2024
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1. |
Lindset, Snorre; Nygård, Guttorm; Persson, Svein Arne. Trade-Off Theory for Dual Holders. Journal of Money, Credit and Banking 2024 s. - NTNU NHH
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2023
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2. |
Aase, Knut Kristian; Lindset, Snorre; Persson, Svein Arne. Why do firms buy insurance. 50th Seminar of the European Group of Risk and Insurance; 2023-09-17 - 2023-09-20 NHH UiB
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2019
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3. |
Persson, Svein-Arne; Lindset, Snorre; Nygaard, Guttorm. Dual Holders: Valuation, Default Policy, and Capital Structure. International Risk Management Conference; 2019-06-17 - 2019-06-18 NHH NTNU
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4. |
Persson, Svein-Arne; Lindset, Snorre; Nygaard, Guttorm. Dual Holders: Valuation, Default Policy, and Capital Structure. The International Finance and Banking Society (IFABS) Conferences; 2019-06-27 - 2019-06-29 NHH NTNU
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2018
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5. |
Persson, Svein-Arne; Lindset, Snorre; Nygaard, Guttorm. Dual Holders: Valuation, Default Policy and Capital Structure. PFMC 2018 Paris Financial Management Conference; 2018-12-17 - 2018-12-19 NHH UiB
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2017
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6. |
Atreya, Nikhil; Mjøs, Aksel; Persson, Svein-Arne. Banks: Liability Value and Optimal Capital Structure Under Alternative Asset Specifications. : Norges Handelshøyskole 2017 (ISBN 9788240503581) 137 s. Ph.d. thesis (Norges handelshøyskole)(1) NHH
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2016
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7. |
Atreya, Nikhil; Mjøs, Aksel; Persson, Svein-Arne. Making Bank: Why High Bank Leverage is Optimal - for the Bank's Shareholders. FIBE XXXIII 2016. Fagkonferanse i bedriftsøkonomiske emner; 2016-01-07 - 2016-01-08 NHH
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8. |
Lindset, Snorre; Persson, Svein-Arne. A Stochastic Mesh Size Simulation Algorithm for Pricing Barrier Options in a Jump-diffusion Model. Journal of Applied Operational Research 2016 ;Volum 8.(1) s. 15-25 NHH NTNU
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2015
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9. |
Atreya, Nikhil; Mjøs, Aksel; Persson, Svein-Arne. Making Bank: Why High Bank Leverage is Optimal - for the Bank's Shareholders. Bergen: Norges Handelshøyskole. Institutt for Foretaksøkonomi 2015 37 s. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper(33) NHH
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2014
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10. |
Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne. Credit risk and asymmetric information: A simplified approach. Journal of Economic Dynamics and Control 2014 ;Volum 39. s. 98-112 NTNU NHH
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2012
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11. |
Miltersen, Kristian; Persson, Svein-Arne. Capital Requirement and Optimal Default in Insurance. FIBE XXIX - Fagkonferanse i bedriftsøkonomiske emner; 2012-01-05 - 2012-01-06 NHH
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12. |
Mjøs, Aksel; Myklebust, Tor Åge; Persson, Svein-Arne. On the Pricing of Performance Sensitive Debt. European Financial Management Association (EFMA) 2012 Annual Meetings; 2012-06-27 - 2012-06-30 NHH
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2011
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13. |
Mjøs, Aksel; Myklebust, Tor Åge; Persson, Svein-Arne. On the Pricing of Performance Sensitive Debt. 2011 Annual Meeting of the Midwest Finance Association (MFA); 2011-03-02 - 2011-03-05 NHH
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14. |
Mjøs, Aksel; Myklebust, Tor Åge; Persson, Svein-Arne. On the Pricing of Performance Sensitive Debt. Bergen: Norges Handelshøyskole. Institutt for foretaksøkonomi 2011 47 s. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper(5) NHH
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2010
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15. |
Mjøs, Aksel; Myklebust, Tor Åge; Persson, Svein-Arne. On the pricing of performance sensitive debt. FIBE XXVII - Fagkonferanse i bedriftsøkonomiske emner; 2010-01-07 - 2010-01-08 NHH
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16. |
Mjøs, Aksel; Persson, Svein-Arne. A simple model of deferred callability in defaultable debt. European Journal of Operational Research 2010 ;Volum 207.(3) s. 1350-1357 NHH
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17. |
Mjøs, Aksel; Persson, Svein-Arne. Callable risky perpetual debt with protection period. European Journal of Operational Research 2010 ;Volum 270.(1) s. 391-400 NHH
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18. |
Mjøs, Aksel; Persson, Svein-Arne. Level-Dependent Annuities: Defaults of Multiple Degrees. Journal of Financial and Quantitative Analysis 2010 ;Volum 45.(5) s. 1311-1339 NHH
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19. |
Mjøs, Aksel; Persson, Svein-Arne. Level-Dependent Annuities: Defaults of Multiple Degrees. Journal of Financial and Quantitative Analysis 2010 ;Volum 45.(5) s. 1311-1339 NHH
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20. |
Myklebust, Tor Åge; Mjøs, Aksel; Persson, Svein-Arne. On the pricing of performance sensitive debt. Instituttseminar; 2010-03-10 - 2010-03-12 NHH
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2009
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21. |
Lindset, Snorre; Persson, Svein-Arne. Continuous Monitoring: Does Credit Risk Vanish?. ASTIN Bulletin: The Journal of the International Actuarial Association 2009 ;Volum 39.(2) s. 13- NTNU NHH
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22. |
Lindset, Snorre; Persson, Svein-Arne. Continuous Monitoring: Does Credit Risk Vanish?. ASTIN Bulletin: The Journal of the International Actuarial Association 2009 ;Volum 39.(2) s. 577-589 NTNU NHH
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23. |
Mjøs, Aksel; Persson, Svein-Arne. A Model of Deferred Callability in Defaultable Debt. Bergen: Norges Handelshøyskole. Institutt for foretaksøkonomi 2009 18 s. (4) NHH
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24. |
Persson, Svein-Arne. Credit Spread and Incomplete Information. Instituttseminar; 2009-03-11 - 2009-03-13 NHH
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25. |
Persson, Svein-Arne. Credit Spread and Incomplete Information. Geilo Seminar 2009, Department of Finance and Management Science, NHH; 2009-03-11 - 2009-03-13 NHH
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26. |
Persson, Svein-Arne. TBA. The National Research School in Business Economics and Administration (NFB) Conference; 2009-08-27 - 2009-08-29 NHH
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2008
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27. |
Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne. Credit Spreads and Incomplete Information. Fagkonferanse i bedriftsøkonomiske emner (FIBE); 2008-01-03 - 2008-01-04 NHH NTNU
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28. |
Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne. Credit Spreads and Incomplete Information. Bergen: Norges Handelshøyskole. Institutt for foretaksøkonomi 2008 39 s. (9) NHH NTNU
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29. |
Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne. Credit spreads and Incomplete Information. European financial management association, Annual Conference; 2008-06-25 - 2008-06-28 NHH NTNU
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30. |
Lindset, Snorre; Persson, Svein-Arne. Continuous Monitoring: Look before You Leap. Bergen: Norges Handelshøyskole. Institutt for foretaksøkonomi 2008 21 s. (8) NHH NTNU
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31. |
Mjøs, Aksel; Persson, Svein-Arne. Default of multiple degrees: The risk of lost debt coupons. Fagkonferanse i bedriftsøkonomiske emner (FIBE); 2008-01-03 - 2008-01-04 NHH
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32. |
Mjøs, Aksel; Persson, Svein-Arne. Level dependent annuities: Defaults of multiple degrees. Bergen: Norges Handelshøyskole. Institutt for foretaksøkonomi 2008 24 s. (6) NHH
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33. |
Persson, Svein-Arne; Lindset, Snorre; Lund, Arne-Christian. Credit Spreads and Incomplete Information. European Group of Risk and Insurance Economists (EGRIE), 35th Seminar; 2008-09-15 - 2008-09-17 HIST NHH
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2007
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34. |
Lindset, Snorre; Persson, Svein-Arne. Continuous Monitoring: Look before you Leap. Fagkonferanse i bedriftsøkonomiske emner (FIBE); 2007-01-04 - 2007-01-05 NTNU
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35. |
Mjøs, Aksel; Persson, Svein-Arne. Bundled Financial Claims - A Model of Hybrid Capital. European Financial Management Association 16th Annual Meeting; 2007-06-27 - 2007-06-30 NHH
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36. |
Mjøs, Aksel; Persson, Svein-Arne. Bundled Financial Claims - A Model of Hybrid Capital. 19th Nordic Academy of Management (NFF) Conference; 2007-08-09 - 2007-08-11 NHH
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37. |
Mjøs, Aksel; Persson, Svein-Arne. Callable Risky Perpetual Debt: Options, Pricing and Bankruptcy Implications. Callable Risky Perpetual Debt: Options, Pricing and Bankruptcy Implications; 2007-10-11 - 2007-10-11 NHH
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38. |
Mjøs, Aksel; Persson, Svein-Arne. Callable risky perpetual debt: Options, pricing and bankruptcy implications. 10th conference of the Swiss Society for Financial Market Research; 2007-03-30 - 2007-03-30 NHH
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2006
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39. |
Lindset, Snorre; Persson, Svein-Arne. A Note on a Barrier Exchange Option: The World´s Simplest Option Formula?. Finance Research Letters 2006 ;Volum 3.(3) s. 207-211 NTNU NHH
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40. |
Miltersen, Kristian R.; Persson, Svein-Arne. Is Mortality Dead? Forward Force of Mortality Determined by No Arbitrage. International Symposium on Insurance and Finance; 2006-05-10 - 2006-05-11 NHH
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41. |
Mjøs, Aksel; Persson, Svein-Arne. Callable risky perpetual debt: Options, pricing and bankruptcy implications. European Financial Management Association 2006 Annual Meetings; 2006-06-28 - 2006-07-01 NHH
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42. |
Persson, Svein-Arne. Debt allocation: To fix or float?. Cambridge-UNC Charlotte Symposium 2006 Risk Management & Property Derivatives; 2006-06-12 - 2006-06-14 NHH
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43. |
Persson, Svein-Arne. Debt allocation: To fix or float?. 33rd Seminar of the European Group of Risk and Insurance Economists; 2006-09-18 - 2006-09-20 NHH
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44. |
Persson, Svein-Arne. Hybrid Capital. Hybrid Capital; 2006-03-28 - 2006-03-28 NHH
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2005
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45. |
Lindset, Snorre; Persson, Svein-arne. A Note on a Barrier Exchange Option: The World's Simplest Option Formula?. Bergen: Norges Handelshøyskole 2005 4 s. NTNU
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46. |
Lindset, Snorre; Persson, Svein-Arne. A Note on a Barrier Exchange Option: The World?s Simplest Option Formula?. Bergen: Norges Handelshøyskole. Institutt for foretaksøkonomi 2005 4 s. (5) NTNU
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47. |
Mjøs, Aksel; Persson, Svein-Arne. Callable Risky Perpetual Debt: Options, Pricing And Bankruptcy Implications. Bergen: Norges Handelshøyskole. Institutt for foretaksøkonomi 2005 28 s. (22) NHH
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48. |
Mjøs, Aksel; Persson, Svein-Arne. European Options on Defaultable Perpetual Debt: Valuation and Implications for Pricing of Debt. The NHH Skinance Workshop 2005; 2005-02-16 - 2005-02-18 NHH
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49. |
Persson, Svein-Arne. European Options on Defaultable Perpetual Debt: Valuation and Implications for Pricing of Debt. FIBE XXII: Fagkonferanse i Bedriftsøkonomiske emner; 2005-01-06 - 2005-01-07 NHH
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2004
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50. |
Cummins, J. David; Miltersen, Kristian R.; Persson, Svein-Arne. International Comparison of Interest Rate Guarantees in Life Insurance. Bergen: Institutt for foretaksøkonomi. Norges handelshøyskole 2004 17 s. (18) NHH
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