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Credit risk
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Das, Sanjiv R.
23
Sundaram, Rangarajan K.
6
Geng, Gary
5
Kim, Seoyoung
3
Fan, Rong
2
Hanouna, Paul
2
Meadows, Ray
2
Sarin, Atulya
2
Fabozzi, Frank J.
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Journal of banking & finance
3
The journal of fixed income
3
Credit risk : models, derivatives, and management
1
Innovations in investment management : cutting edge research from the exclusive JOIM conference series
1
Journal of economic dynamics & control
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
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1
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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
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2
A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1998
Persistent link: https://www.econbiz.de/10000671238
Saved in:
3
Bayesian migration in credit ratings based on probabilities of default
Das, Sanjiv R.
;
Fan, Rong
;
Geng, Gary
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 17-23
Persistent link: https://www.econbiz.de/10001763884
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4
Credit risk derivatives
Das, Sanjiv R.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001219525
Saved in:
5
Impact of correlated default risk on credit portfolios
Das, Sanjiv R.
;
Fong, H. Gifford
;
Geng, Gary
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 9-19
Persistent link: https://www.econbiz.de/10001706056
Saved in:
6
Banking networks, systemic risk, and the credit cycle in emerging markets
Das, Sanjiv R.
;
Kalimipalli, Madhu
;
Nayak, Subhankar
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013533161
Saved in:
7
Derivatives : principles and practice
Sundaram, Rangarajan K.
;
Das, Sanjiv R.
-
2011
Persistent link: https://www.econbiz.de/10003906707
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Derivatives : principles and practice
Sundaram, Rangarajan K.
;
Das, Sanjiv R.
-
2016
-
2. ed.
Persistent link: https://www.econbiz.de/10010496735
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