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 1 1 622 0 2 3 1,421
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 237 0 2 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 3 6 2,131
Auction Theory: A Summary with Applications to Treasury Markets 0 0 2 521 0 1 5 1,279
Average Interest 0 0 0 179 0 1 1 624
Common Failings: How Corporate Defaults are Correlated 0 0 0 158 3 7 14 518
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 134 1 1 1 367
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 1 1 5 779
On the Regulation of Fee Structures in Mutual Funds 0 0 0 265 2 2 4 691
Poisson-Guassian Processes and the Bond Markets 0 0 2 287 0 1 5 622
Pricing Credit Derivatives with Rating Transitions 0 0 0 636 1 5 12 1,462
Systemic Risk and International Portfolio Choice 0 0 0 385 0 5 14 1,080
Systemic Risk and the Great Depression 0 0 45 45 1 3 25 25
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 1 1 2 407 2 3 6 1,088
The Central Tendency: A Second Factor in Bond Yields 0 0 0 201 0 0 1 1,162
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 0 0 178
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 1 1 3 589
Total Working Papers 1 2 52 4,754 12 38 110 14,929


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 1 17 2 4 9 67
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 52 0 1 2 132
A simple approach for pricing equity options with Markov switching state variables 0 0 0 111 0 1 1 259
A theory of banking structure 0 0 1 397 0 0 2 1,379
A theory of optimal timing and selectivity 0 0 0 51 1 1 1 109
Accounting-based versus market-based cross-sectional models of CDS spreads 0 0 0 84 1 7 12 409
An Integrated Model for Hybrid Securities 0 0 0 7 1 5 10 51
Basel II: Correlation Related Issues 0 0 0 116 0 0 3 255
Common Failings: How Corporate Defaults Are Correlated 0 0 1 88 4 11 25 401
Credit default swaps – Financial innovation or financial dysfunction? 0 1 6 55 1 9 24 226
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 1 6 13 212
Implied recovery 2 5 7 54 4 12 24 179
Macroeconomic implications of search theory for the labour market 0 0 0 24 0 0 0 81
Of Smiles and Smirks: A Term Structure Perspective 0 4 11 85 5 10 29 214
Options and structured products in behavioral portfolios 0 1 6 71 1 7 23 224
Options on portfolios with higher-order moments 0 0 1 28 0 1 5 86
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 2 24 0 3 8 115
Portfolio Optimization with Mental Accounts 0 3 7 147 4 17 51 430
Strategic loan modification: An options-based response to strategic default 0 0 0 18 1 4 6 126
The Central Tendency: A Second Factor In Bond Yields 0 0 1 118 1 2 7 689
The Firm's Management of Social Interactions 0 0 1 86 0 3 12 406
The Principal Principle 0 0 1 18 2 5 8 54
The surprise element: jumps in interest rates 0 0 3 234 0 2 13 515
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 5 13 46 99 20 52 135 388
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 5 17 29 237
Total Journal Articles 7 27 95 2,037 54 180 455 7,497


Statistics updated 2020-01-03