Access Statistics for Sanjay K. Nawalkha

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A contingent claims analysis of the interest rate risk characteristics of corporate liabilities 0 0 0 26 0 0 13 123
A multibeta representation theorem for linear asset pricing theories 0 0 0 57 0 0 8 170
A note on currency option pricing 0 0 0 40 2 3 5 128
An Improved Approach to Computing Implied Volatility 0 0 0 0 1 1 14 556
Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model 0 0 0 30 0 1 8 153
Generalized M-vector models for hedging interest rate risk 0 0 0 78 0 1 8 237
Generalized solutions of higher-order duration measures 0 1 2 39 0 1 5 113
Immunizing bond portfolios in a multiple term structure economy 0 0 0 26 0 0 2 111
The Binomial Model and Risk Neutrality: Some Important Details 0 0 0 0 0 1 13 198
The duration vector: A continuous-time extension to default-free interest rate contingent claims 0 0 0 56 1 1 7 177
Total Journal Articles 0 1 2 352 4 9 83 1,966


Statistics updated 2026-08-07