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Browsing by Academic Advisor Carmona, Rene
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Showing results 1 to 20 of 52
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Class Year
Author(s)
Title
Advisor
2018
Navarro, Wyatt
An Analysis of Counterparty Credit Risk Estimation Methods Using Monte Carlo Simulation
Carmona, Rene
2014
Rajeshwar, Hannah
Analyzing Localized Commodity Returns in the Context of Terrorist Attacks: A Two Phase Approach
Carmona, Rene
2012
Chivetta, Amelia Marie
Analyzing the Regional Greenhouse Gas Initative: A Model of Carbon Dioxide Emissions in New Jersey
Carmona, Rene
2000
Liang, Conrad W.
The Application of Constrained Optimization Towards Improved Statistical Analysis of fMRI Images
Carmona, Rene
2014
Yang, Kevin
CDO PRICING IN PRACTICAL TIME: GPU Accelerated Monte Carlo Methods
Carmona, Rene
2020
Selwood, David
Central Bank Language Modeling to Predict Changes in Market Interest Rate Expectations
Carmona, Rene
2019
Zhu, Connie
Charting a Course for Success: A Statistical Analysis of Sociological Models in Popular Music Trends
Carmona, Rene
2016
Toro, Daniel
CORRELATED DEFAULT SWAPS: SOVEREIGN CREDIT CONTAGION IN LATIN AMERICAN MARKETS
Carmona, Rene
2002
Morgan, Bradley A.
Designing Weather Derivatives: Hedging the Weather Risk for the Philadelphia Zoo
Carmona, Rene
2007
Hathiramani, Raj Kumar
Dissecting the Collapse of Amaranth Advisors LLC (2006): Natural Gas Stochastic Volatility, Irrational Position-Sizing and Predatory Trading
Carmona, Rene
2009
Markfield, Eric Benjamin
Doping in Sports: A Mathematical Approach
Carmona, Rene
-
Li, Tianhui
Dynamic Programming and Trade Execution
Carmona, Rene
2002
Larkin, Gregory
Energy Risk Management for the University Power Plant
Carmona, Rene
2002
Urdea, Alex
Estimating Default Correlations
Carmona, Rene
2002
Beek, David Christian
Financial Techniques for Pricing Catastrophic Risk: A Look at Asian Option Approaches
Carmona, Rene
2016
Jankowski, William
Financing the World and Its Peoples A Regression Analysis of Sovereign Loans and Their Socioeconomic Effects
Carmona, Rene
2016
Atlas, Joseph
Fundamentals-Based Panics An Analysis of Bank Runs in Environments with Risky Long-Term Assets
Carmona, Rene
2009
Lishkov, Aleksandar
A Game Theoretic Approach to Trading Temperature Difference Contracts
Carmona, Rene
2010
Fyfe, Henry Thomas
The Impact of Emissions Leakage on Greenhouse Gas Regulation
Carmona, Rene
-
Ma, Yi
Implied Volatility Surface Simulation with Tangent Levy Models
Carmona, Rene