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 57 to 76 of 83 < previous next >

Class Year	Author(s)	Title	Advisor
2009	Siriwardane, Emil Nuwan	Panic on Wall Street: An Implied Volatility Analysis of the Financial Crisis of 2008	*Sircar, Ronnie*
2015	Moore, Brian	'Politics as (un)usual’: Political Events and Market Fluctuations in the European Union Emissions Trading System	*Sircar, Ronnie*
2018	Orbe, Easton	Pricing Accelerated Share Repurchases with Lookback Options	*Dvir, Zeev; Sircar, Ronnie*
2014	Schepel, Paul	Psychological Arbitrage: An Analysis of the Dynamics of Apple's Stock Price in Neighborhoods of Round Numbers	*Sircar, Ronnie*
2014	She, Michael	Quantification of Central Counterparty Risk: A Clearing Member’s Perspective	*Sircar, Ronnie*
2016	Rogers, Jonathan	Real Estate Investment Trust Returns: An Analysis of Volatility and Correlation	*Sircar, Ronnie*
2009	Cater, Charles Dylan	Refining Rational Expectations Equilibria: Existence of Nash Equilibria in Borrowing Constrained Games	*Sircar, Ronnie*
2001	Choi, David W.	Resettable Executive Stock Options	*Sircar, Ronnie*
2023	Reese, Ethan	The Response of European Electricity Markets to Supply and Demand Disruptions in 2020-2023	*Sircar, Ronnie*
2020	Retoff, Michael	Revolutionizing Residential Electricity Tariff Structure to Accommodate Distributed Energy Resources	*Sircar, Ronnie*
2001	Tadlock, Stephen D.	A Second-Order Description of Implied Volatility from an Asymptotic Analysis of Stochastic Volatility Models	*Sircar, Ronnie*
2015	Darnis, Franklyn	Securing Financial Comfort at Retirement An Analysis of Guaranteed Lifetime Withdrawal Benefit Contracts	*Sircar, Ronnie*
2001	Lanzarone, Michael	Sensitivity of Value at Risk for European Equity Options to Simplifying Assumptions and Parameter Estimation	*Sircar, Ronnie*
2020	Huang, Sonny	Sentiment Analysis for Stock Returns Using the TRNA Dataset	*Sircar, Ronnie*
2009	Tsakalis, Sotirios Ioannis	A Statistical Analysis of CDO Price Variation and the Role of Risk Aversion Since the Onset of the Subprime Crisis	*Sircar, Ronnie*
2016	Slattery, Ryan	A Statistical Analysis of Delinquency and Prepayment Risk in Subprime Mortgage-Backed Securities	*Sircar, Ronnie*
2020	Murphy, Christopher	The Spirit of the Game: Developing an Algorithm to Create a Competitively Balanced NFL Schedule	*Sircar, Ronnie*
2012	Goel, Anish Raja	Too Big to Fail: A Market Study of the Banking Consolidation Phenomenon on Wall Street	*Sircar, Ronnie*
2021	Martin Dit Neuville, Hugues	Total Recall : An Optimization Model to Help Ban Diesel and Petrol Fueled Cars from paris' streets	*Sircar, Ronnie*
2008	Zhou, Amy	Trading Places: Optimal Exchange Mechanisms for Kidney Donor-Recipient Pairs	*Sircar, Ronnie*

Showing results 57 to 76 of 83 < previous next >