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Browsing by Academic Advisor Sircar, Ronnie

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Showing results 49 to 68 of 83 < previous   next >
Class YearAuthor(s)TitleAdvisor
2014Wang, StephenNeural Networks in FX Derivatives Trading: Analyzing Artificial Intelligence Techniques to Price GBP/USD OptionsSircar, Ronnie
2005Gremban, Patrick C.Neural Networks: An Analysis of the Types of Networks to Use with Specific Stock IndustriesSircar, Ronnie
2001Pasquini, ScottA New Look at Tender Offer Premiums and Their Predictive PowerSircar, Ronnie
2012Asuncion-Cruz, ArmandoNumerical Methods for Pricing Discretely Monitored Consecutive Parisian OptionsSircar, Ronnie
-Avanesyan, LevonOptimal investment in incomplete markets with multiple Brownian externalitiesShkolnikov, Mykhaylo; Sircar, Ronnie
2018Baldwin, RyanOptimal Renewable Energy Transition Strategies for Oil and Gas ProducersSircar, Ronnie
2009Tang, Jeffrey YongOptimal Short-term Mean-reversion and Momentum Trading Strategies and Spread Forecasts for Global Equity PairsSircar, Ronnie
2015Reed, BrianOvercoming Barriers for Impact Investing in Frontier MarketsSircar, Ronnie
2009Siriwardane, Emil NuwanPanic on Wall Street: An Implied Volatility Analysis of the Financial Crisis of 2008Sircar, Ronnie
2015Moore, Brian'Politics as (un)usual’: Political Events and Market Fluctuations in the European Union Emissions Trading SystemSircar, Ronnie
2018Orbe, EastonPricing Accelerated Share Repurchases with Lookback OptionsDvir, Zeev; Sircar, Ronnie
2014Schepel, PaulPsychological Arbitrage: An Analysis of the Dynamics of Apple's Stock Price in Neighborhoods of Round NumbersSircar, Ronnie
2014She, MichaelQuantification of Central Counterparty Risk: A Clearing Member’s PerspectiveSircar, Ronnie
2016Rogers, JonathanReal Estate Investment Trust Returns: An Analysis of Volatility and CorrelationSircar, Ronnie
2009Cater, Charles DylanRefining Rational Expectations Equilibria: Existence of Nash Equilibria in Borrowing Constrained GamesSircar, Ronnie
2001Choi, David W.Resettable Executive Stock OptionsSircar, Ronnie
2023Reese, EthanThe Response of European Electricity Markets to Supply and Demand Disruptions in 2020-2023Sircar, Ronnie
2020Retoff, MichaelRevolutionizing Residential Electricity Tariff Structure to Accommodate Distributed Energy ResourcesSircar, Ronnie
2001Tadlock, Stephen D.A Second-Order Description of Implied Volatility from an Asymptotic Analysis of Stochastic Volatility ModelsSircar, Ronnie
2015Darnis, FranklynSecuring Financial Comfort at Retirement An Analysis of Guaranteed Lifetime Withdrawal Benefit ContractsSircar, Ronnie