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Title Author Advisor Type Year
A CREDIT CONTAGION MODEL OF A CORPORATE PORTFOLIO Sittichoke Prasopchoke Thaisiri Watewai - 2018
FORECASTING THE YIELD CURVE USING MACROECOMONIC AND EQUITY RISK WORAPOJ   PEERAWIT Thaisiri Watewai SP 2009
THE MACROECONOMIC FACTORS AND THE YIELD CURVE  IN THE GERMAN ECONOMY Supaluck  Meephokee Thaisiri Watewai SP 2008
MODELING OF THB SWAP SPREAD USING AFFINE TERM STRUCTURE MODEL PHATTARAPONG CHANTARAT Thaisiri Watewai SP 2011
ROLES OF LEVEL, SLOPE AND CURVATURE IN THE AFFINE TERM STRUCTURE MODEL WIT  SUTHIPONGCHAWEEKUL Thaisiri Watewai SP 2009
CONTINGENT CLAIMS ANALYSIS FOR MEASURING THAI SOVEREIGN CREDIT RISK USING CDS SPREADS THUNYAPORN EUTRAKULPANIT Thaisiri Watewai SP 2009
Does flooding in Thailand move stock prices? Grun Kijpaisalrattana Thaisiri Watewai SP 2012
OPTION PRICING WITH LIQUIDITY RISK AND THE EXTENDED BLACK-SCHOLES ECONOMY: EMPIRICAL EVIDENCE FROM THE THAI OPTION MARKET MAYTHISA TEERAWAJEE Thaisiri Watewai SP 2008
YIELD CURVE FORECASTING WITH A LARGE MACROECONOMIC DATA SET USING TWO-STEP FACTORIZATION MR KRISADA KHRUACHALEE Thaisiri Watewai SP 2011
Macro model with feedback loop for stress testing a Thailand credit portfolio MATIRAK SIRISAWAT Thaisiri Watewai SP 2009
TRADING STRATEGIES FOR FIXED INCOME SECURITIES USING PRICING ERROR AND YIELD CURVE FACTOR ERROR ORNSIREE TANGSAJJATHAM Thaisiri Watewai SP 2011
RELIABILITY AND SENSITIVITY OF BLACK-DERMAN-TOY MODEL FOR BERMUDAN AND EUROPEAN SWAPTION PRICING UNDER DIFFERENT SCENARIOS AMORNRIT TANTAWICHIAN Thaisiri Watewai SP 2008
MULTI-PERIOD ROBUST PORTFOLIO OPTIMIZATION WITH TRADING COST WARUT JANTARANATE Thaisiri Watewai SP 2009
FINDING GLOBAL FACTORS IN A COUNTRY’S YIELD CURVE: TESTING THE EFFECT OF GLOBAL MACROECONOMIC VARIABLES PAKINEE BANCHUIN Thaisiri Watewai SP 2010
GREECE DEBT CRISIS: CONTAGION IN INTERNATIONAL BOND AND STOCK MARKETS JARANAPONG RATTANASOPA Thaisiri Watewai SP 2012