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 3 10 1,444
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 0 0 7 584
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 518 3 5 18 2,166
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 0 0 10 1,309
Average Interest 0 0 0 179 2 2 7 646
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 0 68 0 1 17 163
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 0 80 0 1 23 132
Common Failings: How Corporate Defaults are Correlated 0 0 0 160 0 2 15 564
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 2 3 11 390
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 1 1 10 362
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 4 6 19 816
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 1 2 10 712
Poisson-Guassian Processes and the Bond Markets 0 0 1 293 0 0 9 655
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 0 0 12 1,489
Systemic Risk and International Portfolio Choice 0 0 0 394 2 2 8 1,131
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 0 0 420 1 7 18 1,140
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 2 2 21 210
The Central Tendency: A Second Factor in Bond Yields 0 0 1 204 1 1 22 1,211
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 0 0 6 599
Total Working Papers 0 0 2 4,901 21 38 253 15,723

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 14 99
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 1 55 1 3 10 151
A simple approach for pricing equity options with Markov switching state variables 0 0 1 115 0 0 10 282
A theory of banking structure 0 0 1 406 0 0 9 1,407
A theory of optimal timing and selectivity 0 0 0 53 2 2 12 133
Accounting-based versus market-based cross-sectional models of CDS spreads 0 0 4 119 4 5 19 604
An Integrated Model for Hybrid Securities 0 0 0 10 0 0 8 79
Banking networks, systemic risk, and the credit cycle in emerging markets 0 1 4 7 3 5 22 40
Basel II: Correlation Related Issues 0 2 2 118 0 4 8 271
Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality 0 0 0 3 3 6 19 31
Common Failings: How Corporate Defaults Are Correlated 0 0 0 100 4 5 19 498
Credit default swaps – Financial innovation or financial dysfunction? 0 1 1 79 2 5 15 320
Credit spreads with dynamic debt 0 0 0 17 1 1 13 100
Digitization and data frames for card index records 0 0 0 1 2 2 14 26
Dynamic optimization for multi-goals wealth management 0 2 12 32 7 13 42 105
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 2 2 8 292
Hedging credit: Equity liquidity matters 0 0 0 61 1 4 9 246
Implied recovery 0 0 0 81 1 2 10 272
Macroeconomic implications of search theory for the labour market 0 0 0 24 3 4 10 97
Of Smiles and Smirks: A Term Structure Perspective 0 0 1 104 1 1 15 282
Options and structured products in behavioral portfolios 0 0 2 93 1 1 8 285
Options on portfolios with higher-order moments 0 0 0 39 0 0 10 121
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 0 33 1 2 22 176
Portfolio Optimization with Mental Accounts 1 1 13 254 15 17 59 746
Strategic loan modification: An options-based response to strategic default 0 0 0 19 5 5 15 159
The Central Tendency: A Second Factor In Bond Yields 0 0 1 131 2 4 20 772
The Fast and the Curious: VC Drift 1 1 1 11 2 3 15 71
The Firm's Management of Social Interactions 0 0 0 94 2 2 12 542
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 2 36 1 1 16 122
The Principal Principle 0 0 0 18 0 3 7 71
The future of fintech 0 0 3 152 1 2 23 418
The surprise element: jumps in interest rates 0 0 0 249 2 3 11 576
Venture Capital Communities 0 0 1 30 0 3 13 111
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 1 1 9 319 7 7 42 1,140
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 3 4 16 344
Total Journal Articles 3 9 59 2,888 80 122 575 10,989

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 3 7 61
Machine Learning: Classification and Clustering 0 0 0 25 0 1 6 80
Total Chapters 0 0 0 28 2 4 13 141

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Statistics updated 2026-11-12