Browsing by Academic Advisor Coulon, Michael
Showing results 1 to 13 of 13
| Class Year | Author(s) | Title | Advisor |
| 2012 | Mazzini, Juan Ignacio | Adding the Missing Player: The Effect of Including Consumers in the Oil Futures Market | Coulon, Michael |
| 2012 | Gang, Jack Jian | Applications of Recombining Stochastic Volatility Trees | Coulon, Michael |
| 2012 | Zhu, Wenxin Kevin | Emisssion Allowance Sensitvities to Fluctuations in Carbon Price Drivers: Implications for the EUA-CER Spread | Coulon, Michael |
| 2010 | Chua, Jason Jia-Xuan | Estimating the Risk and Return of Private Equity Investments | Coulon, Michael |
| 2013 | Printzios, Alexandra | Examining the Effect of Speculation
and Open Interest on the Crude Oil
Futures Curve | Coulon, Michael |
| 2012 | Balachandran, Malavika | Food Prices and Fundamentals The Diminishing Role of Fundamentals in Determining Agricultural Commodity Price | Coulon, Michael |
| 2011 | Morris, John Daywalt | The Impact of Solar Energy on the Electricity Spot Market | Coulon, Michael |
| 2010 | Park, Sun-You | Modeling Locational Spreads of Natural Gas Spot Prices: Impact of Pipeline Capacity, Gas Flow, Temperature, & Storage Level | Coulon, Michael |
| 2010 | Ekierman, Alexandre A. | The Non-Default Component: The Influence of Liquidity on Corporate Bond Spreads | Coulon, Michael |
| 2011 | Kreider, Zachary Steven | Principal Component Analysis of Corporate Yield Spreads | Coulon, Michael |
| 2013 | Zigadlo, Kevin | “Raising Capital in the New Age of Venture Finance”:
A Model and Analysis of Crowdfunding | Coulon, Michael |
| 2013 | Cho, Woo-Hyung | STOCHASTIC VOLATILITY MODELS FOR PRICING
VIX OPTIONS CONSISTENT WITH VIX AND SPX
IMPLIED VOLATILITIES:
A SIMULATION APPROACH | Coulon, Michael |
| 2011 | Lopez, Franco Alfonso | A Structural Model for the FCOJ Market | Coulon, Michael |