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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

The principal principle

Das, Sanjiv R. - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1215-1246

Persistent link: https://www.econbiz.de/10009728909

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

Digital portfolios

Das, Sanjiv R. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 41-48

Persistent link: https://www.econbiz.de/10009708221

Did CDS trading improve the market for corporate bonds?

Das, Sanjiv R.; Kalimipalli, Madhu; Nayak, Subhankar - In: Journal of financial economics 111 (2014) 2, pp. 495-525

Persistent link: https://www.econbiz.de/10010255492

The design and risk management of structured finance vehicles

Das, Sanjiv R.; Kim, Seoyoung - In: Journal of risk and financial management : JRFM 9 (2016) 4, pp. 1-21

Special investment vehicles (SIVs), extremely popular financial structures for the creation of highly-rated tranched securities, experienced spectacular demise in the 2007-2008 financial crisis. These financial vehicles epitomize the shadow banking sector, characterized by high leverage,...

Persistent link: https://www.econbiz.de/10011552849

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

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

Portfolios for investors who want to reach their goals while staying on the mean-variance efficient frontier

Das, Sanjiv R.; Markowitz, Harry; Scheid, Jonathan; … - In: The journal of wealth management 14 (2011/12) 2, pp. 25-31

Persistent link: https://www.econbiz.de/10009295781

A simple model for pricing securities with a debt-equity linkage

Das, Sanjiv R. - In: Innovations in investment management : cutting edge …, (pp. 85-111). 2008

Persistent link: https://www.econbiz.de/10003748869