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Sanjay K. Nawalkha

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Personal Details

First Name:Sanjay
Middle Name:K.
Last Name:Nawalkha
RePEc Short-ID:pna211
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  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. "A note on currency option pricing," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 81-84.
  6. 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 605-615, August.
  7. 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.
  8. 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.
  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.

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