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 3 5 1,438
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 1 6 7 583
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 518 0 7 11 2,156
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 3 7 10 1,306
Average Interest 0 0 0 179 0 4 7 643
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 80 3 11 25 122
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 68 1 9 15 155
Common Failings: How Corporate Defaults are Correlated 0 0 0 160 1 8 11 558
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 1 5 9 385
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 2 5 7 358
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 2 8 9 806
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 0 3 8 707
Poisson-Guassian Processes and the Bond Markets 0 0 1 293 0 4 7 651
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 2 7 9 1,485
Systemic Risk and International Portfolio Choice 0 0 0 394 1 6 9 1,129
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 0 1 420 0 5 7 1,127
The Central Tendency: A Second Factor in Bond Yields 0 1 1 204 3 11 16 1,201
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 1 9 13 201
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 0 5 6 598
Total Working Papers 0 1 5 4,901 21 123 191 15,609

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 9 10 95
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 54 1 3 5 145
A simple approach for pricing equity options with Markov switching state variables 0 0 3 115 1 4 13 280
A theory of banking structure 0 0 1 406 2 6 10 1,407
A theory of optimal timing and selectivity 0 0 1 53 0 7 12 129
Accounting-based versus market-based cross-sectional models of CDS spreads 0 0 4 116 0 6 17 593
An Integrated Model for Hybrid Securities 0 0 0 10 0 6 8 77
Banking networks, systemic risk, and the credit cycle in emerging markets 0 1 1 4 4 9 10 27
Basel II: Correlation Related Issues 0 0 0 116 0 3 5 266
Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality 0 0 0 3 0 4 6 16
Common Failings: How Corporate Defaults Are Correlated 0 0 0 100 1 8 11 487
Credit default swaps – Financial innovation or financial dysfunction? 0 0 2 78 3 7 9 312
Credit spreads with dynamic debt 0 0 1 17 2 4 11 93
Digitization and data frames for card index records 0 0 0 1 1 7 11 19
Dynamic optimization for multi-goals wealth management 1 3 6 23 3 13 27 79
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 0 5 7 290
Hedging credit: Equity liquidity matters 0 0 0 61 0 2 5 239
Implied recovery 0 0 0 81 1 7 13 270
Macroeconomic implications of search theory for the labour market 0 0 0 24 2 4 5 92
Of Smiles and Smirks: A Term Structure Perspective 0 0 1 103 1 4 8 273
Options and structured products in behavioral portfolios 0 1 3 92 0 3 9 280
Options on portfolios with higher-order moments 0 0 0 39 0 8 9 119
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 0 33 1 4 8 159
Portfolio Optimization with Mental Accounts 2 6 13 249 3 21 37 712
Strategic loan modification: An options-based response to strategic default 0 0 0 19 2 4 5 148
The Central Tendency: A Second Factor In Bond Yields 0 0 1 130 1 6 11 759
The Fast and the Curious: VC Drift 0 0 0 10 0 4 14 63
The Firm's Management of Social Interactions 0 0 0 94 0 7 11 538
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 0 34 1 8 13 116
The Principal Principle 0 0 0 18 0 2 3 66
The future of fintech 1 2 9 152 2 13 38 409
The surprise element: jumps in interest rates 0 0 2 249 0 3 7 570
Venture Capital Communities 0 1 2 30 2 8 10 106
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 1 3 13 315 4 14 50 1,119
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 0 7 16 337
Total Journal Articles 5 17 63 2,854 38 230 444 10,690

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 3 3 57
Machine Learning: Classification and Clustering 0 0 2 25 0 1 6 76
Total Chapters 0 0 2 28 0 4 9 133

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Statistics updated 2026-03-04