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 5 13 123
A multibeta representation theorem for linear asset pricing theories 0 0 0 57 0 4 8 170
A note on currency option pricing 0 0 0 40 1 2 4 126
An Improved Approach to Computing Implied Volatility 0 0 0 0 0 4 13 555
Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model 0 0 0 30 0 3 7 152
Generalized M-vector models for hedging interest rate risk 0 0 0 78 0 4 9 236
Generalized solutions of higher-order duration measures 1 1 2 39 1 1 5 113
Immunizing bond portfolios in a multiple term structure economy 0 0 0 26 0 1 2 111
The Binomial Model and Risk Neutrality: Some Important Details 0 0 0 0 1 9 13 198
The duration vector: A continuous-time extension to default-free interest rate contingent claims 0 0 0 56 0 2 6 176
Total Journal Articles 1 1 2 352 3 35 80 1,960


Statistics updated 2026-06-04