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The Valuation of Callable Bond...
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Overpricing and Hidden Costs of Structured Products for Retail Investors : Evidence from the Danish Market for Principal Protected Notes
Jørgensen, Peter Løchte
-
2012
This paper studies the cost structure and pricing efficiency of principal protected notes (PPNs) from the Danish retail market. Our data set consists of detailed information on almost 400 Danish issues of PPNs during the period from 1998 to 2009. Comparing actual offer prices with theoretical...
Persistent link: https://www.econbiz.de/10013114614
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2
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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3
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
Saved in:
4
American-style indexed executive stock options
Løchte Jørgensen, Peter
- In:
European finance review : the official journal of the …
6
(
2002
)
3
,
pp. 321-358
Persistent link: https://www.econbiz.de/10001741683
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5
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
6
Traffic light options
Løchte Jørgensen, Peter
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3698-3719
Persistent link: https://www.econbiz.de/10003604646
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7
Lognormal approximation of complex path-dependent pension scheme payoffs
Løchte Jørgensen, Peter
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 595-619
Persistent link: https://www.econbiz.de/10003609931
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8
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates
Løchte Jørgensen, Peter
- In:
Journal of banking & finance
97
(
2018
),
pp. 219-237
Persistent link: https://www.econbiz.de/10011967351
Saved in:
9
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal
Hansen, Asbjørn Trolle
;
Løchte Jørgensen, Peter
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 27-45
Persistent link: https://www.econbiz.de/10001517425
Saved in:
10
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001455773
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