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~subject:"Interest rate derivative"
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Search: person:"Das, Sanjiv Ranjan"
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Interest rate derivative
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Das, Sanjiv R.
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Bandreddi, Santhosh
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Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
2
[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:
3
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
Saved in:
4
Discrete-time bond and option pricing for jump-diffusion processes
Das, Sanjiv R.
- In:
Review of derivatives research
1
(
1996
)
3
,
pp. 211-243
Persistent link: https://www.econbiz.de/10001238754
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