Department of Finance
- Center for Financial Frictions
Anders B. Trolle is Professor of Finance at Copenhagen Business School. Prior to joining CBS, Anders was an Associate Professor at HEC Paris, and before that an Assistant Professor at Ecole Polytechnique Fédérale de Lausanne in Switzerland, where he also held a Junior Chair at the Swiss Finance Institute. He received his M.S. in Economics from University of Copenhagen and his Ph.D. in Finance from Copenhagen Business School. His research has been published in leading academic finance journals such as the Journal of Finance, the Review of Financial Studies, and the Journal of Financial Economics.
- Asset pricing
- Derivatives markets
- Credit risk
Pierre Collin-Dufresne, Benjamin Junge, and Anders B. Trolle (2020) "Market Structure and Transaction Costs of Index CDSs", Journal of Finance, vol. 75, no. 5, p. 2719-2763.
Damir Filipovic, Martin Larsson, and Anders B. Trolle (2017) "Linear-Rational Term Structure Models", Journal of Finance, vol. 72, no. 2, p. 655-704.
Anders B. Trolle and Eduardo S. Schwartz (2014) "The Swaption Cube", Review of Financial Studies, vol. 27, no. 8, p. 2307-2353.
Damir Filipovic and Anders B. Trolle (2013) "The Term Structure of Interbank Risk", Journal of Financial Economics, vol. 109, no. 4, p. 707-733.
Anders B. Trolle and Eduardo S. Schwartz (2009) "Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives", Review of Financial Studies, vol. 22, no. 11, p. 4423-4461.
Paper presented at The 47th European Finance Association Annual Meeting. EFA 2020, 2020
In: Journal of Finance, Vol. 75, No. 5, 10.2020, p. 2719-2763
In: Mathematical Finance, Vol. 29, No. 3, 7.2019, p. 804-826
In: The Journal of Finance, Vol. 72, No. 2, 4.2017, p. 655-704
In: Quantitative Finance, Vol. 16, No. 9, 9.2016, p. 1413-1422
In: Review of Financial Studies, Vol. 27, No. 8, 2014, p. 2307-2353
In: Journal of Financial Economics, Vol. 109, No. 3, 2013, p. 707-733
In: Journal of Derivatives, Vol. 17, No. 3, 2010, p. 15-32
In: Review of Financial Studies, Vol. 22, No. 5, 2009, p. 2007-2057
In: Review of Financial Studies, Vol. 22, No. 11, 11.2009, p. 4423-4461
Frederiksberg : Samfundslitteratur 2007, 214 p. (PhD series, No. 16.2007)
København : Copenhagen Business School [wp] 2004, 55 p.