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Browsing by Academic Advisor Sircar, Ronnie

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Class YearAuthor(s)TitleAdvisor
2002FitzGerald, Matthew C.Adaptive Expectations and the Term Structure of Implied VolatilitySircar, Ronnie
2019Zhu, GavinAlternative Swaption Price Modeling for Low Rate EnvironmentsSircar, Ronnie
2013Tian, Xinyue (Hanna)Analysis of Leveraged ETF Compounding DifferenceSircar, Ronnie
2018Abrishamchian, OmidAnalysis of the Federal Reserve’s Quantitative Easing Program: Asset Price, Yield Curve, & Liquidity EffectsSircar, Ronnie
2012Shang, Bryton Ja-ShingAnalyzing, Modeling, & Trading the NASDAQ CrossesSircar, Ronnie
2019Kang, WilliamApproximating Equilibrium in Extensive Games with Imperfect Recall via Counterfactual Regret MinimizationSircar, Ronnie
2002Faust, Nathan T.Bandwidth Pricing Under Network Arbitrage ConditionsSircar, Ronnie
2010Carpeni, George EdouardBuilding a Spot-Price Model for Natural Gas From Supply and Demand FundamentalsSircar, Ronnie
2002Thurston, Jr., Peter N.A Calculation and Analysis of Implied Volatility For American-Style Stock OptionsSircar, Ronnie
2005White, Erik MichaelCatastrophic Bonds Linked to Terrorism: Quantifying and Pricing Terrorism Risk in the United StatesSircar, Ronnie
2015Banerjee, PromaA Comparative Analysis: A Piecewise Approach To Modeling the Co-movement of Treasury Bond Yields for Different Country GroupsSircar, Ronnie
2005Pestronk, JeffersonDARPA, Intrade, and IEM: Electronic Markets as Information AggregatorsSircar, Ronnie
2020Zhou, DavidDeep Learning for Pricing and Hedging Options & Optimizing Portfolios with ApplicationsSircar, Ronnie
2020Cobzaru, RalucaDynamic Cournot Games of Energy Production under Constant Prudence Price FunctionsFickenscher, Jonathan; Sircar, Ronnie
2016Brown, IsaiahDynamic Cournot Models for the Production of Energy under Stochastic DemandSircar, Ronnie
2018Agbim, NnaedozieEconomic, Environmental and Political Impacts on Crude Oil Price VolatilitySircar, Ronnie
2018Liu, DanielEmpirical Analysis of Cryptocurrency VolatilitySircar, Ronnie
2019Patel, RahiAn Empirical Investigation of Asset Price Bubbles Using The Local Martingale Theory of Bubbles and Multiple-Factor Return ModelsSircar, Ronnie
-Choi, EdmondAn Examination of the Systematic Risks in the Multi-Name Credit and Equity MarketsSircar, Ronnie
2014Katz, DanielExamining Volatility in the Equity and Oil Markets Through Volatility Swaps and the Volatility SkewSircar, Ronnie