PM
  • Bio
  • Research
    • All Papers
    • Research Themes
    • Software & Data
    • Policy/Industry Support
  • Talks
  • Service
  • Experience
  • Collaboration
  • Teaching
    • Course
    • Books
  • Trading
  • Blogs
  • ไทย
  • Recent & Upcoming Talks
    • Statistical Arbitrage in Derivative Market
    • Quantitative Finance in the Age of Digital Innovation
    • Quant Career: Financial Engineer
    • Event Study Analytics and Statistical Arbitrage
    • Statistical Arbitrage in Derivative Market I: Volatility Arbitrage
    • Digital Future Lab 2026
    • กลยุทธ์เล่น Short Option
    • ใช้ AI agents ช่วยเทรดยังไง?
    • เทรดแบบ Quant — The Trading Lab EP.14
    • Gold 2 Markets: COMEX × TFEX
    • กลยุทธ์ Quant Trading ในตลาด TFEX
    • Statistical Arbitrage Advanced
    • Carry-Enhanced Pair Trading via Put-Call Parity
    • Statistical Arbitrage
    • กลยุทธ์การใช้ Options กับตลาด TFEX
    • Statistical Arbitrage for Trader
    • AI and Data Analysis in Livestock
    • Financial Outlook 2025
    • Evaluating ESG Impact on Portfolio Using Factor Model
    • Introduction to Quantitative Sustainable and ESG Portfolio Construction
    • Quantitative Trading Workshop
    • Introduction to Black-Litterman Model and Factor Model From Practice to theory
    • Multi-Asset Pair Trading
    • Python 101 and Agent-Based Model
    • Evaluating the Impact of ESG Sustainability Factors on US Index Returns
    • Guidelines for Studying M.Sc. Financial Engineering at WorldQuant University
    • AI for Research
    • Introduction to Quantitative Trading
    • CQF Information Session
    • Quant Careers Guideline
    • AI for Research
    • Guidelines for Undergraduate Projects in Financial Mathematics
    • Discussion on King Quant Trading Strategy
    • Guideline of Applied Mathematics Projects
    • Quantitative Trading Strategy Design
    • Factor Investing
    • Introduction to Factor Model
    • CQF Recap, Applied Stochastic Calculus II and Martingales
    • Guideline for Studying at WorldQuant University
    • Mechanisms to Incentivise Fossil Fuel Divestment and Implications on Portfolio Risk and Returns
    • Investing on Option Market Microstructure
    • Quantitative Modelling Frontiers; A Literature Review on the Evolution in Financial and Risk Modelling After the Financial Crisis (2008-2019)
    • Goal-Based Portfolio Optimization
    • Introduction to Econophysics
    • Mechanisms to Incentivise Fossil Fuel Divestment and Implications on Portfolio Risk and Returns
    • Mechanisms to Incentivise Fossil Fuel Divestment and Implications on Portfolio Risk and Returns
    • Research Trends in Modern Insurance Modelling
    • Decarbonizing Portfolio
  • Trading
    • Trexquant Global Alpha Researcher (GAR)
    • WorldQuant BRAIN Alpha Research
    • FX Betting System I
    • FX Simple Pair Trading I
  • Research Themes
    • AI and Machine Learning in Finance and Insurance
    • Asset Management
    • Carbon Market
    • Derivative Market
    • Insurance Market
    • Market Microstructure & Market Maker
    • Monte Carlo Simulation
    • Quantum Finance
    • Quantitative Economics
    • Quantitative Risk Management
    • Quantitative Trading
    • Optimization
    • Other
  • Policy/Industry Support
    • Retirement Lottery
    • National Catastrophe Insurance
    • Thailand Emissions Trading System Transition (Thailand ETS)
    • Urban Productivity and Secondary-City Development
    • Digital Assets and Tokenisation
    • Thailand Insurance Development Plan No. 5 (2026-2030)
    • Thailand Rice Insurance Programme 2026
    • Quantitative Investment & Portfolio Analytics
    • Trading, Derivatives & Market Risk
    • Insurance, Actuarial & AI Solutions
    • Agricultural Bank
    • Retail Trader
    • Hedge Fund
  • Publications
    • Policy-state gated regime dynamics in European emission allowance futures
    • State Conditional Boosting for Prospective Early Warning of CFPB Reported Relief Workload
    • Theory of European Option Underwriting Portfolios
    • Stress-Responsive Lambda Value at Risk with a VIX-Driven Smooth Sigmoid Distortion
    • Asymptotic Confidence Ellipse for Lognormal Distribution with Applications in Actuarial Pricing
    • A Stochastic Evolutionary Game Reformulation of the Lux--Marchesi Financial Market Model
    • Structural Change Detection in Panel-MIDAS-ARDL Time Series Regression Models: An Application to Firm Values and ESG Scores
    • Mechanisms for Implementing Fossil Fuel Divestment in Portfolio Management with Impact on Risk, Return and Carbon Reduction
    • DivFolio: a Shiny Application for Portfolio Divestment in Green Finance Wealth Management
    • Forward Jump Random Walk on a Cycle Graph and Its Hitting Time
    • Leveraging Generative Pre-trained Transformers for the Integration of Environmental, Social, and Governance Considerations into Investment Management for Thai Stock
    • Development of ESG Factors for Enhancing Factor Model in the Thai Stock Market
    • Production Performances and Morphometric Traits of Maehongson Chickens Comparing Praduhangdum, Male Layer Chickens, and Broiler
    • Moringa Leaf Powder Production Planning using Mixed-Integer Linear Programming
    • Wang–Landau Sampling for Estimation of the Reliability of Physical Networks
    • A 1/t algorithm with the density of two states for estimating multidimensional integrals
    • Obviating the Bin Width Effect of the 1/t Algorithm for Multidimensional Numerical Integration
    • An Improved 1/t Method for Numerical Integration of Ill-Behaved Integrals
  • Blogs
    • ความเสี่ยงที่หาง (Tail Dependence)
    • โคปูลาเบื้องต้น (Introduction to Copula)
    • Support Vector Machines for Classification on SET100 Returns
    • Why the Lookback Option is More Expensive Than the Asian Option, A Simulation Approach
    • ข้อเท็จจริงบางประการของตราสารสิทธ์แบบง่าย 1 (Some Facts on Vanilla Option I)
    • Example of Solving Stochastic Differential Equation
    • Examples of Martingale
  • Courses
    • Introduction to Quantitative Risk Analysis
    • Practical Models in Insurance
    • Numerical Methods
    • Calculus 2
    • Calculus 1
    • Introduction Mathematics
    • Linear Algebra
    • Ordinary Differential Equation
    • Probability Theory
    • Statistics
  • Software, Code & Data
  • Projects
    • Forward Jump Random Walk
    • SET Factor Model
    • BOTAPI
    • DivFolio
  • Collaboration
    • Industry and Company
    • Personal Collaboration
    • Student Supervision & Opportunities
  • Experience
  • Books
    • Advanced Books
    • Series in Actuarial Mathematics
    • Series in Financial Mathematics
    • Series in Fundamental Mathematics and Statistics
    • Series in Mathematical Modelling in Science
  • AI and Machine Learning in Finance and Insurance
  • Asset Management
  • Carbon Market
  • Derivative Market
  • Insurance Market
  • Market Microstructure & Market Maker
  • Monte Carlo Simulation
  • Quantum Finance
  • Quantitative Economics
  • Quantitative Risk Management
  • Quantitative Trading
  • Optimization
  • Other

On this page

  • Weather Derivative
  • Portfolio Theory of Option
Research Themes
Derivative Market

Derivative Market

Weather Derivative

Portfolio Theory of Option

  • Theory of European Option Underwriting Portfolios (Pasin)
Last updated on Jun 28, 2024
← Carbon Market Sep 26, 2026
Insurance Market Jun 28, 2024 →
Visitors Website visitor count Visitors by Country Flag counter showing visitors by country
Languages:
English
ไทย

© 2026 Pasin Marupanthorn. This work is licensed under CC BY NC ND 4.0

Published with Hugo Blox Builder — the free, open source website builder that empowers creators.