Access Statistics for Sanjiv Ranjan Das

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives 0 0 1 622 0 1 4 1,422
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 237 0 0 4 566
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 517 0 1 6 2,132
Auction Theory: A Summary with Applications to Treasury Markets 0 0 2 521 0 0 5 1,279
Average Interest 0 0 0 179 0 0 1 624
Common Failings: How Corporate Defaults are Correlated 0 0 0 158 0 4 15 519
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 134 0 2 2 368
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 0 0 1 347
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 0 3 5 781
On the Regulation of Fee Structures in Mutual Funds 0 0 0 265 0 3 4 692
Poisson-Guassian Processes and the Bond Markets 0 0 1 287 0 3 6 625
Pricing Credit Derivatives with Rating Transitions 0 0 0 636 1 2 11 1,463
Systemic Risk and International Portfolio Choice 0 0 0 385 0 1 14 1,081
Systemic Risk and the Great Depression 1 1 7 46 1 2 12 26
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 1 2 407 0 3 5 1,089
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 4 4 182
The Central Tendency: A Second Factor in Bond Yields 0 0 0 201 0 5 6 1,167
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 0 1 2 589
Total Working Papers 1 2 13 4,755 2 35 107 14,952


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives 1 1 2 18 1 3 8 68
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 52 0 1 3 133
A simple approach for pricing equity options with Markov switching state variables 0 0 0 111 0 0 1 259
A theory of banking structure 0 0 1 397 0 1 3 1,380
A theory of optimal timing and selectivity 0 0 0 51 0 2 2 110
Accounting-based versus market-based cross-sectional models of CDS spreads 0 0 0 84 3 5 15 413
An Integrated Model for Hybrid Securities 0 0 0 7 1 4 13 54
Basel II: Correlation Related Issues 0 0 0 116 0 0 1 255
Common Failings: How Corporate Defaults Are Correlated 0 0 1 88 3 10 31 407
Credit default swaps – Financial innovation or financial dysfunction? 1 1 7 56 2 4 23 229
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 0 0 3 253
Hedging credit: Equity liquidity matters 0 0 0 52 0 1 12 212
Implied recovery 0 3 8 55 4 10 27 185
Macroeconomic implications of search theory for the labour market 0 0 0 24 0 1 1 82
Of Smiles and Smirks: A Term Structure Perspective 1 1 9 86 3 9 25 218
Options and structured products in behavioral portfolios 1 2 7 73 1 4 23 227
Options on portfolios with higher-order moments 0 0 0 28 0 0 3 86
Polishing diamonds in the rough: The sources of syndicated venture performance 1 1 3 25 2 3 10 118
Portfolio Optimization with Mental Accounts 2 3 9 150 4 12 53 438
Strategic loan modification: An options-based response to strategic default 0 0 0 18 0 3 7 128
The Central Tendency: A Second Factor In Bond Yields 0 0 1 118 0 5 11 693
The Firm's Management of Social Interactions 0 0 0 86 0 3 13 409
The Principal Principle 0 0 1 18 0 2 7 54
The surprise element: jumps in interest rates 0 0 2 234 1 2 14 517
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 4 17 52 111 10 50 154 418
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 2 15 32 247
Total Journal Articles 11 29 103 2,059 37 150 495 7,593


Statistics updated 2020-03-04