Research
This is the focus of my life now and for many years to come...
A walk on the fine line between ignorance and knowledge...
Selected Publications:
T. S.-C. Choi, Analysis of Fixed Income Securities, Undergraduate Thesis, Department of Computational
Science, National University of Singapore, 1997.
T. S.-C. Choi and L.K.H. Ma, Interest Rate Modeling, Proceedings of the Fourth International Conference on
Computational Physics (ICCP4), Singapore, June 1997.
D. R. Van Deventer, S. Chang, and T. S.-C. Choi, The Performance of Credit Risk Models in Asian Markets,
Proceedings of the Eleventh Annual PACAP/FMA Finance Conference: Finance in the 21st Century, Singapore, July 1999.
D. R. Van Deventer, S. Chang, and T. S.-C. Choi, The Merton Model and Jarrow Model of Credit Risk and
Implications for Bank Safety and Soundness, Kamakura Corporation, July 1999.
T. S.-C. Choi, S.H. Chang and D.R. van Deventer, Calculating
Default Probabilities, Expected Losses, and Loss in the
Event of Default in the Merton Model, Proceedings of the International Conference on Central Banking Policies,
Macau, May 1999.
T. S.-C. Choi and L. K. H. Ma, Analysis of Fixed Income
Securities, Series in Mathematical Finance, World
Scientific Publishing Co., accepted for publication, 2001.
T. S.-C. Choi et al., Other Visualization Research, Section
5.11 in Center for Integrated Turbulence Simulations 2001 Annual Technical
Report, Stanford University, September 2001.
T. S.-C. Choi, D. Donoho et al., About BeamLab --- a Toolbox for
New Multiscale Methodologies, Department of Statistics, Stanford
University, 2002.
T. S.-C. Choi, Iterative Methods for Singular Linear Equations and Least-Squares Problems,
Ph.D. Dissertation, Stanford University, January 2007.
T. S.-C. Choi, C. C. Paige, and M. A. Saunders, MINRES-QLP:
A Krylov subspace method for indefinite or singular symmetric
systems, SIAM Journal of Scientific Computing, submitted March 2010.