svenstrup.net

Home Mikkel Svenstrup

MSc Mathematical Economics,. Interest rate derivatives, Hedging, American Options,. Computational Finance, Financial Engineering, Model Risk,. Mortgage Backed Securities, Prepayment modeling and Mortgage Choice, Asset-Liability modeling. On the suboptimality of single-factor exercise strategies for Bermudan swaptions. Journal of Financial Economics 78, 2005, pp.651-684. Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model. The Journal of Derivatives, Summer 2005,.
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Dec 2009

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SVENSTRUP.NET HISTORY

This web page svenstrup.net was started on on December 17, 2009. It was changed on the date of October 17, 2013. This web site will expire on October 16, 2014. It is now seven hundred and seventy weeks, two days, twenty hours, and seven minutes old.
REGISTERED
December
2009
UPDATED
October
2013
EXPIRED
October
2014

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9
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2
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CONTACTS

Private

Mikkel Svenstrup

Julsovej 158

Risskov, DK 8240

DK

One.com AS

Hostmaster Funktionen

Kalvebod Brygge 45

Copenhagen V, 1560

DK

45.46907100
hostmaster@b-one.nu

One.com

Host Master

Kalvebod Brygge 24

Copenhagen V, 1560

DK

45.46907100
hostmaster@one.com

SVENSTRUP.NET HOST

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NOT SECURE
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Home Mikkel Svenstrup

DESCRIPTION

MSc Mathematical Economics,. Interest rate derivatives, Hedging, American Options,. Computational Finance, Financial Engineering, Model Risk,. Mortgage Backed Securities, Prepayment modeling and Mortgage Choice, Asset-Liability modeling. On the suboptimality of single-factor exercise strategies for Bermudan swaptions. Journal of Financial Economics 78, 2005, pp.651-684. Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model. The Journal of Derivatives, Summer 2005,.

CONTENT

This web page svenstrup.net has the following on the site, "Interest rate derivatives, Hedging, American Options,." Our analyzers saw that the webpage also said " Computational Finance, Financial Engineering, Model Risk,." The Website also said " Mortgage Backed Securities, Prepayment modeling and Mortgage Choice, Asset-Liability modeling. On the suboptimality of single-factor exercise strategies for Bermudan swaptions. Journal of Financial Economics 78, 2005, pp. Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model. The Journal of Derivatives, Summer 2005,."

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