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 7 1,440
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 1 2 8 584
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 518 1 3 14 2,159
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 0 6 13 1,309
Average Interest 0 0 0 179 0 0 7 643
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 68 2 6 18 160
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 80 4 10 32 129
Common Failings: How Corporate Defaults are Correlated 0 0 0 160 4 5 15 562
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 1 2 10 386
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 2 5 10 361
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 1 3 10 807
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 1 3 11 710
Poisson-Guassian Processes and the Bond Markets 0 0 1 293 1 3 10 654
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 2 4 10 1,487
Systemic Risk and International Portfolio Choice 0 0 0 394 0 1 7 1,129
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 0 0 420 3 5 11 1,132
The Central Tendency: A Second Factor in Bond Yields 0 0 1 204 1 4 17 1,202
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 6 7 19 207
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 1 1 7 599
Total Working Papers 0 0 4 4,901 32 72 236 15,660


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 1 1 11 96
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 1 1 1 55 1 2 6 146
A simple approach for pricing equity options with Markov switching state variables 0 0 3 115 1 2 14 281
A theory of banking structure 0 0 1 406 0 2 10 1,407
A theory of optimal timing and selectivity 0 0 0 53 0 0 11 129
Accounting-based versus market-based cross-sectional models of CDS spreads 1 1 5 117 2 2 19 595
An Integrated Model for Hybrid Securities 0 0 0 10 2 2 10 79
Banking networks, systemic risk, and the credit cycle in emerging markets 0 0 1 4 2 6 12 29
Basel II: Correlation Related Issues 0 0 0 116 1 1 6 267
Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality 0 0 0 3 4 4 9 20
Common Failings: How Corporate Defaults Are Correlated 0 0 0 100 2 5 15 491
Credit default swaps – Financial innovation or financial dysfunction? 0 0 0 78 2 5 9 314
Credit spreads with dynamic debt 0 0 1 17 2 7 15 98
Digitization and data frames for card index records 0 0 0 1 2 4 14 22
Dynamic optimization for multi-goals wealth management 2 6 11 28 4 11 33 87
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 0 0 7 290
Hedging credit: Equity liquidity matters 0 0 0 61 0 2 6 241
Implied recovery 0 0 0 81 0 1 13 270
Macroeconomic implications of search theory for the labour market 0 0 0 24 1 3 6 93
Of Smiles and Smirks: A Term Structure Perspective 0 0 0 103 4 6 12 278
Options and structured products in behavioral portfolios 0 0 3 92 0 0 8 280
Options on portfolios with higher-order moments 0 0 0 39 1 1 9 120
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 0 33 4 5 12 163
Portfolio Optimization with Mental Accounts 0 4 13 251 2 7 39 716
Strategic loan modification: An options-based response to strategic default 0 0 0 19 3 6 9 152
The Central Tendency: A Second Factor In Bond Yields 0 1 2 131 5 7 17 765
The Fast and the Curious: VC Drift 0 0 0 10 2 2 15 65
The Firm's Management of Social Interactions 0 0 0 94 0 1 12 539
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 0 34 1 3 15 118
The Principal Principle 0 0 0 18 0 1 4 67
The future of fintech 0 1 8 152 5 9 39 416
The surprise element: jumps in interest rates 0 0 0 249 0 0 5 570
Venture Capital Communities 0 0 1 30 0 2 9 106
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 1 2 11 316 3 8 47 1,123
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 2 2 17 339
Total Journal Articles 5 16 61 2,865 59 120 495 10,772


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 1 1 4 58
Machine Learning: Classification and Clustering 0 0 2 25 2 3 9 79
Total Chapters 0 0 2 28 3 4 13 137


Statistics updated 2026-05-06