Professor Svein-Arne Persson
- +47 55 95 95 47
- Asset Pricing Security Design Debt Allocation Valuation of Multi-Period Interest Rate Guarantees Unit-Linked Life Insurance
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.
|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.