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Details about Tomas Bjork

E-mail:
Homepage:http://www.hhs.se/secfi/People/
Phone:+46-8-7369162
Postal address:Department of Finance Stockholm School of Economics P.O. Box 6501 SE-113 83 Stockholm SWEDEN
Workplace:Handelshögskolan i Stockholm (Stockholm School of Economics), (more information at EDIRC)

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Short-id: pbj1


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Working Papers

2002

  1. On the Use of Numeraires in Option pricing
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (10)

2000

  1. A Geometric View of Interest Rate Theory
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (3)
  2. On the Term Structure of Futures and Forward Prices
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (4)
  3. On the construction of finite dimensional realizations for nonlinear forward rate models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (13)

1999

  1. On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (22)

1997

  1. Interest Rate Dynamics and Consistent Forward Rate Curves
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (37)
  2. Minimal Realizations of Forward Rates
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (8)

1996

  1. Diversified Portfolios in Continuous Time
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads
  2. Interest Rate Theory - CIME Lectures 1996
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
  3. Towards a General Theory of Bond Markets
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (4)
    See also Journal Article in Finance and Stochastics (1997)

1995

  1. Parameter Estimation and Reverse Martingales
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads

Journal Articles

1999

  1. Minimal realizations of interest rate models
    Finance and Stochastics, 1999, 3, (4), 413-432 Downloads View citations (15)

1997

  1. Towards a general theory of bond markets (*)
    Finance and Stochastics, 1997, 1, (2), 141-174 Downloads View citations (13)
    See also Working Paper (1996)
 
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