Mogens Steffensen

Mogens Steffensen

Head of Department


  1. 2007
  2. Published

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2007, In: Review of Finance. 11, p. 209-252 43 p.

    Research output: Contribution to journalJournal articlepeer-review

  3. Published

    CDOs in Chains

    Steffensen, Mogens, 2007, In: Wilmott. 29

    Research output: Contribution to journalJournal article

  4. Published

    Differential Equations in Finance and Life Insurance

    Steffensen, Mogens, 2007, Stochastic Economic Dynamics. Jensej, B. S. & Palokangas, T. (eds.). Copenhagen Business School Press, p. 317-360 43 p.

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  5. Published

    Market-Valuation Methods in Life and Pension Insurance

    Steffensen, Mogens & Møller, T., 2007, Cambridge University Press. 280 p.

    Research output: Book/ReportBookpeer-review

  6. Published

    On Worst Case Portfolio Optimization

    Steffensen, Mogens & Korn, R., 2007, In: SIAM Journal on Control and Optimization. 46, 6, p. 2013-2030 17 p.

    Research output: Contribution to journalJournal articlepeer-review

ID: 3767