Curriculum Vitae

Name & Family name:

· Mr. Sanae Rujivan

 

Birthday:

· 27th February, 1976

 

Birthplace:

· Ayutthaya, Thailand

 

Address: (in Thailand)

· School of Mathematics, Institute of Science, Walailak University, Nakhon Si Thammarat 80160, Thailand

 

Address: (in Germany)

· INF 294 Room 131, 69120 Heidelberg, Germany

 

Email Address:

rsanae@wu.ac.th or rujivan.sanae@iwr.uni-heidelberg.de

 

Educational Background:

· B. Sc. (1st Class Honors) in Mathematics (Chulalongkorn University, Thailand) (1993 -1997)

· M. Sc. in Computational Science (Chulalongkorn University, Thailand) (1998 - 2000) 

· PhD Student of IWR, University of Heidelberg, Germany (2003 – date)

 

Professional Experiences:

· Lecturer(June-September, 2000), Department of Mathematics, Chulalongkorn University, Thailand

· Lecturer(November, 2000 - 2003), School of Mathematics, Institute of Science, Walailak University, Thailand

 

Research Interests:

· Applied Mathematics especially in the areas of Applied Partial Differential Equations

· Numerical Methods for PDEs especially Boundary Elements Methods (BEMs), Dual Reciprocity Methods (DRMs)

· Cellular Automata (CA) and its computations

· Mathematical Finance

 

Current Research Areas:

· Quantitative Finance

· Probability Theory and Its Applications in Economic and Finance

· Stochastic Processes

· Stochastic Calculus and Stochastic Differential Equations (SDEs)

· Statistical Analysis and Parameter Estimation

· Computational Finance

 

Publications:

· Master Thesis Research: DRM solutions to two-dimensional linear wave equations, (1998 - 2000)

· Rujivan, S. & Jareonsutasinee, K. Parallel Computing using Mathematica. The Fifth Annual National Symposium on Computational Science

  and Engineering 2001 (ANSCSE 2001), Bangkok, Thailand, June 19 - 20, pp. 444.

 

Scholarships and Awards:

· Scholarship for the Undergraduate Study from the Development and Promotion of Science and Technology Talents Project (DPST),

  in Thailand 1994 -1997

· Gold Medal for the exceptional undergraduate student in the Department of Mathematics, Chulalongkorn University, 1998

· Outstanding Graduate Award in Mathematics from the Professor Tab Neelanithi Foundation, 1998

· Scholarship for the Graduate Study (Master degree)  from DPST, in Thailand,1998 -2000

· Scholarship for the Graduate Study (Doctoral degree) from the (DPST), in Germany, 2003 -2007

 

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