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~subject:"Derivative"
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Derivative
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26
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Das, Sanjiv R.
10
Sundaram, Rangarajan K.
8
Das, Sanjiv Ranjan
4
Acharya, Viral V.
3
Statman, Meir
2
Chacko, George
1
Fong, H. Gifford
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ECONIS (ZBW)
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1
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:
2
Derivatives : principles and practice
Sundaram, Rangarajan K.
;
Das, Sanjiv R.
-
2011
Persistent link: https://www.econbiz.de/10003906707
Saved in:
3
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
Saved in:
4
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
Saved in:
5
[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
Saved in:
6
Pricing credit derivatives with rating transitions
Acharya, Viral V.
(
contributor
);
Das, Sanjiv R.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700269
Saved in:
7
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:
8
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
Saved in:
9
Derivatives : principles and practice
Sundaram, Rangarajan K.
;
Das, Sanjiv R.
-
2016
-
2. ed.
Persistent link: https://www.econbiz.de/10010496735
Saved in:
10
Pricing credit derivatives with rating transitions
Acharya, Viral V.
;
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
2002
Persistent link: https://www.econbiz.de/10013423919
Saved in:
1
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