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Browsing by Academic Advisor Cheridito, Patrick

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Class YearAuthor(s)TitleAdvisor
2008Weinkle, Justin J.The 2007 Subprime Mortgage Crisis: Valuation of Subprime Residential Mortgage-Backed SecuritiesCheridito, Patrick
2004Maquilan, Melissa A.An Analysis of Expected Shortfall as a Method of Measuring Risk in Credit PortfoliosCheridito, Patrick
2015Saxena, AlokAn Analysis of Momentum Trends in VolatilityCheridito, Patrick
2016Thayaparan, LeannAn Analysis of Television Show Viewership Growth through SIR Virus ModelsCheridito, Patrick
2012Wang, Daniel XiaochenAnalytical Approaches to Calculating Value-at-Risk of a Quadratic Approximation of a Stock and Options PortfolioCheridito, Patrick
-Nam, KihunBackward Stochastic Differential Equations with Superlinear DriversCheridito, Patrick
2009Raghuraman, ArunaBehavior of the Base Correlation Skew in CDOs During the Subprime CrisisCheridito, Patrick
2012Cao, Phillips MinghuaBid and Ask Prices in Options Markets with Transaction CostsCheridito, Patrick
2015Zhao, DavidBITCOIN: CURRENCY OR COMMODITY A Look into Classifying Everybody’s Favorite CryptocurrencyCheridito, Patrick
2011Nguyen, William CuongCollege Tuition: Modeling and Valuation of Contingent ClaimsCheridito, Patrick
-Xu, ZhikaiCurrency Crashes, Tail Risk and Contingent CapitalCheridito, Patrick; Jurek, Jakub
2015Wang, AustinEmpirical Analysis of Order Book Dynamics and Trade Impact in Futures MarketsCheridito, Patrick
-Sagredo, JuanExistence Results in General Equilibrium TheoryCheridito, Patrick
2007Gehani, NeelExploring the Equity Premium Puzzle with Constant Relative Risk Aversion (CRRA) Based Utility PreferencesCheridito, Patrick
2009McNichols, Shackel JamilaA Fair Valuation of the 07-08 Credit CrunchCheridito, Patrick
2013Fox, CharlesA Few Experiments in Portfolio ManagementCheridito, Patrick
2016Chen, XinForecasting Default Rates of Peer-to-peer Lending Using Dynamic Regression ModelsCheridito, Patrick
2016Huang, EricForecasting Equity Index Volatility SpreadsCheridito, Patrick
2016Tan, ElliotForecasting Foreign Exchange Rates in Response to Federal Reserve Communication: A Machine Learning ApproachCheridito, Patrick