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 0 0 1,433
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 1 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 2 2 2 2,147
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 1 1 3 1,297
Average Interest 0 0 0 179 0 1 1 637
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 3 80 3 4 11 103
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 1 1 2 68 2 3 6 145
Common Failings: How Corporate Defaults are Correlated 0 0 1 160 1 2 3 549
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 0 0 0 376
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 0 1 3 701
Poisson-Guassian Processes and the Bond Markets 0 0 0 292 0 0 1 644
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 0 0 3 1,122
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 0 1 420 0 0 2 1,121
The Central Tendency: A Second Factor in Bond Yields 0 0 0 203 2 2 4 1,187
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 0 0 188
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 0 0 0 592
Total Working Papers 1 1 8 4,899 12 17 43 15,445

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 1 24 0 0 1 85
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 54 0 1 2 141
A simple approach for pricing equity options with Markov switching state variables 0 0 1 112 0 1 4 268
A theory of banking structure 0 0 0 405 1 1 3 1,398
A theory of optimal timing and selectivity 0 0 1 53 0 1 3 119
Accounting-based versus market-based cross-sectional models of CDS spreads 0 1 2 114 3 5 8 582
An Integrated Model for Hybrid Securities 0 0 0 10 0 0 0 69
Banking networks, systemic risk, and the credit cycle in emerging markets 0 0 1 3 0 0 2 18
Basel II: Correlation Related Issues 0 0 0 116 1 1 2 262
Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality 0 0 0 3 0 0 1 11
Common Failings: How Corporate Defaults Are Correlated 0 0 3 100 2 2 9 478
Credit default swaps – Financial innovation or financial dysfunction? 0 0 2 78 0 0 4 305
Credit spreads with dynamic debt 1 1 1 17 1 1 5 84
Digitization and data frames for card index records 0 0 0 1 0 3 5 11
Dynamic optimization for multi-goals wealth management 1 2 5 20 2 4 13 59
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 1 1 3 284
Hedging credit: Equity liquidity matters 0 0 0 61 0 1 2 236
Implied recovery 0 0 1 81 0 3 5 260
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 0 0 2 266
Options and structured products in behavioral portfolios 0 1 3 90 0 2 9 274
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 1 33 2 2 3 153
Portfolio Optimization with Mental Accounts 0 1 7 240 1 3 18 682
Strategic loan modification: An options-based response to strategic default 0 0 0 19 0 0 2 143
The Central Tendency: A Second Factor In Bond Yields 0 0 1 129 0 1 8 750
The Fast and the Curious: VC Drift 0 0 2 10 1 1 10 52
The Firm's Management of Social Interactions 0 0 1 94 0 0 4 528
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 0 34 3 3 3 106
The Principal Principle 0 0 0 18 0 0 0 63
The future of fintech 0 3 14 149 2 13 37 394
The surprise element: jumps in interest rates 0 0 2 249 0 0 3 565
Venture Capital Communities 0 0 3 29 1 1 6 98
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 1 3 9 309 5 10 35 1,092
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 0 0 2 322
Total Journal Articles 3 12 62 2,822 26 61 215 10,356

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 1 54
Machine Learning: Classification and Clustering 0 0 4 25 0 1 7 73
Total Chapters 0 0 4 28 0 1 8 127

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Statistics updated 2025-09-05