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Tomas Bjork

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This is information that was supplied by Tomas Bjork in registering through RePEc. If you are Tomas Bjork , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Tomas
Middle Name:
Last Name: Bjork
Suffix:

RePEc Short-ID: pbj1

Email:
Homepage: http://www.hhs.se/secfi/People/
Postal Address: Department of Finance Stockholm School of Economics P.O. Box 6501 SE-113 83 Stockholm SWEDEN
Phone: +46-8-7369162

Affiliation

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Benninga, Simon & Björk, Tomas & Wiener, Zvi, 2002. "On the Use of Numeraires in Option pricing," Working Paper Series in Economics and Finance 484, Stockholm School of Economics.
  2. Björk, Tomas & Landen, Camilla, 2000. "On the Term Structure of Futures and Forward Prices," Working Paper Series in Economics and Finance 0417, Stockholm School of Economics, revised 20 Dec 2000.
  3. Björk, Tomas & Landen, Camilla, 2000. "On the construction of finite dimensional realizations for nonlinear forward rate models," Working Paper Series in Economics and Finance 420, Stockholm School of Economics.
  4. Björk, Tomas, 2000. "A Geometric View of Interest Rate Theory," Working Paper Series in Economics and Finance 419, Stockholm School of Economics, revised 21 Dec 2000.
  5. Björk, Tomas & Svensson, Lars, 1999. "On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models," Working Paper Series in Economics and Finance 338, Stockholm School of Economics.
  6. Björk, Tomas & Gombani, Andrea, 1997. "Minimal Realizations of Forward Rates," Working Paper Series in Economics and Finance 182, Stockholm School of Economics.
  7. Björk, Tomas & Christensen, Bent Jesper, 1997. "Interest Rate Dynamics and Consistent Forward Rate Curves," Working Paper Series in Economics and Finance 209, Stockholm School of Economics.
  8. Björk, Tomas & Näslund, Bertil, 1996. "Diversified Portfolios in Continuous Time," Working Paper Series in Economics and Finance 122, Stockholm School of Economics.
  9. Björk, Tomas, 1996. "Interest Rate Theory - CIME Lectures 1996," Working Paper Series in Economics and Finance 133, Stockholm School of Economics.
  10. Björk, Tomas & di Masi, Giovanni & Kabanov, Yuri & Runggaldier, Wolfgang, 1996. "Towards a General Theory of Bond Markets," Working Paper Series in Economics and Finance 143, Stockholm School of Economics.
  11. Björk, Tomas & Johansson, Bjorn, 1995. "Parameter Estimation and Reverse Martingales," Working Paper Series in Economics and Finance 79, Stockholm School of Economics.

Articles

  1. Tomas BjÃrk & Andrea Gombani, 1999. "Minimal realizations of interest rate models," Finance and Stochastics, Springer, vol. 3(4), pages 413-432.
  2. Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov, 1997. "Towards a general theory of bond markets (*)," Finance and Stochastics, Springer, vol. 1(2), pages 141-174.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-IFN: International Finance (1) 2002-01-22 Author is listed

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