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Browsing by Academic Advisor Sircar, Ronnie

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Class Year	Author(s)	Title	Advisor
2002	FitzGerald, Matthew C.	Adaptive Expectations and the Term Structure of Implied Volatility	*Sircar, Ronnie*
2019	Zhu, Gavin	Alternative Swaption Price Modeling for Low Rate Environments	*Sircar, Ronnie*
2013	Tian, Xinyue (Hanna)	Analysis of Leveraged ETF Compounding Difference	*Sircar, Ronnie*
2018	Abrishamchian, Omid	Analysis of the Federal Reserve’s Quantitative Easing Program: Asset Price, Yield Curve, & Liquidity Effects	*Sircar, Ronnie*
2012	Shang, Bryton Ja-Shing	Analyzing, Modeling, & Trading the NASDAQ Crosses	*Sircar, Ronnie*
2019	Kang, William	Approximating Equilibrium in Extensive Games with Imperfect Recall via Counterfactual Regret Minimization	*Sircar, Ronnie*
2002	Faust, Nathan T.	Bandwidth Pricing Under Network Arbitrage Conditions	*Sircar, Ronnie*
2010	Carpeni, George Edouard	Building a Spot-Price Model for Natural Gas From Supply and Demand Fundamentals	*Sircar, Ronnie*
2002	Thurston, Jr., Peter N.	A Calculation and Analysis of Implied Volatility For American-Style Stock Options	*Sircar, Ronnie*
2005	White, Erik Michael	Catastrophic Bonds Linked to Terrorism: Quantifying and Pricing Terrorism Risk in the United States	*Sircar, Ronnie*
2015	Banerjee, Proma	A Comparative Analysis: A Piecewise Approach To Modeling the Co-movement of Treasury Bond Yields for Different Country Groups	*Sircar, Ronnie*
2005	Pestronk, Jefferson	DARPA, Intrade, and IEM: Electronic Markets as Information Aggregators	*Sircar, Ronnie*
2020	Zhou, David	Deep Learning for Pricing and Hedging Options & Optimizing Portfolios with Applications	*Sircar, Ronnie*
2020	Cobzaru, Raluca	Dynamic Cournot Games of Energy Production under Constant Prudence Price Functions	*Fickenscher, Jonathan; Sircar, Ronnie*
2016	Brown, Isaiah	Dynamic Cournot Models for the Production of Energy under Stochastic Demand	*Sircar, Ronnie*
2018	Agbim, Nnaedozie	Economic, Environmental and Political Impacts on Crude Oil Price Volatility	*Sircar, Ronnie*
2018	Liu, Daniel	Empirical Analysis of Cryptocurrency Volatility	*Sircar, Ronnie*
2019	Patel, Rahi	An Empirical Investigation of Asset Price Bubbles Using The Local Martingale Theory of Bubbles and Multiple-Factor Return Models	*Sircar, Ronnie*
-	Choi, Edmond	An Examination of the Systematic Risks in the Multi-Name Credit and Equity Markets	*Sircar, Ronnie*
2014	Katz, Daniel	Examining Volatility in the Equity and Oil Markets Through Volatility Swaps and the Volatility Skew	*Sircar, Ronnie*

Showing results 1 to 20 of 70 next >