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 1 3 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 0 3 14 2,159
Auction Theory: A Summary with Applications to Treasury Markets 0 0 0 523 0 3 13 1,309
Average Interest 0 0 0 179 1 1 8 644
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 0 80 0 7 30 129
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 0 1 68 2 7 20 162
Common Failings: How Corporate Defaults are Correlated 0 0 0 160 0 4 15 562
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 0 1 10 386
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 0 3 9 361
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 0 1 10 807
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 0 3 10 710
Poisson-Guassian Processes and the Bond Markets 0 0 1 293 0 3 10 654
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 2 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 5 11 1,132
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 1 7 20 208
The Central Tendency: A Second Factor in Bond Yields 0 0 1 204 5 6 22 1,207
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 12 63 244 15,672

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 2 12 97
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 1 1 55 1 2 7 147
A simple approach for pricing equity options with Markov switching state variables 0 0 3 115 0 1 14 281
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 1 1 12 130
Accounting-based versus market-based cross-sectional models of CDS spreads 1 2 5 118 2 4 20 597
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 0 0 1 4 3 5 14 32
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 4 8 13 24
Common Failings: How Corporate Defaults Are Correlated 0 0 0 100 0 4 15 491
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 1 6 16 99
Digitization and data frames for card index records 0 0 0 1 0 3 14 22
Dynamic optimization for multi-goals wealth management 0 5 10 28 1 9 33 88
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 1 3 7 242
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 0 0 0 103 2 7 14 280
Options and structured products in behavioral portfolios 1 1 4 93 2 2 10 282
Options on portfolios with higher-order moments 0 0 0 39 0 1 9 120
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 0 33 11 15 23 174
Portfolio Optimization with Mental Accounts 1 3 13 252 5 9 42 721
Strategic loan modification: An options-based response to strategic default 0 0 0 19 0 4 9 152
The Central Tendency: A Second Factor In Bond Yields 0 1 2 131 1 7 17 766
The Fast and the Curious: VC Drift 0 0 0 10 2 4 16 67
The Firm's Management of Social Interactions 0 0 0 94 0 1 11 539
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 0 34 0 2 15 118
The Principal Principle 0 0 0 18 0 1 4 67
The future of fintech 0 0 6 152 0 7 35 416
The surprise element: jumps in interest rates 0 0 0 249 1 1 6 571
Venture Capital Communities 0 0 1 30 1 1 10 107
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 1 2 11 317 4 8 45 1,127
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 1 3 18 340
Total Journal Articles 4 15 59 2,869 45 127 522 10,817

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 3 7 79
Total Chapters 0 0 0 28 0 4 11 137

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Statistics updated 2026-06-04