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 1 1 1,434
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 0 1 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 3 3 2,148
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 1 3 5 1,299
Average Interest 0 0 0 179 2 2 3 639
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 1 1 68 1 3 6 146
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 2 80 3 9 13 109
Common Failings: How Corporate Defaults are Correlated 0 0 0 160 0 1 2 549
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 3 3 3 379
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 0 0 2 352
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 0 0 0 797
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 1 1 3 702
Poisson-Guassian Processes and the Bond Markets 0 0 0 292 2 2 3 646
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 0 0 1 1,477
Systemic Risk and International Portfolio Choice 0 0 1 394 1 1 4 1,123
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 0 1 420 1 1 3 1,122
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 1 1 1 189
The Central Tendency: A Second Factor in Bond Yields 0 0 0 203 1 4 6 1,189
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 1 1 1 593
Total Working Papers 0 1 5 4,899 20 37 61 15,470

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 0 0 0 85
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 54 0 0 1 141
A simple approach for pricing equity options with Markov switching state variables 2 2 3 114 3 4 8 272
A theory of banking structure 0 0 0 405 0 1 3 1,398
A theory of optimal timing and selectivity 0 0 1 53 2 2 5 121
Accounting-based versus market-based cross-sectional models of CDS spreads 1 1 3 115 3 6 10 585
An Integrated Model for Hybrid Securities 0 0 0 10 2 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 1 2 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 1 3 5 479
Credit default swaps – Financial innovation or financial dysfunction? 0 0 2 78 0 0 2 305
Credit spreads with dynamic debt 0 1 1 17 3 4 7 87
Digitization and data frames for card index records 0 0 0 1 0 1 6 12
Dynamic optimization for multi-goals wealth management 0 1 3 20 3 6 14 63
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 0 1 3 284
Hedging credit: Equity liquidity matters 0 0 0 61 1 1 3 237
Implied recovery 0 0 1 81 1 2 7 262
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 0 1 103 1 1 3 267
Options and structured products in behavioral portfolios 0 1 2 91 1 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 3 3 154
Portfolio Optimization with Mental Accounts 1 1 6 241 3 6 16 687
Strategic loan modification: An options-based response to strategic default 0 0 0 19 1 1 1 144
The Central Tendency: A Second Factor In Bond Yields 1 1 2 130 2 2 8 752
The Fast and the Curious: VC Drift 0 0 1 10 0 5 12 56
The Firm's Management of Social Interactions 0 0 0 94 1 2 4 530
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 0 34 0 3 3 106
The Principal Principle 0 0 0 18 1 1 1 64
The future of fintech 0 0 13 149 0 3 36 395
The surprise element: jumps in interest rates 0 0 2 249 0 0 2 565
Venture Capital Communities 0 0 2 29 0 1 4 98
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 1 2 10 310 6 11 38 1,098
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 3 6 8 328
Total Journal Articles 6 10 54 2,829 40 84 229 10,414

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 4 25 1 1 8 74
Total Chapters 0 0 4 28 1 1 8 128

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Statistics updated 2025-11-08