Sanjay Nawalkha

Education

PhD Finance, University of Massachusetts, Amherst, 1990 MBA Finance, University of Massachusetts, Amherst, 1987 BSc Mathematics, St. Xavier's College, University of Mumbai, Mumbai, India, 1984

Academic Appointments

Professor of Finance, Isenberg School of Management, 9/2010-Present Chairman, Department of Finance, Isenberg School of Management, University of Massachusetts, Amherst, 1/2013-8/2018 Finance Area Head, Isenberg School of Management, 9/2011-12/2012 Associate Professor of Finance, Isenberg School of Management, 9/2001-8/2009 Associate Professor of Finance (untenured), Isenberg School of Management, 9/1998-5/2001

Research Interests

• Banking and Finance
• Derivatives
• Investments
• International Finance

Teaching Interests

• Interest Rate Risk Modeling
• Term Structure Modeling
• Credit Risk Modeling
• Financial Derivatives
• Asset Pricing
• Fixed Income
• Finance Theory

Selected Publications

Beliaeva, Natalia, Sanjay K. Nawalkha, 2012, "Pricing American Interest Rate Options Under the Jump Extended Constant-Elasticity-of-Variance Short Rate Models," Journal of Banking and Finance, Vol. 36, No.1, 151-163.

Nawalkha, Sanjay K., Jose Alberto de Luca, and Gloria Soto, 2011, "Simple Formulas for Financial Analysts for Pricing Zero-Dividend and Positive-Dividend Stocks," Investment Management and Financial Innovations, Vol. 8(1), 40-50.

Nawalkha, Sanjay K., and Riccardo Rebonato, 2011, "What Interest Rate Models to Use? Buy Side versus Sell Side. Journal of Investment Management, Third quarter.