NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Sanjiv Das

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Working Papers

January 2006Common Failings: How Corporate Defaults are Correlated
with Darrell Duffie, Nikunj Kapadia, Leandro Saita: w11961
July 1998Poisson-Guassian Processes and the Bond Markets
w6631
A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives
with Rangarajan K. Sundaram: w6635
On the Regulation of Fee Structures in Mutual Funds
with Rangarajan K. Sundaram: w6639
Fee Speech: Adverse Selection and the Regulation of Mutual Funds
with Rangarajan K. Sundaram: w6644
December 1997The Central Tendency: A Second Factor in Bond Yields
with Pierluigi Balduzzi, Silverio Foresi: w6325
June 1997An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model
t0212
May 1997Average Interest
with George Chacko: w6045
March 1997Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance
with Rangarajan K. Sundaram: w5976
January 1997Auction Theory: A Summary with Applications to Treasury Markets
with Rangarajan K. Sundaram: w5873

Contact and additional information for this author • All publications • Working Papers only

 
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