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 0 0 1 1,433
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 0 0 1 576
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 518 0 0 0 2,145
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 0 0 4 1,296
Average Interest 0 0 0 179 0 0 2 636
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 4 79 0 0 9 97
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 67 0 2 3 142
Common Failings: How Corporate Defaults are Correlated 0 0 1 160 0 0 2 547
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 0 0 1 376
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 0 0 1 351
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 0 0 2 797
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 0 0 1 699
Poisson-Guassian Processes and the Bond Markets 0 0 0 292 0 0 1 644
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 1 1 1 1,477
Systemic Risk and International Portfolio Choice 0 0 1 394 1 2 4 1,122
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 1 1 420 0 1 4 1,121
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 0 1 188
The Central Tendency: A Second Factor in Bond Yields 0 0 1 203 0 1 3 1,185
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 0 0 0 592
Total Working Papers 0 1 9 4,897 2 7 41 15,424

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 2 24 0 0 2 85
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 54 0 0 1 140
A simple approach for pricing equity options with Markov switching state variables 0 0 1 112 0 0 3 267
A theory of banking structure 0 0 0 405 0 1 2 1,397
A theory of optimal timing and selectivity 0 1 1 53 0 2 2 118
Accounting-based versus market-based cross-sectional models of CDS spreads 0 0 0 112 0 1 12 576
An Integrated Model for Hybrid Securities 0 0 0 10 0 0 2 69
Banking networks, systemic risk, and the credit cycle in emerging markets 0 0 1 3 0 0 5 17
Basel II: Correlation Related Issues 0 0 0 116 0 0 1 261
Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality 0 0 1 3 0 1 2 11
Common Failings: How Corporate Defaults Are Correlated 0 0 6 100 0 0 13 476
Credit default swaps – Financial innovation or financial dysfunction? 0 2 2 78 0 2 5 305
Credit spreads with dynamic debt 0 0 1 16 1 2 5 83
Digitization and data frames for card index records 0 0 0 1 0 2 3 8
Dynamic optimization for multi-goals wealth management 0 0 4 17 2 2 14 54
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 0 0 2 283
Hedging credit: Equity liquidity matters 0 0 1 61 1 1 3 235
Implied recovery 0 0 1 81 0 1 2 257
Macroeconomic implications of search theory for the labour market 0 0 0 24 0 0 0 87
Of Smiles and Smirks: A Term Structure Perspective 0 1 1 103 0 2 3 266
Options and structured products in behavioral portfolios 0 0 2 89 1 1 8 272
Options on portfolios with higher-order moments 0 0 1 39 1 1 2 111
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 1 33 0 0 2 151
Portfolio Optimization with Mental Accounts 1 2 7 238 1 2 19 677
Strategic loan modification: An options-based response to strategic default 0 0 0 19 0 0 2 143
The Central Tendency: A Second Factor In Bond Yields 0 1 2 129 0 3 11 748
The Fast and the Curious: VC Drift 0 0 2 10 1 1 10 50
The Firm's Management of Social Interactions 0 0 1 94 0 0 6 527
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 1 34 0 0 1 103
The Principal Principle 0 0 0 18 0 0 0 63
The future of fintech 0 1 15 144 0 6 41 377
The surprise element: jumps in interest rates 2 2 2 249 2 2 5 565
Venture Capital Communities 0 1 4 29 0 1 6 97
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 0 3 11 305 4 8 30 1,076
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 1 1 4 322
Total Journal Articles 3 14 71 2,804 15 43 229 10,277

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 1 54
Machine Learning: Classification and Clustering 0 0 2 23 0 1 4 70
Total Chapters 0 0 2 26 0 1 5 124

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Statistics updated 2025-05-12