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Browsing by Academic Advisor Cheridito, Patrick
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Showing results 13 to 32 of 41
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Class Year
Author(s)
Title
Advisor
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Sagredo, Juan
Existence Results in General Equilibrium Theory
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
2004
Shukovsky, Adam Lewis
Hedging European Options in the Presence of Transaction Costs
Cheridito, Patrick
2005
Apple, Richard Dean
How Deep is the Hole? A Stochastic Analysis of the Pension Benefit Guaranty Corporation
Cheridito, Patrick
2006
Solomond, Phillip
Measuring Risk in Sectors of the S&P 500: Value-at-Risk and Expected Shortfall Using GARCH
Cheridito, Patrick
2009
Stapleton, Kelly R.
Modeling Risk in Commodity Markets: A Comparison of GARCH and GPD-based Copulas
Cheridito, Patrick
2012
Wang, Ray Li
Modeling Systemic Risk Using Networks
Cheridito, Patrick
2009
Sowa, Andrew Kent
New Techniques for Modeling Random Noise in the Lognormal Stock Price Model
Cheridito, Patrick
2005
McConnell, Joseph Pearson
Optimal High School Sizes in Relation to School Demographics
Cheridito, Patrick
2006
Walia, Nitin
Optimal Trading: Dynamic Stock Liquidation Strategies
Cheridito, Patrick
2011
Montenegro, Gabriel Siracusa
Options Pricing and Volatility Modeling Through Risk-Neutral Approximations of GARCH Processes
Cheridito, Patrick
2007
Vu, Charles
Pricing Catastrophe Bonds and Industry Loss Warranties Within a Compound Poisson Process Framework
Cheridito, Patrick