Ronnie Sircar

Ronnie SircarRonnie Sircar taught for three years at the University of Michigan in the Department of Mathematics before moving to Princeton University in 2000. He is now a Professor in the Operations Research and Financial Engineering Department at Princeton and n affiliate member of the Bendheim Center for Finance and the Program in Applied and Computational Mathematics. Read More Read Less

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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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Commodities, Energy and Environmental Finance36 %
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Commodities, Energy and Environmental Finance36 %
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Derivatives in Financial Markets with Stochastic Volatility3 % NR
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The Historical Works Of Gervase Of Canterbury
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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives32 % NR
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