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 0 2 8 1,441
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 0 1 8 584
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 518 2 3 16 2,161
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 0 0 13 1,309
Average Interest 0 0 0 179 0 1 7 644
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 0 80 2 6 31 131
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 68 0 4 19 162
Common Failings: How Corporate Defaults are Correlated 0 0 0 160 0 4 14 562
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 1 2 11 387
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 0 2 9 361
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 3 4 13 810
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 0 1 10 710
Poisson-Guassian Processes and the Bond Markets 0 0 1 293 1 2 11 655
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 0 4 12 1,489
Systemic Risk and International Portfolio Choice 0 0 0 394 0 0 7 1,129
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 0 0 420 0 3 11 1,132
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 7 20 208
The Central Tendency: A Second Factor in Bond Yields 0 0 1 204 2 8 24 1,209
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 0 1 7 599
Total Working Papers 0 0 3 4,901 11 55 251 15,683


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 2 12 97
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 1 1 55 0 2 7 147
A simple approach for pricing equity options with Markov switching state variables 0 0 3 115 1 2 15 282
A theory of banking structure 0 0 1 406 0 0 10 1,407
A theory of optimal timing and selectivity 0 0 0 53 0 1 12 130
Accounting-based versus market-based cross-sectional models of CDS spreads 0 2 5 118 1 5 21 598
An Integrated Model for Hybrid Securities 0 0 0 10 0 2 10 79
Banking networks, systemic risk, and the credit cycle in emerging markets 1 1 2 5 1 6 15 33
Basel II: Correlation Related Issues 0 0 0 116 0 1 6 267
Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality 0 0 0 3 1 9 14 25
Common Failings: How Corporate Defaults Are Correlated 0 0 0 100 2 4 17 493
Credit default swaps – Financial innovation or financial dysfunction? 0 0 0 78 0 2 9 314
Credit spreads with dynamic debt 0 0 1 17 0 3 16 99
Digitization and data frames for card index records 0 0 0 1 1 3 15 23
Dynamic optimization for multi-goals wealth management 0 2 9 28 1 6 32 89
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 1 6 242
Implied recovery 0 0 0 81 0 0 13 270
Macroeconomic implications of search theory for the labour market 0 0 0 24 0 1 6 93
Of Smiles and Smirks: A Term Structure Perspective 1 1 1 104 1 7 15 281
Options and structured products in behavioral portfolios 0 1 3 93 0 2 8 282
Options on portfolios with higher-order moments 0 0 0 39 1 2 10 121
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 0 33 0 15 23 174
Portfolio Optimization with Mental Accounts 0 1 12 252 3 10 44 724
Strategic loan modification: An options-based response to strategic default 0 0 0 19 1 4 10 153
The Central Tendency: A Second Factor In Bond Yields 0 0 2 131 2 8 19 768
The Fast and the Curious: VC Drift 0 0 0 10 0 4 16 67
The Firm's Management of Social Interactions 0 0 0 94 0 0 11 539
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 1 1 1 35 2 3 17 120
The Principal Principle 0 0 0 18 0 0 4 67
The future of fintech 0 0 5 152 0 5 28 416
The surprise element: jumps in interest rates 0 0 0 249 1 2 7 572
Venture Capital Communities 0 0 1 30 1 2 11 108
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 0 2 11 317 4 11 48 1,131
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 0 3 18 340
Total Journal Articles 3 12 58 2,872 24 128 532 10,841


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 4 58
Machine Learning: Classification and Clustering 0 0 0 25 0 2 7 79
Total Chapters 0 0 0 28 0 3 11 137


Statistics updated 2026-07-10