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The central tendency : a second factor in bond yields
Balduzzi, Pierluigi; Das, Sanjiv R.; Foresi, Silverio - 1997
Persistent link: https://www.econbiz.de/10000652226
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Poisson-Gaussian processes and the bond market
Das, Sanjiv R. - 1998
Persistent link: https://www.econbiz.de/10000671235
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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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Fee speech : adverse selection and the regulation of mutual fund fees
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000671748
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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
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Systematic risk and international portfolio choice
Das, Sanjiv R.; Uppal, Raman - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
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Common failings : how corporate defaults are correlated
Das, Sanjiv R.; Duffie, Darrell; Kapadia, Nikunj; … - 2006
Persistent link: https://www.econbiz.de/10003281946
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Survey of the recent literature: recovery risk
Das, Sanjiv R. - In: The credit market handbook : advanced modeling issues, (pp. 65-76). 2006
Persistent link: https://www.econbiz.de/10003338042
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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
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Dealing with dimension : option pricing on factor trees
Das, Sanjiv R.; Granger, Brian - In: Journal of investment management : JOIM 7 (2009) 2, pp. 73-85
Persistent link: https://www.econbiz.de/10003862674