Malene Shin Jensen

University of Aarhus - Department of Management

Building 322

DK-8000 Aarhus C

Denmark

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

The Effect of Credit Ratings on Credit Default Swap Spreads and Credit Spreads

Journal of Fixed Income, December 2005
Number of pages: 18 Posted: 13 Dec 2005 Last Revised: 13 Nov 2007
Kenneth N. Daniels and Malene Shin Jensen
Daniels Foundation for Impact Investments and Development and University of Aarhus - Department of Management
Downloads 1,016 (31,422)
Citation 9

Abstract:

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Credit Risk, Credit Default Swaps, Credit Rating, Principal Component Analysis, Event Study

2.

Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model

CAF Working Paper No. 147
Number of pages: 35 Posted: 02 Jan 2004
Malene Shin Jensen and Mikkel Svenstrup
University of Aarhus - Department of Management and Aarhus University - Department of Finance
Downloads 381 (109,986)

Abstract:

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