E-LIB Suche - Ergebnisse für: Nawalkha, Sanjay K.

1

A Theory of Equivalent Expectation Measures for Contingent ..:

NAWALKHA, SANJAY K. ; ZHUO, XIAOYANG
The Journal of Finance. 77 (2022) 5 - p. 2853-2906 , 2022

Link: https://doi.org/10.1111/..

2

Firm efficiency and the investment anomalies:

Koh, Kyungyeon (Rachel) ; Nawalkha, Sanjay K.
Managerial Finance. 46 (2020) 12 - p. 1589-1603 , 2020

Link: https://doi.org/10.1108/..

3

Dynamic term structure modeling: the fixed income valuation..:

Nawalkha, Sanjay K ; Beliaeva, Natalia A ; Soto, Gloria M , 2007

Link: https://onlinelibrary.wi..

4

Generalized M-vector models for hedging interest rate risk:

Nawalkha, Sanjay K. ; Soto, Gloria M. ; Zhang, Jun
Journal of Banking & Finance. 27 (2003) 8 - p. 1581-1604 , 2003

Link: https://doi.org/10.1016/..

5

An Improved Approach to Computing Implied Volatility:

Chambers, Donald R. ; Nawalkha, Sanjay K.
Financial Review. 36 (2001) 3 - p. 89-100 , 2001

Link: https://doi.org/10.1111/..

6

Interest Rate Sensitivities of Bond Risk Measures:

Crack, Timothy Falcon ; Nawalkha, Sanjay K.
Financial Analysts Journal. 56 (2000) 1 - p. 34-43 , 2000

Link: https://www.jstor.org/st..

7

Interest Rate Sensitivities of Bond Risk Measures:

Crack, Timothy Falcon ; Nawalkha, Sanjay K.
Financial Analysts Journal. 56 (2000) 1 - p. 34-43 , 2000

Link: https://doi.org/10.2469/..

8

Interest Rate Sensitivities of Bond Risk Measures:

Crack, Timothy Falcon ; Nawalkha, Sanjay K.
Financial Analysts Journal. 56 (1999) 1 - p. , 1999

Link: https://ssrn.com/abstrac..

9

An Improved Immunization Strategy: M-Absolute:

Nawalkha, Sanjay K. ; Chambers, Donald R.
Financial Analysts Journal. 52 (1996) 5 - p. 69-76 , 1996

Link: https://www.jstor.org/st..

10

A contingent claims analysis of the interest rate risk char..:

Nawalkha, Sanjay K.
Journal of Banking & Finance. 20 (1996) 2 - p. 227-245 , 1996

Link: https://doi.org/10.1016/..

11

A note on currency option pricing:

Nawalkha, Sanjay K. ; Chambers, Donald R.
International Review of Financial Analysis. 4 (1995) 1 - p. 81-84 , 1995

Link: https://doi.org/10.1016/..

12

The duration vector: A continuous-time extension to default..:

Nawalkha, Sanjay K.
Journal of Banking & Finance. 19 (1995) 8 - p. 1359-1378 , 1995

Link: https://doi.org/10.1016/..

13

Immunizing bond portfolios in a multiple term structure eco..:

Nawalkha, Sanjay K. ; Lacey, Nelson J.
International Review of Economics & Finance. 1 (1992) 3 - p. 235-246 , 1992

Link: https://doi.org/10.1016/..

14

Convexity for Bonds with Special Cash Flow Streams:

Nawalkha, Sanjay K. ; Lacey, Nelson J.
Financial Analysts Journal. 47 (1991) 1 - p. 80-82 , 1991

Link: https://www.jstor.org/st..

15

Closed-Form Solutions of Convexity and M-Square:

Nawalkha, Sanjay K. ; Lacey, Nelson J. ; Schneeweis, Thomas
Financial Analysts Journal. 46 (1990) 1 - p. 75-77 , 1990

Link: https://www.jstor.org/st..