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 0 625 1 2 2 1,435
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 0 0 1 577
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 518 1 2 4 2,149
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 0 2 5 1,299
Average Interest 0 0 0 179 0 2 3 639
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 2 80 2 8 15 111
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 68 0 1 6 146
Common Failings: How Corporate Defaults are Correlated 0 0 0 160 1 1 3 550
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 1 4 4 380
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 1 1 3 353
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 1 1 1 798
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 2 3 5 704
Poisson-Guassian Processes and the Bond Markets 1 1 1 293 1 3 4 647
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 1 1 2 1,478
Systemic Risk and International Portfolio Choice 0 0 1 394 0 1 4 1,123
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 0 1 420 0 1 3 1,122
The Central Tendency: A Second Factor in Bond Yields 0 0 0 203 1 3 7 1,190
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 3 4 4 192
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 0 1 1 593
Total Working Papers 1 1 6 4,900 16 41 77 15,486

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 0 0 0 24 1 1 1 86
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 54 1 1 2 142
A simple approach for pricing equity options with Markov switching state variables 1 3 4 115 4 8 10 276
A theory of banking structure 1 1 1 406 3 3 5 1,401
A theory of optimal timing and selectivity 0 0 1 53 1 3 6 122
Accounting-based versus market-based cross-sectional models of CDS spreads 1 2 4 116 2 5 12 587
An Integrated Model for Hybrid Securities 0 0 0 10 0 2 2 71
Banking networks, systemic risk, and the credit cycle in emerging markets 0 0 0 3 0 0 1 18
Basel II: Correlation Related Issues 0 0 0 116 0 1 3 263
Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality 0 0 0 3 0 1 2 12
Common Failings: How Corporate Defaults Are Correlated 0 0 1 100 0 1 5 479
Credit default swaps – Financial innovation or financial dysfunction? 0 0 2 78 0 0 2 305
Credit spreads with dynamic debt 0 0 1 17 2 5 8 89
Digitization and data frames for card index records 0 0 0 1 0 1 6 12
Dynamic optimization for multi-goals wealth management 0 0 3 20 3 7 16 66
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 1 1 2 285
Hedging credit: Equity liquidity matters 0 0 0 61 0 1 3 237
Implied recovery 0 0 0 81 1 3 7 263
Macroeconomic implications of search theory for the labour market 0 0 0 24 1 1 1 88
Of Smiles and Smirks: A Term Structure Perspective 0 0 1 103 2 3 5 269
Options and structured products in behavioral portfolios 0 1 2 91 0 3 7 277
Options on portfolios with higher-order moments 0 0 0 39 0 0 1 111
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 0 33 1 2 4 155
Portfolio Optimization with Mental Accounts 2 3 7 243 4 9 18 691
Strategic loan modification: An options-based response to strategic default 0 0 0 19 0 1 1 144
The Central Tendency: A Second Factor In Bond Yields 0 1 2 130 1 3 9 753
The Fast and the Curious: VC Drift 0 0 1 10 3 7 14 59
The Firm's Management of Social Interactions 0 0 0 94 1 3 4 531
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 0 34 2 2 5 108
The Principal Principle 0 0 0 18 0 1 1 64
The future of fintech 1 1 14 150 1 2 37 396
The surprise element: jumps in interest rates 0 0 2 249 2 2 4 567
Venture Capital Communities 0 0 2 29 0 0 4 98
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 2 3 11 312 7 13 43 1,105
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 2 8 10 330
Total Journal Articles 8 15 59 2,837 46 104 261 10,460

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Annex – presentations 0 0 0 3 0 0 0 54
Machine Learning: Classification and Clustering 0 0 3 25 1 2 7 75
Total Chapters 0 0 3 28 1 2 7 129

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Statistics updated 2025-12-06