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Browsing by Academic Advisor Sircar, Ronnie
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Showing results 73 to 83 of 83
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Class Year
Author(s)
Title
Advisor
2020
Murphy, Christopher
The Spirit of the Game: Developing an Algorithm to Create a Competitively Balanced NFL Schedule
Sircar, Ronnie
2012
Goel, Anish Raja
Too Big to Fail: A Market Study of the Banking Consolidation Phenomenon on Wall Street
Sircar, Ronnie
2021
Martin Dit Neuville, Hugues
Total Recall : An Optimization Model to Help Ban Diesel and Petrol Fueled Cars from paris' streets
Sircar, Ronnie
2008
Zhou, Amy
Trading Places: Optimal Exchange Mechanisms for Kidney Donor-Recipient Pairs
Sircar, Ronnie
2010
Sirignano, Justin Anthony
Utility Pricing of Collateralized Debt Obligations
Sircar, Ronnie
2005
Czervionke, Eric M.
Valuing Executive Stock Options with Blackout Periods
Sircar, Ronnie
2002
Cross, Sarah Elizabeth
The Volatile Nature of Mergers: A Study of Merger-Induced Volatility Shifts and Their Impact on Call Option Pricing
Sircar, Ronnie
2016
Perricone, Jacob
Volatility Targeting Portfolios: A Multi-Period Framework
Sircar, Ronnie
2018
Jalota, Aryaman
Volatility-of-Volatility: Dynamic Models and Hedging Strategies
Sircar, Ronnie
2015
Choudhury, Shompa
Votes, Stocks, Gold and Wheat: A Comparative Analysis of the Volatility Shocks in the Stock, Gold and Wheat Markets during the 2014 General Elections in India
Sircar, Ronnie
2019
Fu, Jason
Worst-of Options Pricing and Implied Correlation using Copula Methods
Sircar, Ronnie