Rate My Professor Pakorn Aschakulporn

Aschakulporn serves as deputy director of the Derivatives and Quantitative Finance Group, organizer of the department's semiannual PhD Workshop and Postgraduate Seminars, and member of the Postgraduate Committee and AKO Learning and Teaching Committee. He currently teaches FINC 102 Business Mathematics and FINC 306 Derivatives, having previously taught BSNS 114 Financial Decision Making and FINC 204 Personal Finance. Key publications include "Option-pricing formulas with skewness and kurtosis" (2026, Review of Derivatives Research, with J. E. Zhang); "VIX term structure and future realized volatility" (2025, Applied Economics, with T. Li and J. E. Zhang); "Modeling and forecasting the CBOE VIX with the TVP-HAR model" (2025, Journal of Forecasting, with W. Xu and J. E. Zhang); "Skewness and option prices under stochastic volatility models: the role of shot-noise jumps" (2025, European Journal of Finance, with W. Lin, Y. Ye, and J. E. Zhang); and "The Edgeworth and Gram-Charlier densities" (2024, International Journal of Theoretical & Applied Finance, with J. E. Zhang).