Access Statistics for Sanjay K. Nawalkha

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A contingent claims analysis of the interest rate risk characteristics of corporate liabilities 0 0 0 26 1 2 3 112
A multibeta representation theorem for linear asset pricing theories 0 0 0 57 1 1 2 163
A note on currency option pricing 0 0 0 40 0 0 2 123
An Improved Approach to Computing Implied Volatility 0 0 0 0 0 2 2 544
Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model 0 0 0 30 2 2 2 147
Generalized M-vector models for hedging interest rate risk 0 0 0 78 0 0 2 229
Generalized solutions of higher-order duration measures 0 0 0 37 0 0 3 109
Immunizing bond portfolios in a multiple term structure economy 0 0 0 26 0 0 1 109
The Binomial Model and Risk Neutrality: Some Important Details 0 0 0 0 1 1 1 186
The duration vector: A continuous-time extension to default-free interest rate contingent claims 0 0 0 56 0 1 4 171
Total Journal Articles 0 0 0 350 5 9 22 1,893


Statistics updated 2025-12-06