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Your search for [author]Das, Sanjiv R. returned 3 records. |
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A direct approach to arbitrage-free pricing of credit derivatives.
by Das, Sanjiv R.; Cambridge: National Bureau of Economic Research, 1998.
Subject: Derivative securities -- Econometric models.
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Poisson-Gaussian processes and the bond markets.
by Das, Sanjiv R.; Cambridge: National Bureau of Economic Research, 1998.
Subject: Interest rates -- United States -- Econometric models; Bond marketr -- United States -- Econometric models; Poisson processes; Gaussian processes.
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The central tendency : a second factor in bond yields.
by Balduzzi, Pierluigi; Cambridge: National Bureau of Economic Research, 1997.
Subject: Interest rates -- Mathematical models; Interest rates -- United States.
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