Solbjerg Plads 3
Frederiksberg C, DK - 2000
Denmark
Copenhagen Business School
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life insurance, interest rate guarantees, universal life, bonus account, Sharpe ratios
No-arbitrage restrictions, term structure of interest rates, interest rate futures, change of measure
Dividend Tax; Capital Gains Tax; Cash holdings; Agency Costs; Tax Savings Motive
Dynamic capital structure, taxes and optimal debt structure, structural model, credit risk, priority rule, investment and financing decisions
Mortgage-Backed Securities (MBS), Mortgage Valuation, Credit Ratings.
Consumption-based capital asset pricing model, CCAPM, dynamic trading
LIBOR Market, Black Formular