DataSpace: Browsing DataSpace

Browsing by Academic Advisor Sircar, Ronnie

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:

Showing results 5 to 24 of 83 < previous next >

Class Year	Author(s)	Title	Advisor
2018	Abrishamchian, Omid	Analysis of the Federal Reserve’s Quantitative Easing Program: Asset Price, Yield Curve, & Liquidity Effects	*Sircar, Ronnie*
2012	Shang, Bryton Ja-Shing	Analyzing, Modeling, & Trading the NASDAQ Crosses	*Sircar, Ronnie*
2019	Kang, William	Approximating Equilibrium in Extensive Games with Imperfect Recall via Counterfactual Regret Minimization	*Sircar, Ronnie*
2002	Faust, Nathan T.	Bandwidth Pricing Under Network Arbitrage Conditions	*Sircar, Ronnie*
2010	Carpeni, George Edouard	Building a Spot-Price Model for Natural Gas From Supply and Demand Fundamentals	*Sircar, Ronnie*
2002	Thurston, Jr., Peter N.	A Calculation and Analysis of Implied Volatility For American-Style Stock Options	*Sircar, Ronnie*
2005	White, Erik Michael	Catastrophic Bonds Linked to Terrorism: Quantifying and Pricing Terrorism Risk in the United States	*Sircar, Ronnie*
2015	Banerjee, Proma	A Comparative Analysis: A Piecewise Approach To Modeling the Co-movement of Treasury Bond Yields for Different Country Groups	*Sircar, Ronnie*
2021	Krahn, Eli	Covid-19 and Quantitative Easing: An Event Study of Federal Reserve Policies During the Covid-19 Recession	*Sircar, Ronnie*
2005	Pestronk, Jefferson	DARPA, Intrade, and IEM: Electronic Markets as Information Aggregators	*Sircar, Ronnie*
2020	Zhou, David	Deep Learning for Pricing and Hedging Options & Optimizing Portfolios with Applications	*Sircar, Ronnie*
2022	Neal, Miles	Deep Value Investing with Hidden Markov Models	*Sircar, Ronnie*
2020	Cobzaru, Raluca	Dynamic Cournot Games of Energy Production under Constant Prudence Price Functions	*Fickenscher, Jonathan; Sircar, Ronnie*
2016	Brown, Isaiah	Dynamic Cournot Models for the Production of Energy under Stochastic Demand	*Sircar, Ronnie*
2018	Agbim, Nnaedozie	Economic, Environmental and Political Impacts on Crude Oil Price Volatility	*Sircar, Ronnie*
2018	Liu, Daniel	Empirical Analysis of Cryptocurrency Volatility	*Sircar, Ronnie*
2019	Patel, Rahi	An Empirical Investigation of Asset Price Bubbles Using The Local Martingale Theory of Bubbles and Multiple-Factor Return Models	*Sircar, Ronnie*
-	Choi, Edmond	An Examination of the Systematic Risks in the Multi-Name Credit and Equity Markets	*Sircar, Ronnie*
2014	Katz, Daniel	Examining Volatility in the Equity and Oil Markets Through Volatility Swaps and the Volatility Skew	*Sircar, Ronnie*
2009	Giedt, Carling M	Exercise Patterns of Executive Stock Options: An Empirical Analysis	*Sircar, Ronnie*

Showing results 5 to 24 of 83 < previous next >