANCE
2011 Semester/2 2604858 STOCHASTIC PROCESS FOR FINANCE
2011 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2011 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2010 Semester/1 2604852 MATHEMATICS FOR FINANCE
2010 Semester/2 2604858 STOCHASTIC PROCESS FOR FINANCE
2010 Semester/2 2604646 OPTIONS AND FEATURES
2010 Trimester/1 2604643 DERIVATIVES AND RISK MANAGEMENT
2010 Trimester/2 2604643 DERIVATIVES AND RISK MANAGEMENT
2010 Trimester/3 2604643 DERIVATIVES AND RISK MANAGEMENT
2010 Trimester/3 2604688 FINANCIAL ENGINEERING
2009 Semester/1 2604852 MATHEMATICS FOR FINANCE
2009 Semester/2 2604643 DERIVATIVES AND RISK MANAGEMENT
2009 Semester/2 2604646 OPTIONS AND FUTURES