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Browsing by Academic Advisor Sircar, Ronnie

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Showing results 41 to 60 of 83 < previous next >

Class Year	Author(s)	Title	Advisor
2022	Ramakrishnan, Hari	Lighting Up Dark Pools	*Sircar, Ronnie*
2009	Russell, Matthew	Long-Term Performance and Option Pricing of Leveraged ETFs	*Sircar, Ronnie*
2008	Ranalli, Jayme	Market Expectations during a Crisis: An Analysis of the Implied Volatility Surface of Crude Oil Options	*Sircar, Ronnie*
2022	Khokher, Jugdip	Measuring Liquidity of Fixed-Income Assets	*Sircar, Ronnie*
2001	Choo, Edmund	Mixed-Integer Programming in Portfolio Construction	*Sircar, Ronnie*
2009	Capparell, Meghan Ashley	A Model for Pricing the Complex Implicit Options in Collar Offers	*Sircar, Ronnie*
2023	Geng, Sinong	Model-Regularized Machine Learning for Decision-Making	*Sircar, Ronnie*
2015	Shih, Brandon	Modeling the Effect of Central Bank Communication on Foreign Exchange Volatility	*Sircar, Ronnie*
2014	Wang, Stephen	Neural Networks in FX Derivatives Trading: Analyzing Artificial Intelligence Techniques to Price GBP/USD Options	*Sircar, Ronnie*
2005	Gremban, Patrick C.	Neural Networks: An Analysis of the Types of Networks to Use with Specific Stock Industries	*Sircar, Ronnie*
2001	Pasquini, Scott	A New Look at Tender Offer Premiums and Their Predictive Power	*Sircar, Ronnie*
2012	Asuncion-Cruz, Armando	Numerical Methods for Pricing Discretely Monitored Consecutive Parisian Options	*Sircar, Ronnie*
-	Avanesyan, Levon	Optimal investment in incomplete markets with multiple Brownian externalities	*Shkolnikov, Mykhaylo; Sircar, Ronnie*
2018	Baldwin, Ryan	Optimal Renewable Energy Transition Strategies for Oil and Gas Producers	*Sircar, Ronnie*
2009	Tang, Jeffrey Yong	Optimal Short-term Mean-reversion and Momentum Trading Strategies and Spread Forecasts for Global Equity Pairs	*Sircar, Ronnie*
2015	Reed, Brian	Overcoming Barriers for Impact Investing in Frontier Markets	*Sircar, Ronnie*
2009	Siriwardane, Emil Nuwan	Panic on Wall Street: An Implied Volatility Analysis of the Financial Crisis of 2008	*Sircar, Ronnie*
2015	Moore, Brian	'Politics as (un)usual’: Political Events and Market Fluctuations in the European Union Emissions Trading System	*Sircar, Ronnie*
2018	Orbe, Easton	Pricing Accelerated Share Repurchases with Lookback Options	*Dvir, Zeev; Sircar, Ronnie*
2014	Schepel, Paul	Psychological Arbitrage: An Analysis of the Dynamics of Apple's Stock Price in Neighborhoods of Round Numbers	*Sircar, Ronnie*

Showing results 41 to 60 of 83 < previous next >