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Browsing by Academic Advisor Cheridito, Patrick
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Showing results 1 to 20 of 38
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Class Year
Author(s)
Title
Advisor
2008
Weinkle, Justin J.
The 2007 Subprime Mortgage Crisis: Valuation of Subprime Residential Mortgage-Backed Securities
Cheridito, Patrick
2004
Maquilan, Melissa A.
An Analysis of Expected Shortfall as a Method of Measuring Risk in Credit Portfolios
Cheridito, Patrick
2015
Saxena, Alok
An Analysis of Momentum Trends in Volatility
Cheridito, Patrick
2016
Thayaparan, Leann
An Analysis of Television Show Viewership Growth through SIR Virus Models
Cheridito, Patrick
2012
Wang, Daniel Xiaochen
Analytical Approaches to Calculating Value-at-Risk of a Quadratic Approximation of a Stock and Options Portfolio
Cheridito, Patrick
-
Nam, Kihun
Backward Stochastic Differential Equations with Superlinear Drivers
Cheridito, Patrick
2009
Raghuraman, Aruna
Behavior of the Base Correlation Skew in CDOs During the Subprime Crisis
Cheridito, Patrick
2012
Cao, Phillips Minghua
Bid and Ask Prices in Options Markets with Transaction Costs
Cheridito, Patrick
2015
Zhao, David
BITCOIN: CURRENCY OR COMMODITY A Look into Classifying Everybody’s Favorite Cryptocurrency
Cheridito, Patrick
2011
Nguyen, William Cuong
College Tuition: Modeling and Valuation of Contingent Claims
Cheridito, Patrick
2015
Wang, Austin
Empirical Analysis of Order Book Dynamics and Trade Impact in Futures Markets
Cheridito, Patrick
2016
Gandotra, Raghav
EXPLORING ELECTRICITY PRICE DYNAMICS: FITTING A MARKOVIAN REGIME-SWITCHING GARCH(1,1) MODEL
Cheridito, Patrick
2007
Gehani, Neel
Exploring the Equity Premium Puzzle with Constant Relative Risk Aversion (CRRA) Based Utility Preferences
Cheridito, Patrick
2009
McNichols, Shackel Jamila
A Fair Valuation of the 07-08 Credit Crunch
Cheridito, Patrick
2013
Fox, Charles
A Few Experiments in Portfolio Management
Cheridito, Patrick
2016
Chen, Xin
Forecasting Default Rates of Peer-to-peer Lending Using Dynamic Regression Models
Cheridito, Patrick
2016
Huang, Eric
Forecasting Equity Index Volatility Spreads
Cheridito, Patrick
2016
Tan, Elliot
Forecasting Foreign Exchange Rates in Response to Federal Reserve Communication: A Machine Learning Approach
Cheridito, Patrick
2004
Chasse, Hendrik Jorden
Hedge Funds: When and Where to Invest
Cheridito, Patrick
2015
Swaroop, Saumya
Hedging for the Greater Good: Devising Risk‐Management Strategies for Microfinance Firms
Cheridito, Patrick