Details about Sanjay K. Nawalkha

Access statistics for papers by Sanjay K. Nawalkha.

Last updated 2010-08-11. Update your information in the RePEc Author Service.

Short-id: pna211

Journal Articles

2003

1. Generalized M-vector models for hedging interest rate risk
   Journal of Banking & Finance, 2003, 27, (8), 1581-1604 View citations (11)

2001

2. An Improved Approach to Computing Implied Volatility
   The Financial Review, 2001, 36, (3), 89-99 View citations (16)

1997

3. A multibeta representation theorem for linear asset pricing theories
   Journal of Financial Economics, 1997, 46, (3), 357-381 View citations (6)

1996

4. A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
   Journal of Banking & Finance, 1996, 20, (2), 227-245 View citations (10)

1995

5. A note on currency option pricing
   International Review of Financial Analysis, 1995, 4, (1), 81-84
6. Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model
   Journal of Banking & Finance, 1995, 19, (1), 153-164 View citations (1)
7. The Binomial Model and Risk Neutrality: Some Important Details
   The Financial Review, 1995, 30, (3), 605-15 View citations (1)
8. The duration vector: A continuous-time extension to default-free interest rate contingent claims
   Journal of Banking & Finance, 1995, 19, (8), 1359-1366 View citations (3)

1992

9. Immunizing bond portfolios in a multiple term structure economy
   International Review of Economics & Finance, 1992, 1, (3), 235-246

1990

10. Generalized solutions of higher-order duration measures
    Journal of Banking & Finance, 1990, 14, (6), 1143-1150