Advanced Search
MyIDEAS: Login to follow this author

Sanjay K. Nawalkha

Contents:

This is information that was supplied by Sanjay Nawalkha in registering through RePEc. If you are Sanjay K. Nawalkha , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sanjay
Middle Name: K.
Last Name: Nawalkha
Suffix:

RePEc Short-ID: pna211

Email:
Homepage: http://ssrn.com/author=287162
Postal Address:
Phone:

Affiliation

Department of Finance and Operations Management
University of Massachusetts-Amherst
Location: Amherst, Massachusetts (United States)
Homepage: http://www.isenberg.umass.edu/finopmgt/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:dfumaus (more details at EDIRC)

Works

as in new window

Articles

  1. Nawalkha, Sanjay K. & Soto, Gloria M. & Zhang, Jun, 2003. "Generalized M-vector models for hedging interest rate risk," Journal of Banking & Finance, Elsevier, vol. 27(8), pages 1581-1604, August.
  2. Chambers, Donald R & Nawalkha, Sanjay K, 2001. "An Improved Approach to Computing Implied Volatility," The Financial Review, Eastern Finance Association, vol. 36(3), pages 89-99, August.
  3. Nawalkha, Sanjay K., 1997. "A multibeta representation theorem for linear asset pricing theories," Journal of Financial Economics, Elsevier, vol. 46(3), pages 357-381, December.
  4. Nawalkha, Sanjay K., 1996. "A contingent claims analysis of the interest rate risk characteristics of corporate liabilities," Journal of Banking & Finance, Elsevier, vol. 20(2), pages 227-245, March.
  5. Nawalkha, Sanjay K & Chambers, Donald R, 1995. "The Binomial Model and Risk Neutrality: Some Important Details," The Financial Review, Eastern Finance Association, vol. 30(3), pages 605-15, August.
  6. K. Nawalkha, Sanjay, 1995. "Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model," Journal of Banking & Finance, Elsevier, vol. 19(1), pages 153-164, April.
  7. Nawalkha, Sanjay K., 1995. "The duration vector: A continuous-time extension to default-free interest rate contingent claims," Journal of Banking & Finance, Elsevier, vol. 19(8), pages 1359-1366, November.
  8. Nawalkha, Sanjay K. & Chambers, Donald R., 1995. "A note on currency option pricing," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 81-84.
  9. Nawalkha, Sanjay K. & Lacey, Nelson J., 1992. "Immunizing bond portfolios in a multiple term structure economy," International Review of Economics & Finance, Elsevier, vol. 1(3), pages 235-246.
  10. Nawalkha, Sanjay K. & Lacey, Nelson J., 1990. "Generalized solutions of higher-order duration measures," Journal of Banking & Finance, Elsevier, vol. 14(6), pages 1143-1150, December.

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Sanjay Nawalkha should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.