Claus Bajlum

Copenhagen Business School

Phd

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

  • Copenhagen Business School

SCHOLARLY PAPERS

2

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7

Scholarly Papers (2)

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1.

Capital Structure Arbitrage: Model Choice and Volatility Calibration

Number of pages: 47 Posted: 14 Jan 2007 Last Revised: 16 Jul 2008
Claus Bajlum and Peter Tind Larsen
Copenhagen Business School and Aarhus University - School of Business and Social Sciences
Downloads 1,272 (31,607)
Citation 5

Abstract:

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credit default swaps, structural models, hedge funds, relative value trading

2.

Accounting Transparency and the Term Structure of Credit Default Swap Spreads

Number of pages: 59 Posted: 10 Aug 2007 Last Revised: 16 Jul 2008
Claus Bajlum and Peter Tind Larsen
Copenhagen Business School and Aarhus University - School of Business and Social Sciences
Downloads 418 (135,905)
Citation 6

Abstract:

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credit default swaps, structural models, imperfect information