Professor Svein-Arne Persson
- Svein-Arne.Persson@nhh.no
- Telephone
- +47 55 95 95 47
- Department
- Finance
- Office
- C620
- Expertise
- Asset Pricing Security Design Debt Allocation Valuation of Multi-Period Interest Rate Guarantees Unit-Linked Life Insurance
BIOGRAPHY
Svein-Arne Persson joined NHH after he graduated as Dr Oecon (NHH) in 1994. He became full professor in 2006.
Persson’s research interests include credit risk, insurance economics, and derivatives/financial instruments. He has published in top international journals within the areas of finance and insurance economics. Persson teaches finance (currently) and economics of insurance (previously) at the master’s level.
Selected publications
| Author(s) | Title | Publisher |
|---|---|---|
| Lindset, Snorre; Persson, Svein-Arne | A Stochastic Mesh Size Simulation Algorithm for Pricing Barrier Options in a Jump-diffusion Model | Journal of Applied Operational Research Volume 8 (1); page 15 - 25; 2016 |
| Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne | Credit risk and asymmetric information: A simplified approach | Journal of Economic Dynamics and Control Volume 39; page 98 - 112; 2014 |
| Mjøs, Aksel; Persson, Svein-Arne | Level-Dependent Annuities: Defaults of Multiple Degrees | Journal of Financial and Quantitative Analysis Volume 45 (5); page 1311 - 1339; 2010 |
| Mjøs, Aksel; Persson, Svein-Arne | Callable risky perpetual debt with protection period | European Journal of Operational Research Volume 270 (1); page 391 - 400; 2010 |
Persson teaches finance (currently) and economics of insurance (previously) at the master’s level.