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 1 104
A multibeta representation theorem for linear asset pricing theories 0 0 2 52 0 1 10 147
A note on currency option pricing 0 0 0 40 0 0 2 118
An Improved Approach to Computing Implied Volatility 0 0 0 0 3 5 9 528
Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model 0 0 0 28 0 0 1 141
Generalized M-vector models for hedging interest rate risk 0 0 0 76 1 1 6 217
Generalized solutions of higher-order duration measures 0 0 1 36 0 0 1 103
Immunizing bond portfolios in a multiple term structure economy 0 0 0 26 0 1 3 108
The Binomial Model and Risk Neutrality: Some Important Details 0 0 0 0 0 0 1 181
The duration vector: A continuous-time extension to default-free interest rate contingent claims 0 0 0 55 0 0 4 161
Total Journal Articles 0 0 3 339 4 8 38 1,808


Statistics updated 2021-01-03