bafi

Department of Finance

Bjarne Astrup
Jensen
Professor with special responsibilities


Room: SOL/A5.02
Tel:
+45 38153614
E-mail: ba.fi@cbs.dk
Publications
2013
Bjarne Astrup Jensen / Makeham's Formula : Some Applications in Fixed Income Analysis.
Paper presented at 2013 Midwest Economics Association Annual Meeting, Columbus, OH, United States. 2013
Paper
2011
Bjarne Astrup Jensen; Marcel Marekwica / Optimal Portfolio Choice with Wash Sale Constraints
In: Journal of Economic Dynamics and Control, Vol. 35, No. 11, 2011, p. 1916-1937
Journal article
2010
Bjarne Astrup Jensen / Kreditaftaleloven og ÅOP : Økonomisk set.
In: Finans/Invest, No. 4, 1.2010, p. 20-25
Journal article
2009
Bjarne Astrup Jensen / Valuation Before and after Tax in the Discrete Time, Finite State no Arbitrage Model
In: Annals of Finance, Vol. 5, No. 1, 2009, p. 91-123
Journal article
2007
Frederik Armerin; Bjarne Astrup Jensen; Tomas Björk / Term Structure Models with Parallel and Proportional Shifts
In: Applied Mathematical Finance, Vol. 14, No. 3, 2007, p. 243-260
Journal article
2005
Bjarne Astrup Jensen; Frederik Meding / Rammepantebreve : Realkreditsektorens iturevne ønskeseddel.
In: Finans/Invest, No. 7, 2005, p. 4-9
Journal article
2001
Bjarne Astrup Jensen; Carsten Sørensen / Paying for minimum interest rate guarantees : who should compensate who?.
In: European Financial Management, Vol. 7, No. 2, 2001, p. 29
Journal article
2000
Bjarne Astrup Jensen / Fakta og fantasier om kommunale sælg-og-lej-tilbage arrangementer
In: Finans/Invest, 2000, p. 20-27
Journal article
Bjarne Astrup Jensen; Carsten Sørensen / Hvorfor skal pensionsopsparere betale for generende rentegarantier?
In: Finans/Invest, No. 2, 2000, p. 18-23
Journal article
1999
Bjarne Astrup Jensen; Jørgen Aase Nielsen / Option Pricing Bounds and the Pricing of Bond Options
In: Journal of Business Finance & Accounting, 1999, p. 535-556
Journal article
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