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Credit risk
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29
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29
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Das, Sanjiv R.
17
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6
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6
Sundaram, Rangarajan K.
5
Kim, Seoyoung
3
Chacko, George
2
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2
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Journal of banking & finance
3
The journal of fixed income
3
Credit risk : models, derivatives, and management
1
Innovations in investment management : cutting edge research from the exclusive JOIM conference series
1
Journal of economic dynamics & control
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER Working Paper
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The McGraw-Hill Irwin series in finance, insurance, and real estate
1
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The credit market handbook : advanced modeling issues
1
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Credit risk derivatives
Das, Sanjiv R.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001219525
Saved in:
2
A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1998
Persistent link: https://www.econbiz.de/10000671238
Saved in:
3
Correlated default processes : a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
Credit risk : models, derivatives, and management
,
(pp. 347-375)
.
2008
Persistent link: https://www.econbiz.de/10003718543
Saved in:
4
Correlated default processes: a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
The credit market handbook : advanced modeling issues
,
(pp. 186-218)
.
2006
Persistent link: https://www.econbiz.de/10003338134
Saved in:
5
Accounting-based versus market-based cross-sectional models of CDS spreads
Das, Sanjiv R.
;
Hanouna, Paul
;
Sarin, Atulya
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 719-730
Persistent link: https://www.econbiz.de/10003820945
Saved in:
6
Derivatives : principles and practice
Sundaram, Rangarajan K.
;
Das, Sanjiv R.
-
2011
Persistent link: https://www.econbiz.de/10003906707
Saved in:
7
Basel II : correlation related issues
Das, Sanjiv R.
- In:
Journal of financial services research : JFSR
32
(
2007
)
1/2
,
pp. 17-38
Persistent link: https://www.econbiz.de/10003576336
Saved in:
8
An integrated model for hybrid securities
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
- In:
Management science : journal of the Institute for …
53
(
2007
)
9
,
pp. 1439-1451
Persistent link: https://www.econbiz.de/10003563464
Saved in:
9
Strategic loan modification : an options-based response to strategic default
Das, Sanjiv R.
;
Meadows, Ray
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 636-647
Persistent link: https://www.econbiz.de/10009705609
Saved in:
10
Credit spreads with dynamic debt
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
Journal of banking & finance
50
(
2015
),
pp. 121-140
Persistent link: https://www.econbiz.de/10010509132
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