How higher purposes can pay off
– Firms with a high commitment to their sustainability purpose have a different organisational DNA, Ioannis Ioannou says. He and Idar Kreutzer are keynote speakers at FIBE 2017.
Professor Petter Bjerksund
- Petter.Bjerksund@nhh.no
- Telephone
- +47 55 95 95 48
- Department
- Business and Management Science
- Centre
- ENE NoCeT
- Office
- C608
- Expertise
- Energy Management Science Financial Derivatives Risk Management Real Options Finans
BIOGraphy
Petter Bjerksund is a Professor of Finance and Management Science at NHH, the Norwegian School of Economics. He has a Master of Science degree (siviløkonom) from NHH and received his dr.oecon. degree at NHH in 1990.
His research interests include capital budgeting, investments, 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 Fixed Income, Financial Management, Quantitative Finance, and Energy Journal. Bjerksund was Head of the Department of Finance and Management Science at NHH from 2002 to 2005.
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 |
| Bjerksund, Petter; Schjelderup, Guttorm | The political economy of capital controls and tax policy in a small open economy | European Journal of Political Economy Volume 14 (3); page 543 - 559; 1998 |
| 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; Schjelderup, Guttorm | Capital Controls and Capital Flight | Finanzarchiv Volume 52 (2); page 33 - 42; 1995 |
| Bjerksund, Petter; Ekern, Steinar | Contingent Claims Evaluation of Mean-Reverting Cash Flows in Shipping | Real Options in Capital Investment; page 207 - 219; 1995 |
| 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 |
| Bjerksund, Petter; Stensland, Gunnar | Closed Form Approximation of American Options | Scandinavian Journal of Management Volume 9; page S87 - S99; 1993 |
| Bjerksund, Petter; Ekern, Steinar | Managing Investment Opportunities under Price Uncertainty: From "Last Chance" to "Wait and See" Strategies | Financial Management Volume 19 (3); page 65 - 83; 1990 |
- Investments
- Fixed income
- Financial Aspects of Energy and Commodity Markets