Nattakorn Phewchean, PhD
Assistant Professor
- Statistics and Advanced Probability
- M204/4
- 0-2201-5351
- nattakorn.phe@mahidol.ac.th
Education
- PhD Applied Mathematics (Curtin University, Australia)
- M.Sc. Actuarial Science (Boston University, United States)
- B.Sc. Mathematics (Mahidol University, Thailand)
Areas of expertise
Financial mathematics, modelling and analysis
Personal webpages/CV
Current projects
Recent publications
A study of life internal rate of return
Roenganan S, Misran M, Phewchean N
WSEAS Transactions on Mathematics, 2021
Option pricing under GARCH models applied to the SET50 index of Thailand
Arunsingkarat S, Costa R, Misran M, Phewchean N
WSEAS Transactions on Mathematics, 2021
Weak form market efficiency: A case study of Asia-Pacific markets
Phanrattinon N, Lenbury Y, Misiran M, Phewchean N
International Journal of Circuits, Systems and Signal Processing, 2020
Alternative methods to derive the Black-Scholes-Merton equation
Phewchean N, Costa R, Misiran M, Lenbury Y
International Journal of Circuits, Systems and Signal Processing, 2020
Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process
Vatiwutipong P, Phewchean N
Advances in Difference Equations, 2019
