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~isPartOf:"Journal of banking & finance"
~person:"Nawalkha, Sanjay K."
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Theorie
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Nawalkha, Sanjay K.
Prokopczuk, Marcel
10
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9
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8
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8
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8
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Journal of banking & finance
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ECONIS (ZBW)
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1
Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10009411156
Saved in:
2
A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
20
(
1996
)
2
,
pp. 227-245
Persistent link: https://www.econbiz.de/10001195185
Saved in:
3
Face value convergence for stochastic bond price processes : a note on Merton's partial equilibrium option pricing model
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
19
(
1995
)
1
,
pp. 153-164
Persistent link: https://www.econbiz.de/10001181869
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4
The duration vector : a continuous-time extension to default-free interest rate contingent claims
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
19
(
1995
)
8
,
pp. 1359-1378
Persistent link: https://www.econbiz.de/10001191466
Saved in:
5
Generalized M-vector models for hedging interest rate risk
Nawalkha, Sanjay K.
;
Soto, Gloria M.
;
Zhang, Jun
- In:
Journal of banking & finance
27
(
2003
)
8
,
pp. 1581-1604
Persistent link: https://www.econbiz.de/10001770319
Saved in:
6
Generalized solutions of higher-order duration measures
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
14
(
1990
)
6
,
pp. 1143-1150
Persistent link: https://www.econbiz.de/10001098498
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