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 1 622 0 1 6 1,426
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 237 0 1 1 567
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 517 1 2 7 2,135
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 521 0 3 7 1,285
Average Interest 0 0 0 179 1 1 2 626
Common Failings: How Corporate Defaults are Correlated 0 0 0 158 2 5 11 526
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 134 0 0 5 371
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 0 0 0 347
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 1 1 7 785
On the Regulation of Fee Structures in Mutual Funds 0 0 0 265 0 0 4 693
Poisson-Guassian Processes and the Bond Markets 0 0 0 287 0 1 6 628
Pricing Credit Derivatives with Rating Transitions 0 1 1 637 1 5 11 1,472
Systemic Risk and International Portfolio Choice 0 1 3 388 0 4 18 1,094
Systemic Risk and the Great Depression 1 1 3 48 1 6 14 38
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 1 6 412 0 1 10 1,095
The Central Tendency: A Second Factor in Bond Yields 0 0 0 201 0 2 10 1,172
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 0 5 183
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 0 0 2 590
Total Working Papers 1 4 14 4,766 7 33 126 15,033


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 3 20 1 3 9 74
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 52 1 1 3 134
A simple approach for pricing equity options with Markov switching state variables 0 0 0 111 0 0 1 259
A theory of banking structure 0 0 0 397 0 0 2 1,381
A theory of optimal timing and selectivity 0 0 0 51 0 0 3 111
Accounting-based versus market-based cross-sectional models of CDS spreads 0 2 6 90 1 7 20 426
An Integrated Model for Hybrid Securities 1 1 2 9 1 1 10 58
Basel II: Correlation Related Issues 0 0 0 116 1 1 1 256
Common Failings: How Corporate Defaults Are Correlated 0 0 0 88 2 4 24 420
Credit default swaps – Financial innovation or financial dysfunction? 0 1 6 60 3 6 27 246
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 0 0 3 256
Hedging credit: Equity liquidity matters 0 1 6 58 0 1 9 219
Implied recovery 0 2 16 66 1 5 34 205
Macroeconomic implications of search theory for the labour market 0 0 0 24 1 1 4 85
Of Smiles and Smirks: A Term Structure Perspective 2 2 10 91 2 4 24 229
Options and structured products in behavioral portfolios 0 0 5 76 2 3 18 239
Options on portfolios with higher-order moments 0 0 0 28 0 1 4 90
Polishing diamonds in the rough: The sources of syndicated venture performance 0 1 4 28 2 4 17 131
Portfolio Optimization with Mental Accounts 1 9 28 173 3 17 67 485
Strategic loan modification: An options-based response to strategic default 0 0 0 18 0 0 6 130
The Central Tendency: A Second Factor In Bond Yields 0 1 1 119 2 7 19 706
The Firm's Management of Social Interactions 0 0 1 87 1 6 18 423
The Principal Principle 0 0 0 18 0 0 3 55
The surprise element: jumps in interest rates 0 0 2 236 2 6 13 527
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 8 17 58 150 11 37 171 529
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 1 1 48 274
Total Journal Articles 12 37 148 2,167 38 116 558 7,948


Statistics updated 2020-11-03