Faculty & Research
Asst.Prof.Dr.Kridsda Nimmanunta
Associate Dean for Administrative Affairs
Contact
Education
2009 – 2014 Doctor of Philosophy in Finance Cambridge Judge Business School and Fitzwilliam College, University of Cambridge, UK PhD Thesis: ‘Optimal Investment under Market Illiquidity and Extreme Risk’
2008 – 2009 Master of Philosophy in Finance Cambridge Judge Business School and Fitzwilliam College, University of Cambridge, UK MPhil Dissertation: ‘Tail Dependence in REITs Returns’
2005 – 2007 Master of Science in Finance Department of Banking and Finance, Chulalongkorn University, Thailand MS Dissertation: ‘A Comparative Analysis of CDO Pricing Models’
2001 – 2005 Bachelor of Engineering in Computer Engineering (1st Class Honours) Faculty of Engineering, Chulalongkorn University, Thailand BEng Project: ‘An Artificial Intelligent System for a RoboCup (Robot Soccer World Cup) Team’
ACADEMIC WORK
Publication
- Nimmanunta, K. with A. Chiarawongse, and S. Tirapat. “On Pricing CDOs with Meixner Distributions.” Journal of Fixed Income, Vol. 18, No. 1 (2008), pp. 86-99.
Working papers
- Jiraporn, P. and Nimmanunta, K. (2016) “Estimating the Effect of Board Independence on Managerial Ownership Using a Quasi-Natural Experiment”
- Nimmanunta, K. (2014) “Dynamic Portfolio Rules under Market Illiquidity”
- Nimmanunta, K. (2014) “Strategic Investment and Divestment under Market Illiquidity”
- Nimmanunta, K. with K. Patel. (2014) “Tail Dependence in REITs Returns”
Work-in-progress
- On a Multi-stage Estimation of Copula-based Markov Regime-switching Models for Financial Time Series
Conference presentations
On Optimal Exercise of Imperfect Real Options and the Value of Market Liquidity of Assets
- Midwest Finance Association (MFA) Meeting 2013, Chicago, U.S.A., 13-16th March 2013
- Winter Doctoral Conference, CJBS, U. of Cambridge, UK, 5th December 2011
Corporate Investments and the Value of Liquidity
- Woxbridge Doctoral Conference, WBS, Warwick, UK, 12-13th April 2011
Tail Dependence in REITs Returns, with K. Patel
- Annual European Real Estate Society (ERES) Conference, Sweden, 24-27th June 2009
On Pricing CDOs with Meixner Distributions
- Symposium Sessions on Credit Risk, 57th Midwest Finance Association Meeting, U.S.A., 27th Feb - 1st Mar 2008
- 4th International Conference on Banking and Finance, Malaysia, 15-16th January 2008
A Comparative Analysis of CDO Pricing Models
- Joint DBA Research Symposium by Chulalongkorn U., Thammasat U. and NIDA, Thailand, October 2007
Seminars/Training
- Strategic Investments in Real Estate (two-day lectures)
- Cambridge Real Estate and Finance Summer Programme, Cambridge, UK, 10-11th August 2011
Thesis Examining
- Kerddonfag, A. (2015) “The Effect of Private Equity on the Stability of Corporate Capital.” Master of Science in Finance, CBS, Chulalongkorn University
- Petcharat, S. (2014) “Pricing Multiname Credit Derivatives By Multi-Correlated Market Factor Model.” Master program in Financial Engineering, CBS, Chulalongkorn University
- Mongkolkul, P. (2014) “First-Passage Time Securities Valuation Under Jump-Diffusion Model Using Paritioning, Exponential Twisting, and Conditional Monte Carlo Technique.” Master program in Financial Engineering, CBS, Chulalongkorn University
SELECTED SCHOLARSHIPS & AWARDS
2008 – 2012 Cambridge Overseas Trust Bursary and Cambridge Thai Foundation Bursary, University of Cambridge
2009 – 2012 Judge Business School Studentships, University of Cambridge
2009 – 2011 Fitzwilliam College Senior Scholarships for Academic/Research Excellence
2005 Chulalongkorn Graduate Scholarship to Commemorate the 72nd Anniversary of His Majesty King Bhumibol Adulyadej
2003 Certificate of Outstanding Academic Records (GPA: 4.00 in 2nd semester, 2002), Chulalongkorn University
2000 Silver Medal Prize in Thailand Olympiad in Informatics Competition, IPST
Publications
2559 ความเชื่อในเรื่องของการเกิดใหม่สามารถทำให้การบริโภคอย่างเหมาะสมที่สุดนำไปสู่การเติบโตอย่างยั่งยืนได้หรือไม่? , ความเชื่อในเรื่องของการเกิดใหม่สามารถทำให้การบริโภคอย่างเหมาะสมที่สุดนำไปสู่การเติบโตอย่างยั่งยืนได้หรือไม่? , คณะบริหารธุรกิจ และสถาบัน
Activities
SELECTED SCHOLARSHIPS & AWARDS
2008 – 2012 Cambridge Overseas Trust Bursary and Cambridge Thai Foundation Bursary, University of Cambridge
2009 – 2012 Judge Business School Studentships, University of Cambridge
2009 – 2011 Fitzwilliam College Senior Scholarships for Academic/Research Excellence
2005 Chulalongkorn Graduate Scholarship to Commemorate the 72nd Anniversary of His Majesty King Bhumibol Adulyadej
