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Title: Dissecting the Collapse of Amaranth Advisors LLC (2006): Natural Gas Stochastic Volatility, Irrational Position-Sizing and Predatory Trading
Authors: Hathiramani, Raj Kumar
Advisors: Carmona, Rene
Department: Operations Research and Financial Engineering
Class Year: 2007
Extent: 130 Pages
Format: Contains color or special media
Other Identifiers: 20810
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2017

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