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 5 7 9 118
A multibeta representation theorem for linear asset pricing theories 0 0 0 57 2 4 5 166
A note on currency option pricing 0 0 0 40 1 1 3 124
An Improved Approach to Computing Implied Volatility 0 0 0 0 3 6 8 550
Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model 0 0 0 30 2 4 4 149
Generalized M-vector models for hedging interest rate risk 0 0 0 78 3 3 5 232
Generalized solutions of higher-order duration measures 1 1 1 38 1 2 5 111
Immunizing bond portfolios in a multiple term structure economy 0 0 0 26 0 1 2 110
The Binomial Model and Risk Neutrality: Some Important Details 0 0 0 0 2 4 4 189
The duration vector: A continuous-time extension to default-free interest rate contingent claims 0 0 0 56 3 3 5 174
Total Journal Articles 1 1 1 351 22 35 50 1,923


Statistics updated 2026-02-12