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 6 1,439
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 0 5 7 583
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 518 2 7 13 2,158
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 3 9 13 1,309
Average Interest 0 0 0 179 0 3 7 643
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 80 3 12 28 125
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 68 3 11 16 158
Common Failings: How Corporate Defaults are Correlated 0 0 0 160 0 4 11 558
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 0 3 9 385
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 1 6 8 359
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 0 5 9 806
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 2 4 10 709
Poisson-Guassian Processes and the Bond Markets 0 0 1 293 2 5 9 653
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 0 5 9 1,485
Systemic Risk and International Portfolio Choice 0 0 0 394 0 5 8 1,129
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 0 0 420 2 5 8 1,129
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 7 13 201
The Central Tendency: A Second Factor in Bond Yields 0 0 1 204 0 6 16 1,201
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 0 4 6 598
Total Working Papers 0 0 4 4,901 19 108 206 15,628


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 5 10 95
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 54 0 3 5 145
A simple approach for pricing equity options with Markov switching state variables 0 0 3 115 0 2 13 280
A theory of banking structure 0 0 1 406 0 5 10 1,407
A theory of optimal timing and selectivity 0 0 0 53 0 5 11 129
Accounting-based versus market-based cross-sectional models of CDS spreads 0 0 4 116 0 5 17 593
An Integrated Model for Hybrid Securities 0 0 0 10 0 4 8 77
Banking networks, systemic risk, and the credit cycle in emerging markets 0 0 1 4 0 6 10 27
Basel II: Correlation Related Issues 0 0 0 116 0 2 5 266
Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality 0 0 0 3 0 2 5 16
Common Failings: How Corporate Defaults Are Correlated 0 0 0 100 2 8 13 489
Credit default swaps – Financial innovation or financial dysfunction? 0 0 0 78 0 6 7 312
Credit spreads with dynamic debt 0 0 1 17 3 6 14 96
Digitization and data frames for card index records 0 0 0 1 1 6 12 20
Dynamic optimization for multi-goals wealth management 3 5 9 26 4 15 31 83
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 0 2 7 290
Hedging credit: Equity liquidity matters 0 0 0 61 2 3 7 241
Implied recovery 0 0 0 81 0 5 13 270
Macroeconomic implications of search theory for the labour market 0 0 0 24 0 4 5 92
Of Smiles and Smirks: A Term Structure Perspective 0 0 0 103 1 3 8 274
Options and structured products in behavioral portfolios 0 0 3 92 0 2 9 280
Options on portfolios with higher-order moments 0 0 0 39 0 6 9 119
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 0 33 0 4 8 159
Portfolio Optimization with Mental Accounts 2 7 14 251 2 19 38 714
Strategic loan modification: An options-based response to strategic default 0 0 0 19 1 4 6 149
The Central Tendency: A Second Factor In Bond Yields 1 1 2 131 1 5 12 760
The Fast and the Curious: VC Drift 0 0 0 10 0 3 14 63
The Firm's Management of Social Interactions 0 0 0 94 1 7 12 539
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 0 34 1 8 14 117
The Principal Principle 0 0 0 18 1 1 4 67
The future of fintech 0 1 8 152 2 9 34 411
The surprise element: jumps in interest rates 0 0 2 249 0 2 7 570
Venture Capital Communities 0 1 1 30 0 5 9 106
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 0 2 10 315 1 9 48 1,120
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 0 3 16 337
Total Journal Articles 6 17 59 2,860 23 184 451 10,713


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 1 3 57
Machine Learning: Classification and Clustering 0 0 2 25 1 2 7 77
Total Chapters 0 0 2 28 1 3 10 134


Statistics updated 2026-04-09