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Browsing by Academic Advisor Cheridito, Patrick
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Showing results 25 to 41 of 41
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Class Year
Author(s)
Title
Advisor
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
2005
Dagdelen, Ceyda
Risk Measures and Capital Regulation
Cheridito, Patrick
2007
Elbogen, Brian
Saving the Green: An Analysis of Hedging Strategies for the EU-ETS Carbon Dioxide Market
Cheridito, Patrick
2010
Oon, Sara Jian
Sovereign Wealth Funds: Their Performance in Global Financial Markets and its Implications for Regulatory Controls
Cheridito, Patrick
2005
Leewong, Andrea Jane
The Stock Market Overreaction Mystery: Human Judgment Bias in Financial Decision-Making
Cheridito, Patrick
-
Sepin, Tardu Selim
Studies on optimal trade execution
Cheridito, Patrick
2015
Holt, Ashley
TAX INVERSIONS: BATTLING THE SURGE TO MERGE
Cheridito, Patrick
2008
Zhang, Chen
Variance Swap Hedging in an Imperfect Options Market
Cheridito, Patrick
2009
Kowal, Michael Edward
Volatility Trading: An Analysis of Strategies Under Various Market Scenarios
Cheridito, Patrick
2005
Larkins, Elizabeth Anne
The Wealth of Nations: An Analysis of the Correlation between United States Economic Indicators and the Probability of Default of Emerging Market Countries
Cheridito, Patrick