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Showing results 12 to 31 of 41 < previous next >

Class Year	Author(s)	Title	Advisor
2015	Wang, Austin	Empirical Analysis of Order Book Dynamics and Trade Impact in Futures Markets	*Cheridito, Patrick*
-	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*

Showing results 12 to 31 of 41 < previous next >