Gunnar Stensland

Professor Gunnar Stensland

E-mail
Gunnar.Stensland@nhh.no
Telephone
+47 55 95 92 73
Department
Business and Management Science
Centre
ENE
Office
C616
Expertise
Energy Management Science Financial Derivatives Risk Management Real Options

BIOGraphy

Gunnar Stensland is a Professor of Finance and Management Science at NHH. He received his Dr. Polit. degree in 1988 at the University of Bergen.

His research interests includes financial derivatives, risk management, real options, as well as financial aspects of energy and commodity markets. He has published in academic journals such as Journal of Business, Journal of Economic Dynamics and Control, Journal of Environmental Economics and Management, Economics Letters, Journal of Fixed income, Quantitative Finance and Energy journal.

Stensland also cofounded the software company Viz Risk Management. This company is now part of Brady plc. one of the leading vendors of trading software within the commodity and energy space.

Selected publications

Author(s) Title Publisher
Bjerksund, Petter, Stensland, Gunnar Closed form spread option valuation Quantitative finance (Print) Volume 14 (10), page 1785 - 1794, 2014
Bjerksund, Petter, Stensland, Gunnar, Vagstad, Frank Gas Storage Valuation: Price Modelling v. Optimization Methods Energy Journal Volume 32 (1), page 203 - 227, 2011
Bjerksund, Petter, Rasmussen, Heine, Stensland, Gunnar Valuation and Risk Management in the Norwegian Electricity Market Energy Systems, page 167 - 185, 2010
Bjerksund, Petter, Myksvoll, Bjarte, Stensland, Gunnar Exercising flexible load contracts: Two simple strategies Applied Stochastic Models in Business and Industry Volume 24 (2), page 93 - 107, 2008
Bjerksund, Petter, Stensland, Gunnar, Gjerde, Øystein How to Extend the RiskMetrics™ Market Risk Universe Finansparadigmet, page 145 - 156, 2002
Bjerksund, Petter, Stensland, Gunnar, Brennan, Michael J., Trigeorgis, Lenos A Self-Enforced Dynamic Contract for Processing of Natural Resources Project Flexibility, Agency, and Competition: New Developments in the Theory and Application of Real Options, page 109 - 127, 1999
Stensland, Gunnar, Olsen, Trond On optimal control of income generating activities, and the value of flexible production design International Review of Economics and Finance Volume 5 (155), page 349 - 361, 1997
Bjerksund, Petter, Stensland, Gunnar Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet Beta. Scandinavian Journal of Business Research Volume 10 (1), page 2 - 6, 1996
Bjerksund, Petter, Stensland, Gunnar Implementing the Black-Derman-Toy Interest Rate Model Journal of Fixed Income Volume 6 (2), page 67 - 75, 1996
Bjerksund, Petter, Stensland, Gunnar An American Call on the Difference of two Assets International Review of Economics and Finance Volume 3 (1), page 1 - 26, 1994
Bjerksund, Petter, Stensland, Gunnar Closed Form Approximation of American Options Scandinavian Journal of Management Volume 9, page S87 - S99, 1993
Bjerksund, Petter, Stensland, Gunnar American Exchange Options and a Put-Call Transformation: A Note Journal of Business Finance & Accounting Volume 20 (5), page 761 - 764, 1993
Bjerksund, Petter, Stensland, Gunnar, Vamråk, Ingebjørg The participation exemption: Tax-free synthetic interest in companies Trends in Financial Market Innovations: The Role of Taxes, page 89 - 103, 2016
Bjerksund, Petter, Dobrovolskis, Ingebjørg Vamråk, Stensland, Gunnar En kommentar til «Nøytral skatt-legging av finansielle instrument?» Praktisk økonomi og finans (1), page 96 - 96, 2012
Bjerksund, Petter, Rasmussen, Heine, Stensland, Gunnar Valuation and risk management in the Norwegian electricity market Energy, natural resources and environmental economics, page 167 - 185, 2010
Bjerksund, Petter, Rasmussen, Heine, Stensland, Gunnar Valuation and risk management in the Norwegian electricity market Energy, natural resources and environmental economics, page 167 - 185, 2010
Bjerksund, Petter, Stensland, Gunnar, Vamråk, Ingebjørg Fritaksmetoden: Skattefrie syntetiske renteinntekter i selskaper Praktisk økonomi og finans Volume 25 (3), page 111 - 120, 2009
Bjerksund, Petter, Stensland, Gunnar Prinsipper for verdsetting av obligasjoner Praktisk økonomi & ledelse Volume 13 (2), page 63 - 69, 1997
Bjerksund, Petter, Stensland, Gunnar Utlledning av rentens terminstruktur ved maksimum glatthets prinsippet ? (1), page 2 - 6, 1996
Bjerksund, Petter, Stensland, Gunnar Implementation of the Black-Derman-Toy interest rate model Journal of Fixed Income Volume 6 (2), page 67 - 75, 1996
Bjerksund, Petter, Stensland, Gunnar An American call on the difference of two assets International Review of Economics and Finance Volume 3 (1), page 1 - 26, 1994
Bjerksund, Petter, Stensland, Gunnar American exchange options and a put-call transformation: A note Journal of Business Finance & Accounting Volume 20 (5), page 761 - 764, 1993
More publications in Cristin

Discussion Papers

Department of Business and Management Science, NHH

author pages

Research areas at the department

Main: Business Economics

  • Fixed Income