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Das, Sanjiv R.
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The journal of fixed income
Journal of investment management : JOIM
15
NBER Working Paper
11
NYU Working Paper
11
The journal of finance : the journal of the American Finance Association
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of economic dynamics & control
9
NBER Working Papers
9
Journal of banking & finance
8
Journal of financial and quantitative analysis : JFQA
8
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6
Working paper / National Bureau of Economic Research, Inc
6
Journal of Finance
5
Journal of financial economics
5
Journal of financial intermediation
5
Discussion paper / Centre for Economic Policy Research
3
Journal of Economic Dynamics and Control
3
Journal of Financial and Quantitative Analysis
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
New York University, Leonard N. Stern School Finance Department Working Paper Seires
3
Pacific-Basin Finance Journal
3
The review of financial studies
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Advances in financial economics
2
Annals of operations research
2
CEPR Discussion Papers
2
Financial analysts' journal : FAJ
2
GMU Working Paper in Economics
2
IFA working paper
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Journal of Applied Corporate Finance
2
Journal of Banking & Finance
2
Journal of Financial Economics
2
Journal of applied corporate finance : JACF
2
Journal of risk and financial management : JRFM
2
Review of derivatives research
2
Technical working paper / National Bureau of Economic Research
2
The Journal of finance and data science : JFDS
2
The credit market handbook : advanced modeling issues
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of financial data science
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1
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
2
Correlated default risk
Das, Sanjiv R.
;
Freed, Laurance
;
Geng, Gary
;
Kapadia, Nikunj
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 7-32
Persistent link: https://www.econbiz.de/10003400058
Saved in:
3
Impact of correlated default risk on credit portfolios
Das, Sanjiv R.
;
Fong, H. Gifford
;
Geng, Gary
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 9-19
Persistent link: https://www.econbiz.de/10001706056
Saved in:
4
Analytical approximations of the term structure for jump-diffusion processes : a numerical analysis
Baz, Jamil
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 78-86
Persistent link: https://www.econbiz.de/10001205422
Saved in:
5
Bayesian migration in credit ratings based on probabilities of default
Das, Sanjiv R.
;
Fan, Rong
;
Geng, Gary
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 17-23
Persistent link: https://www.econbiz.de/10001763884
Saved in:
6
Going for broke : restructuring distressed debt portfolios
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10011293048
Saved in:
7
Managing rollover risk with capital structure covenants in structured finance vehicles
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 92-112
Persistent link: https://www.econbiz.de/10011684772
Saved in:
8
A Simple Approach to Three-Factor Affine Term Structure Models
Balduzzi, Pierluigi
;
Das, Sanjiv Ranjan
;
Foresi, Silverio
; …
- In:
The journal of fixed income
6
(
1996
)
3
,
pp. 43-54
Persistent link: https://www.econbiz.de/10007319261
Saved in:
9
Analytical Approximations of the Term Structure for Jump-Diffusion Processes: A Numerical Analysis
Baz, Jamil
;
Ranjan Das, Sanjiv
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 78-87
Persistent link: https://www.econbiz.de/10007310991
Saved in:
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