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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
2022McCall, ReganCan Bitcoin Go Green? An In-Depth Look into Cryptocurrency Mining via Renewable Energy SourcesCarmona, 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