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Browsing by Academic Advisor Carmona, Rene

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Class YearAuthor(s)TitleAdvisor
2002Morgan, Bradley A.Designing Weather Derivatives: Hedging the Weather Risk for the Philadelphia ZooCarmona, Rene
2007Hathiramani, Raj KumarDissecting the Collapse of Amaranth Advisors LLC (2006): Natural Gas Stochastic Volatility, Irrational Position-Sizing and Predatory TradingCarmona, Rene
2009Markfield, Eric BenjaminDoping in Sports: A Mathematical ApproachCarmona, Rene
-Li, TianhuiDynamic Programming and Trade ExecutionCarmona, Rene
2002Larkin, GregoryEnergy Risk Management for the University Power PlantCarmona, Rene
2002Urdea, AlexEstimating Default CorrelationsCarmona, Rene
2002Beek, David ChristianFinancial Techniques for Pricing Catastrophic Risk: A Look at Asian Option ApproachesCarmona, Rene
2016Jankowski, WilliamFinancing the World and Its Peoples A Regression Analysis of Sovereign Loans and Their Socioeconomic EffectsCarmona, Rene
2016Atlas, JosephFundamentals-Based Panics An Analysis of Bank Runs in Environments with Risky Long-Term AssetsCarmona, Rene
2009Lishkov, AleksandarA Game Theoretic Approach to Trading Temperature Difference ContractsCarmona, Rene
2010Fyfe, Henry ThomasThe Impact of Emissions Leakage on Greenhouse Gas RegulationCarmona, Rene
-Ma, YiImplied Volatility Surface Simulation with Tangent Levy ModelsCarmona, Rene
-Cerenzia, Mark JosephIntegrable models, Coulomb interactions, and mean field game theoryCarmona, Rene
2022Zalmover, AlikInvestigating Price Action and Price Distribution in E-mini Dow Futures Using Aggregated Order Flows of Four Different Types of Market ParticipantsCarmona, Rene
2019Cheng, SarahA Logistic Analysis of the U.S. Permanent Labor Certification ProcessCarmona, Rene
2011Villaran, ChristianMaintenance Scheduling for Caracas: Maintaining Power Plants in a Failing GridCarmona, Rene
2001Hanson, AlecMalliavin Calculus Applied to FinanceCarmona, Rene
-Zhu, XiunengMean Field Games with Major and Minor PlayersCarmona, Rene
2022Dayanıklı, GökçeMean Field Models with Heterogeneous Agents: Extensions and LearningCarmona, Rene
1999Mathew, Vivek ChandyModeling Catastrophic RiskCarmona, Rene