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 2 4 4 1,437
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 1 1 2 578
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 518 2 4 6 2,151
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 1 2 4 1,300
Average Interest 0 0 0 179 1 3 4 640
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 2 80 2 7 17 113
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 68 1 2 7 147
Common Failings: How Corporate Defaults are Correlated 0 0 0 160 4 5 7 554
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 2 6 6 382
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 0 1 3 353
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 3 4 4 801
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 1 4 6 705
Poisson-Guassian Processes and the Bond Markets 0 1 1 293 1 4 4 648
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 2 3 4 1,480
Systemic Risk and International Portfolio Choice 0 0 1 394 1 2 5 1,124
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 0 1 420 2 3 5 1,124
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 2 6 6 194
The Central Tendency: A Second Factor in Bond Yields 1 1 1 204 5 7 12 1,195
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 1 2 2 594
Total Working Papers 1 2 7 4,901 34 70 108 15,520

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 4 5 5 90
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 54 0 1 2 142
A simple approach for pricing equity options with Markov switching state variables 0 3 4 115 2 9 12 278
A theory of banking structure 0 1 1 406 1 4 6 1,402
A theory of optimal timing and selectivity 0 0 1 53 2 5 8 124
Accounting-based versus market-based cross-sectional models of CDS spreads 0 2 4 116 1 6 13 588
An Integrated Model for Hybrid Securities 0 0 0 10 2 4 4 73
Banking networks, systemic risk, and the credit cycle in emerging markets 1 1 1 4 3 3 4 21
Basel II: Correlation Related Issues 0 0 0 116 1 2 4 264
Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality 0 0 0 3 2 2 4 14
Common Failings: How Corporate Defaults Are Correlated 0 0 0 100 2 3 6 481
Credit default swaps – Financial innovation or financial dysfunction? 0 0 2 78 1 1 3 306
Credit spreads with dynamic debt 0 0 1 17 1 6 9 90
Digitization and data frames for card index records 0 0 0 1 2 2 8 14
Dynamic optimization for multi-goals wealth management 1 1 4 21 2 8 17 68
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 3 4 5 288
Hedging credit: Equity liquidity matters 0 0 0 61 1 2 4 238
Implied recovery 0 0 0 81 2 4 9 265
Macroeconomic implications of search theory for the labour market 0 0 0 24 0 1 1 88
Of Smiles and Smirks: A Term Structure Perspective 0 0 1 103 2 5 7 271
Options and structured products in behavioral portfolios 1 1 3 92 1 2 8 278
Options on portfolios with higher-order moments 0 0 0 39 2 2 3 113
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 0 33 0 2 4 155
Portfolio Optimization with Mental Accounts 1 4 8 244 4 11 22 695
Strategic loan modification: An options-based response to strategic default 0 0 0 19 1 2 2 145
The Central Tendency: A Second Factor In Bond Yields 0 1 2 130 2 5 11 755
The Fast and the Curious: VC Drift 0 0 0 10 1 4 13 60
The Firm's Management of Social Interactions 0 0 0 94 1 3 5 532
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 0 34 1 3 6 109
The Principal Principle 0 0 0 18 2 3 3 66
The future of fintech 1 2 12 151 6 7 35 402
The surprise element: jumps in interest rates 0 0 2 249 1 3 5 568
Venture Capital Communities 0 0 1 29 3 3 5 101
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 1 4 12 313 6 19 47 1,111
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 4 9 13 334
Total Journal Articles 6 20 59 2,843 69 155 313 10,529

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 2 2 2 56
Machine Learning: Classification and Clustering 0 0 2 25 0 2 6 75
Total Chapters 0 0 2 28 2 4 8 131

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Statistics updated 2026-01-09