Discussion Papers/Working Papers 1995

The department’s Discussion Paper (Working Paper) series was established in 1990, and is also online at the Social Science Research Network (SSRN) and at the Scandinavian Working Papers in Business Administration (S-WoBA)/Scandinavian Working Papers in Economics (S-WoPEc).

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No.

Author

Title

Info

1995/dp1

Leif K. Sandal
Stein I. Steinshamn

Dynamic Corrective Taxes with Pollution and the Limitations of Static Analysis
(REVISED (improved and extended) and published as Discussion Paper No. 1/1996)

Abstract

1995/wp1

Knut K. Aase

An Equilibrium Model of Catastrophe Insurance Futures and Spreads
PUBLISHED (preliminarily with restricted sirculation): 1995 CBOT Research Symposium Proceedings (41 pages)
PUBLISHED: The Geneva Papers on Risk and Insurance Theory, Vol.24, No.1, pp. 69-96, 1999
- REVISED Version with a new title
(Original title: Catastrophe Insurance Futures Contracts)

Abstract

1995/wp2

Øystein Gjerde
Frode Sættem

Linkages Among European and World Stock Markets
PUBLISHED: The European Journal of Finance, No.1, 1995, pp. 165-179
- REVISED Version with a new title
(Original title: Linkages Among Stock Markets)

Abstract

1995/wp3

Thorkell Helgason
Kurt Jörnsten
Athanasion Migdalas

Maxmin Formulation of the Apportionments of Seats to a Parliament

Abstract

1995/wp4

Helge Bremnes
Øystein Gjerde
Frode Sættem

A Multivariate Cointegration Analysis of Interest Rates in the Eurocurrency Market
PUBLISHED: Journal of International Money and Finance, Vol.16, No.5, pp. 767-778, 1997

Abstract

1995/wp5

Petter Bjerksund
Gunnar Stensland

Utledning av rentens terminstruktur ved "maksimum glatthets" prinsippet
(Only available in Norwegian)
PUBLISHED: Beta, Vol.6, No.1, pp. 2-6, 1996
(English Title: Zero-coupon yields in the Norwegian bond market using "Maximum Smoothness")

Abstract

1995/wp6

Petter Bjerksund
Gunnar Stensland

Implementation of the Black-Derman-Toy Interest Rate Model
PUBLISHED: The Journal of Fixed Income, Vol.6, No.2, pp. 67-75, 1996

Abstract

1995/wp7

Kim Allan Andersen
Mikael Lind
Kurt Jörnsten

On Bicriterion Minimal Spanning Trees: An Approximation

Abstract

1995/wp8

Steinar Ekern
Svein-Arne Persson

Exotic Unit-Linked Life Insurance Contracts
PUBLISHED: The Geneva Papers on Risk and Insurance Theory, Vol.21, pp.35-63, 1996
REPRINTED: Financial Risk and Derivatives/H. Louberge & M.G. Subrahmanyam (Eds.), Kluwer, 1996

Abstract