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Browsing by Academic Advisor Sircar, Ronnie

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Showing results 35 to 54 of 83 < previous   next >
Class YearAuthor(s)TitleAdvisor
2010Chan, Chun Ho DerekThe Impacts of High-Frequency TradingSircar, Ronnie
2005Mattson, KimberlyImplied Volatility of Foreign Exchange Options as an Indicator of Currency Crisis RiskSircar, Ronnie
2012Wells, Thomas SargeantAn In-Depth Analysis of the Employment Situation During the 2008 RecessionSircar, Ronnie
2009Cleveland, David M.Inducing Sustainability: Dynamic Firm Behavior under Environmental RegulationSircar, Ronnie
2005Krasteva, Yana K.Interaction-Induced Enhancement of Portfolio Credit RiskSircar, Ronnie
2002Yankaya, NilgunIntradaily Patterns and Long Memory in Heteroskedastic Processes: The Turkish Lira and the EuroSircar, Ronnie
2022Ramakrishnan, HariLighting Up Dark PoolsSircar, Ronnie
2009Russell, MatthewLong-Term Performance and Option Pricing of Leveraged ETFsSircar, Ronnie
2008Ranalli, JaymeMarket Expectations during a Crisis: An Analysis of the Implied Volatility Surface of Crude Oil OptionsSircar, Ronnie
2022Khokher, JugdipMeasuring Liquidity of Fixed-Income AssetsSircar, Ronnie
2001Choo, EdmundMixed-Integer Programming in Portfolio ConstructionSircar, Ronnie
2009Capparell, Meghan AshleyA Model for Pricing the Complex Implicit Options in Collar OffersSircar, Ronnie
2023Geng, SinongModel-Regularized Machine Learning for Decision-MakingSircar, Ronnie
2015Shih, BrandonModeling the Effect of Central Bank Communication on Foreign Exchange VolatilitySircar, Ronnie
2014Wang, StephenNeural Networks in FX Derivatives Trading: Analyzing Artificial Intelligence Techniques to Price GBP/USD OptionsSircar, Ronnie
2005Gremban, Patrick C.Neural Networks: An Analysis of the Types of Networks to Use with Specific Stock IndustriesSircar, Ronnie
2001Pasquini, ScottA New Look at Tender Offer Premiums and Their Predictive PowerSircar, Ronnie
2012Asuncion-Cruz, ArmandoNumerical Methods for Pricing Discretely Monitored Consecutive Parisian OptionsSircar, Ronnie
-Avanesyan, LevonOptimal investment in incomplete markets with multiple Brownian externalitiesShkolnikov, Mykhaylo; Sircar, Ronnie
2018Baldwin, RyanOptimal Renewable Energy Transition Strategies for Oil and Gas ProducersSircar, Ronnie