Now showing items 1-2 of 2

    • Modeling SPX Volatility to Improve Options Pricing 

      Aiman, Jared; Iglesias, Vicente; Sarkar, Sumit (2021)
      In this project, we develop a model to predict future stock market volatility and facilitate more accurate options pricing. The Black Scholes model gives an expected premium for an options contract; however, it uses an ...
    • Predicting Student Loan Debt: A Hierarchical Time Series Analysis 

      Elsesser, George (2021)
      In recent years, and especially in response to the Covid-19 pandemic, much attention has been brought to the issue of rapidly increasing student debt. Yet in the field of time series analysis, there is a dearth of studies ...