Narrow search
Showing 1 - 10 of 17
Cover Image
Taming the skew : higher-order moments in modeling asset price processes in finance
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1997
Persistent link: https://www.econbiz.de/10000626665
Cover Image
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
Cover Image
The surprise element: jumps in interest rates
Das, Sanjiv R. - In: Journal of econometrics 106 (2002) 1, pp. 27-65
Persistent link: https://www.econbiz.de/10001633688
Cover Image
Of smiles and smirks : a term structure perspective
Das, Sanjiv R.; Sundaram, Rangarajan K. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 211-239
Persistent link: https://www.econbiz.de/10001436315
Cover Image
Of smiles and smirks : a term-structure perspective
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000981147
Cover Image
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen; Das, Sanjiv R.; Fabozzi, Frank J. - In: Journal of economic dynamics & control 92 (2018), pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Cover Image
Unrealistic expectations: the futility of precisely estimating a stock's expected return
Das, Sanjiv R.; Ostrov, Daniel - In: Journal of investment management : JOIM 22 (2024) 1, pp. 58-64
Persistent link: https://www.econbiz.de/10014546370
Cover Image
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - In: The review of financial studies 18 (2005) 4, pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Cover Image
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - 2005
Persistent link: https://www.econbiz.de/10002648034
Cover Image
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - 1999
Persistent link: https://www.econbiz.de/10001641813