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Systemic risk and the Great Depression

Mitchener, Kris; Das, Sanjiv R.; Vossmeyer, Angela - 2018

Persistent link: https://www.econbiz.de/10012113069

Machine learning in finance : the case of deep learning for option pricing

Culkin, Robert; Das, Sanjiv R. - In: Journal of investment management : JOIM 15 (2017) 4, pp. 92-100

Persistent link: https://www.econbiz.de/10011914917

A new approach to goals-based wealth management

Das, Sanjiv R.; Ostrov, Daniel; Radhakrishnan, Anand; … - In: Journal of investment management : JOIM 16 (2018) 3, pp. 4-30

Persistent link: https://www.econbiz.de/10011923021

Efficient trading in taxable portfolios

Das, Sanjiv R.; Ding, Dennis Yi; Newell, Vincent; … - In: The journal of investment strategies 7 (2017) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10011879577

Venture capital communities

Bubna, Amit; Das, Sanjiv R.; Prabhala, Nagpurnanand R. - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 2, pp. 621-651

Persistent link: https://www.econbiz.de/10012195604

An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model

Das, Sanjiv Ranjan - 1997

Term structure models employing Poisson-Gaussian processes may be used to accommodate the observed skewness and kurtosis of interest rates. This paper extends the discrete-time, pure-Gaussian version of the Heath-Jarrow-Morton model to the pricing" of American-type bond options when the...

Persistent link: https://www.econbiz.de/10012472764