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Immunizing bond portfolios in a multiple term structure economy
Nawalkha, Sanjay K.; Lacey, Nelson J. - In: International Review of Economics & Finance 1 (1992) 3, pp. 235-246
Persistent link: https://www.econbiz.de/10005234987
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A multibeta representation theorem for linear asset pricing theories
Nawalkha, Sanjay K. - In: Journal of Financial Economics 46 (1997) 3, pp. 357-381
Persistent link: https://www.econbiz.de/10005362655
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Generalized solutions of higher-order duration measures
Nawalkha, Sanjay K.; Lacey, Nelson J. - In: Journal of Banking & Finance 14 (1990) 6, pp. 1143-1150
Persistent link: https://www.econbiz.de/10005201261
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The duration vector: A continuous-time extension to default-free interest rate contingent claims
Nawalkha, Sanjay K. - In: Journal of Banking & Finance 19 (1995) 8, pp. 1359-1366
Persistent link: https://www.econbiz.de/10005213692
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A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
Nawalkha, Sanjay K. - In: Journal of Banking & Finance 20 (1996) 2, pp. 227-245
Persistent link: https://www.econbiz.de/10005213693
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Generalized M-vector models for hedging interest rate risk
Nawalkha, Sanjay K.; Soto, Gloria M.; Zhang, Jun - In: Journal of Banking & Finance 27 (2003) 8, pp. 1581-1604
Persistent link: https://www.econbiz.de/10005194734
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A note on currency option pricing
Nawalkha, Sanjay K.; Chambers, Donald R. - In: International Review of Financial Analysis 4 (1995) 1, pp. 81-84
Persistent link: https://www.econbiz.de/10005228992