Scandinavian Working Papers in Economics

Working Papers,
Copenhagen Business School, Department of Finance

1999 2000 2001 2002 2003 2004 2005 2006 2007 2008

No 2004-11: On a class of adjustable rate mortgage loans subject to a strict balance principle
Bjarne Astrup Jensen

No 2004-10: Energy Options in an HJM Framework
Thomas Lyse Hansen and Bjarne Astrup Jensen

No 2004-9: On the Pricing of Step-Up Bonds in the European Telecom Sector
David Lando and Allan Mortensen

No 2004-8: Dynamic asset allocation and latent variables
Carsten Sørensen and Anders Bjerre Trolle

No 2004-7: Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen and Peter Raahauge

No 2004-6: Modelling Callable Annuity Bonds with Interest-Only Optionality
Anders Holst and Morten Nalholm

No 2004-5: Higher-Order Finite Element Solutions of Option Prices
Peter Raahauge

No 2004-4: Upper Bounds on Numerical Approximation Errors
Peter Raahauge

No 2004-3: Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde

No 2004-2: Bestyrelsessammensætning og finansiel performance i danske børsnoterede virksomheder
Casper Rose

No 2004-1: The Differences Between Stock Splits and Stock Dividends
Ken L. Bechmann and Johannes Raaballe

1999 2000 2001 2002 2003 2004 2005 2006 2007 2008
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