Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp01sf2687273| Title: | Dissecting the Collapse of Amaranth Advisors LLC (2006): Natural Gas Stochastic Volatility, Irrational Position-Sizing and Predatory Trading |
| Authors: | Hathiramani, Raj Kumar |
| Advisors: | Carmona, Rene |
| Department: | Operations Research and Financial Engineering |
| Class Year: | 2007 |
| Extent: | 130 Pages |
| Format: | Contains color or special media |
| Other Identifiers: | 20810 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01sf2687273 |
| Location : | This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu. |
| Type of Material: | Princeton University Senior Theses |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 |
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