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A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000671238
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Derivatives : principles and practice
Sundaram, Rangarajan K.; Das, Sanjiv R. - 2011
Persistent link: https://www.econbiz.de/10003906707
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Random lattices for option pricing problems in finance
Das, Sanjiv R. - In: Journal of investment management : JOIM 9 (2011) 2, pp. 88-106
Persistent link: https://www.econbiz.de/10009305604
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Options and structured products in behavioral portfolios
Das, Sanjiv R.; Statman, Meir - In: Journal of economic dynamics & control 37 (2013) 1, pp. 137-153
Persistent link: https://www.econbiz.de/10009703606
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[Rezension von: Rebonato, Riccardo, Modern pricing of interest-rate derivatives, the LIBOR market model and beyond]
Das, Sanjiv R. - In: Journal of economic literature 42 (2004) 2, pp. 528-529
Persistent link: https://www.econbiz.de/10002166536
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Pricing credit derivatives with rating transitions
Acharya, Viral V. (contributor); Das, Sanjiv R. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700269
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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
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A discrete-time approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1999
Persistent link: https://www.econbiz.de/10001463952
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Derivatives : principles and practice
Sundaram, Rangarajan K.; Das, Sanjiv R. - 2016 - 2. ed.
Persistent link: https://www.econbiz.de/10010496735
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Pricing credit derivatives with rating transitions
Acharya, Viral V.; Das, Sanjiv R.; Sundaram, Rangarajan K. - 2002
Persistent link: https://www.econbiz.de/10013423919