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Sundaram, Rangarajan K.
23
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16
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6
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3
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3
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Working paper / National Bureau of Economic Research, Inc
7
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4
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2
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2
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OLC EcoSci
RePEc
23,054
ECONIS (ZBW)
296
EconStor
50
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
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1
Of Smiles and Smirks: A Term Structure Perspective
Das, Sanjiv Ranjan
;
Sundaram, Rangarajan K.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 211-240
Persistent link: https://www.econbiz.de/10006699430
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2
DEBT INVESTMENTS - Pricing Credit Derivatives with Rating Transitions - The discrete-time, arbitrage-free model for valuing risky debt that is presented allows joint calibration of spread processes for all rating classes.
Acharya, Viral V.
;
Das, Sanjiv Ranjan
;
Sundaram, …
- In:
Financial analysts' journal : FAJ
58
(
2002
)
3
,
pp. 28-44
Persistent link: https://www.econbiz.de/10006265652
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3
TAMING THE SKEW: HIGHER-ORDER MOMENTS IN MODELING ASSET PRICE PROCESSES IN FINANCE
Das, Sanjiv Ranjan
;
Sundaram, Rangarajan K.
-
1997
Persistent link: https://www.econbiz.de/10006998904
Saved in:
4
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare
Das, Sanjiv Ranjan
;
Sundaram, Rangarajan K.
- In:
The review of financial studies
15
(
2013
)
5
,
pp. 1465-1464
Persistent link: https://www.econbiz.de/10010114485
Saved in:
5
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare
Das, Sanjiv Ranjan
;
Sundaram, Rangarajan K.
- In:
The review of financial studies
15
(
2002
)
5
,
pp. 1465-1498
Persistent link: https://www.econbiz.de/10007036243
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6
FEE SPEECH: ADVERSE SELECTION AND THE REGULATION OF MUTUAL FUND FEES
Das, Sanjiv Ranjan
;
Sundaram, Rangarajan K.
-
1998
Persistent link: https://www.econbiz.de/10006992121
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7
ON THE REGULATION OF FEE STRUCTURES IN MUTUAL FUNDS
Das, Sanjiv Ranjan
;
Sundaram, Rangarajan K.
-
1998
Persistent link: https://www.econbiz.de/10006992138
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8
An approximation algorithm for optimal consumption-investment problems
Das, Sanjiv Ranjan
;
Sundaram, Rangarajan K.
- In:
International journal of intelligent systems in …
11
(
2002
)
2
,
pp. 55-70
Persistent link: https://www.econbiz.de/10007234051
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9
AUCTION THEORY: A SUMMARY WITH APPLICATIONS TO TREASURY MARKETS
Das, Sanjiv Ranjan
;
Sundaram, Rangarajan K.
- In:
Financial markets, institutions & instruments
5
(
1996
)
5
,
pp. 1-36
Persistent link: https://www.econbiz.de/10007252693
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10
A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives
Ranjan Das, Sanjiv
;
Sundaram, Rangarajan K.
- In:
Management science : journal of the Institute for …
46
(
2000
)
1
,
pp. 46-62
Persistent link: https://www.econbiz.de/10006094615
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