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Browsing by Academic Advisor Carmona, Rene

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Class YearAuthor(s)TitleAdvisor
2018Navarro, WyattAn Analysis of Counterparty Credit Risk Estimation Methods Using Monte Carlo SimulationCarmona, Rene
2014Rajeshwar, HannahAnalyzing Localized Commodity Returns in the Context of Terrorist Attacks: A Two Phase ApproachCarmona, Rene
2012Chivetta, Amelia MarieAnalyzing the Regional Greenhouse Gas Initative: A Model of Carbon Dioxide Emissions in New JerseyCarmona, Rene
2000Liang, Conrad W.The Application of Constrained Optimization Towards Improved Statistical Analysis of fMRI ImagesCarmona, Rene
2014Yang, KevinCDO PRICING IN PRACTICAL TIME: GPU Accelerated Monte Carlo MethodsCarmona, Rene
2020Selwood, DavidCentral Bank Language Modeling to Predict Changes in Market Interest Rate ExpectationsCarmona, Rene
2019Zhu, ConnieCharting a Course for Success: A Statistical Analysis of Sociological Models in Popular Music TrendsCarmona, Rene
2002Morgan, Bradley A.Designing Weather Derivatives: Hedging the Weather Risk for the Philadelphia ZooCarmona, Rene
2007Hathiramani, Raj KumarDissecting the Collapse of Amaranth Advisors LLC (2006): Natural Gas Stochastic Volatility, Irrational Position-Sizing and Predatory TradingCarmona, Rene
2009Markfield, Eric BenjaminDoping in Sports: A Mathematical ApproachCarmona, Rene
-Li, TianhuiDynamic Programming and Trade ExecutionCarmona, Rene
2002Larkin, GregoryEnergy Risk Management for the University Power PlantCarmona, Rene
2002Urdea, AlexEstimating Default CorrelationsCarmona, Rene
2002Beek, David ChristianFinancial Techniques for Pricing Catastrophic Risk: A Look at Asian Option ApproachesCarmona, Rene
2016Jankowski, WilliamFinancing the World and Its Peoples A Regression Analysis of Sovereign Loans and Their Socioeconomic EffectsCarmona, Rene
2016Atlas, JosephFundamentals-Based Panics An Analysis of Bank Runs in Environments with Risky Long-Term AssetsCarmona, Rene
2009Lishkov, AleksandarA Game Theoretic Approach to Trading Temperature Difference ContractsCarmona, Rene
2010Fyfe, Henry ThomasThe Impact of Emissions Leakage on Greenhouse Gas RegulationCarmona, Rene
-Ma, YiImplied Volatility Surface Simulation with Tangent Levy ModelsCarmona, Rene