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Mads Stenbo Nielsen

Assistant professor
Mads Stenbo Nielsen

Department of Finance

Department of Finance
Solbjerg Plads 3, A5
2000 Frederiksberg
Tel.: +45 3815 3602
Fax:+45 3815 3600
E-mail: msn.fi@cbs.dk



Link to this homepage: uk.cbs.dk/staff/mads_s_nielsen


The main research area is credit risk with special focus on quantitative models of corporate bond pricing and derivatives such as CDSs and CDOs

Primary research areas

  • Credit risk
  • Jump diffusion processes
  • Correlation in diffusion models


Last updated by Betina Thestrup 25/11/2011