Ph. D. (Applied Mathematics and Computational Science),Chulalongkorn University, Thailand, 2020

M. Sc. (Mathematics), Chulalongkorn University, Thailand, 2015

B. Sc. (Mathematics), Chulalongkorn University, Thailand, 2012

Financial Mathematics

Stochastic Processes

Parameter Estimation

Data Science

346-221 Probability for Statistics (ความน่าจะเป็นสำหรับสถิติศาสตร์)

346-231 Introduction to Insurance (การประกันภัยเบื้องต้น)

346-435 Statistical Data Mining (การทำเหมืองข้อมูลเชิงสถิติ)

346-442 Stochastic Process (กระบวนการสโตแคสติก)

346-451 Statistics for Data Science and Business Analytics (สถิติสำหรับวิทยาการข้อมูลและการวิเคราะห์เชิงธุรกิจ)

346-471 Seminar in Statistics (สัมมนาทางสถิติ)

346-491 Project in Statistics I (โครงงานทางสถิติ 1)

346-492 Project in Statistics II (โครงงานทางสถิติ 2)

347-201 Basic Statistics (สถิติพื้นฐาน)

Rujivan S., Sutchada A., Chumpong K., & Rujeerapaiboon N. (2023). Analytically computing the moments of a conic combination of independent noncentral chi-square random variables and its application for the extended Cox-Ingersoll-Ross process with time-varying dimension. Mathematics, 11(5), 1276.

Chumpong K., Mekchay K., Rujivan S., & Thamrongrat N. (2022). Simple analytical formulas for pricing and hedging moment swaps. Thai Journal of Mathematics. 20(2), 693-713.

Chumpong K., Tanadkithirun R., & Tantiwattanapaibul C. (2022). Simple closed-form formulas for conditional moments of inhomogeneous nonlinear drift constant elasticity of variance process. Symmetry, 14(7), 1345.

Duangpan A., Boonklurb R., Chumpong K., & Sutthimat P. (2022). Analytical formulas for conditional mixed moments of generalized stochastic correlation process. Symmetry, 14(5), 897.

Chumpong K. & Sumritnorrapong P. (2022). Closed-form formula for the conditional moments of log prices under the inhomogeneous Heston model. Computation, 10(4), 46.

Chumpong K., Mekchay K., & Thamrongrat N. (2021). Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz's one-factor model. Songklanakarin Journal of Science and Technology, 43(2), 465-470.

Chumpong K., Mekchay K., & Rujivan S. (2020). A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process. Songklanakarin Journal of Science and Technology, 42(4), 836-843.

Chumpong K., Mekchay K., & Thamrongrat N. (2020). Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz’s one-factor model. The 2nd International Symposium on Partial Differential Equation &  Stochastic Analysis in Mathematical Finance, 6-10 January, Sanya City, China.