The effect of credit ratings on credit default swap spreads and credit spreads
KN Daniels, M Shin Jensen - Journal of Fixed Income, December, 2005 - papers.ssrn.com
This paper investigates empirically the relationship between credit spreads and credit
default swap spreads, and how these spreads react to changes in credit ratings. Our findings …
default swap spreads, and how these spreads react to changes in credit ratings. Our findings …
[PDF][PDF] Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
MS Jensen, M Svenstrup - 2002 - pure.au.dk
In this paper we apply various improvement techniques on a Monte Carlo based valuation
algorithm for Bermduan swaptions in a Libor market model. We suggest a simplification of the …
algorithm for Bermduan swaptions in a Libor market model. We suggest a simplification of the …
Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
M Shin Jensen, M Svenstrup - 2003 - papers.ssrn.com
This paper concerns the problem of valuing Bermudan swaptions in a Libor market model. In
particular we consider various efficiency improvement techniques for a Monte Carlo based …
particular we consider various efficiency improvement techniques for a Monte Carlo based …
[PDF][PDF] UNIVERSITY OF AARHUS C DENMARK
KN Daniels, MS Jensen - 2004 - econ.au.dk
This paper investigates empirically the relationship between credit spreads and credit
default swap spreads, and how these spreads react to changes in credit ratings. Our findings …
default swap spreads, and how these spreads react to changes in credit ratings. Our findings …
[CITATION][C] Essays on Term Structure Models, Interest Rate Derivatives and Credit Risk
MS Jensen - 2005 - pure.au.dk
… Malene Shin Jensen …
The intrinsically disordered SARS-CoV-2 nucleoprotein in dynamic complex with its viral partner nsp3a
The processes of genome replication and transcription of SARS-CoV-2 represent important
targets for viral inhibition. Betacoronaviral nucleoprotein (N) is a highly dynamic cofactor of …
targets for viral inhibition. Betacoronaviral nucleoprotein (N) is a highly dynamic cofactor of …
Measles virus nucleo-and phosphoproteins form liquid-like phase-separated compartments that promote nucleocapsid assembly
Many viruses are known to form cellular compartments, also called viral factories. Paramyxoviruses,
including measles virus, colocalize their proteomic and genomic material in puncta …
including measles virus, colocalize their proteomic and genomic material in puncta …
The valuation of callable bonds with floored CMS-spread coupons
D Skovmand, PL Jørgensen - Available at SSRN 966313, 2007 - papers.ssrn.com
… The authors are grateful for helpful comments from Mark Joshi, Svend Jakobsen, BJ Christensen,
and Malene Shin Jensen as well as from participants at the conference on Quantitative …
and Malene Shin Jensen as well as from participants at the conference on Quantitative …
NMR provides unique insight into the functional dynamics and interactions of intrinsically disordered proteins
… More by Malene Ringkjøbing Jensen … Malene Ringkjøbing Jensen studied chemistry and
mathematics at the University of Copenhagen, and she received her Ph.D. degree in chemistry …
mathematics at the University of Copenhagen, and she received her Ph.D. degree in chemistry …
Structure, dynamics and phase separation of measles virus RNA replication machinery
The measles virus replication complex represents a potentially important, but as yet relatively
unexplored target for viral inhibition. Little is known about the molecular mechanisms that …
unexplored target for viral inhibition. Little is known about the molecular mechanisms that …