Bjerksund, Petter

Petter Bjerksund

E-mail:

Petter.Bjerksund@nhh.no

 Petter Bjerksund

Telephone:

+47 55 95 95 48

Fax:

+47 55 95 96 50

Title:

Professor, dr. oecon., NHH 1990

Nationality:

Norwegian

Teaching languages:

Norwegian, English

 

 

Teaching areas:

Investments, risk management, derivatives


 

Research:

 

Present:

Financial economics


 

Selected publications:

  • Exercising flexible load contracts: Two simple strategies, Applied Stochastic Models in Business & Industry, 2008, Vol. 24, No. 2, pp. 93-107 (with Bjarte Myksvoll and Gunnar Stensland).

  • How to Extend the RiskMetrics™ Market Risk Universe. In Bjerksund, Petter and Øystein Gjerde (Eds.): Essays on Uncertainty. Festskrift til Steinar Ekerns 60-årsdag, NHH, 2002 (with Gunnar Stensland).

  • A self-enforced dynamic contract for processing of natural resources, in Brennan, Michael J. and Lenos Trigeorgis (Eds.): Project Flexibility, Agency, and Competition, Oxford University Press, New York, 1999, pp. 109-127 (with Gunnar Stensland).

  • The political economy of capital controls and tax policy in a small open economy, European Journal of Political Economy, Vol. 14, No. 3, 1998, pp. 543-559 (with Guttorm Schjelderup).

  • Implementing the Black-Derman-Toy Interest Rate Model, Journal of Fixed Income, Vol. 6, No. 2, 1996, pp. 67-75 (with Gunnar Stensland).

  • Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet (Extracting the term structure from bond prices with maximum smoothness), Beta, No. 1, 1996, pp. 2-6 (with Gunnar Stensland).

  • Capital Controls and Capital Flight, Finanz Archiv, Vol. 52, No. 2, 1995, pp. 33-42 (with Guttorm Schjelderup).

  • Contingent Claims Evaluation of Mean-Reverting Cash Flows in Shipping, in Trigeorgis, Lenos (Ed.): Real Options in Capital Investment, Praeger, London: 1995, pp. 207-219 (with Steinar Ekern).

  • An American Call on the Difference of two Assets, International Review of Economics and Finance, Vol. 3, No. 1, 1994, pp. 1-26 (with Gunnar Stensland).

  • Closed Form Approximation of American Options, Scandinavian Journal of Management, Vol. 9, Suppl., 1993, pp. S87-S99 (with Gunnar Stensland).

  • American Exchange Options and a Put-Call Transformation: A Note, Journal of Business, Finance, and Accounting, Vol. 20, No. 5, September 1993, pp. 761-764 (with Gunnar Stensland).

  • Managing Investment Opportunities Under Price Uncertainty: From "Last Chance" to "Wait and See" Strategies, Financial Management, Autumn 1990, pp. 65-83 (with Steinar Ekern). Reprinted in Eduardo Schwartz & Lenos Trigeorgis (Eds.) Real Options and Investment under Uncertainty: Classical Readings and Recent Contributions, MIT Press, 2001.