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Browsing by Academic Advisor Sircar, Ronnie

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Showing results 67 to 83 of 83 < previous

Class Year	Author(s)	Title	Advisor
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*
2010	Sirignano, Justin Anthony	Utility Pricing of Collateralized Debt Obligations	*Sircar, Ronnie*
2005	Czervionke, Eric M.	Valuing Executive Stock Options with Blackout Periods	*Sircar, Ronnie*
2002	Cross, Sarah Elizabeth	The Volatile Nature of Mergers: A Study of Merger-Induced Volatility Shifts and Their Impact on Call Option Pricing	*Sircar, Ronnie*
2016	Perricone, Jacob	Volatility Targeting Portfolios: A Multi-Period Framework	*Sircar, Ronnie*
2018	Jalota, Aryaman	Volatility-of-Volatility: Dynamic Models and Hedging Strategies	*Sircar, Ronnie*
2015	Choudhury, Shompa	Votes, Stocks, Gold and Wheat: A Comparative Analysis of the Volatility Shocks in the Stock, Gold and Wheat Markets during the 2014 General Elections in India	*Sircar, Ronnie*
2019	Fu, Jason	Worst-of Options Pricing and Implied Correlation using Copula Methods	*Sircar, Ronnie*

Showing results 67 to 83 of 83 < previous