Concepedia

Mats Kjaer

MK

Statistics

Publications

7

Citations

447

H-Index

7

Active since

2008

Affiliations

Bank of America(Current)

Bloomberg (United States)

City, University of London

Bank of England

Mats Kjaer is an author at Bank of America specializing in financial economics, finance, and business.

Publications per year

2008–2014

7

Publications

7

Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs

Christoph Burgard, Mats Kjaer · The Journal of Credit Risk · 2011 · 134 citations

, , +14

Partial Differential Equation Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs

Christoph Burgard, Mats Kjaer · SSRN Electronic Journal · 2010 · 101 citations · Full text

, , +14

In the Balance

Christoph Burgard, Mats Kjaer · SSRN Electronic Journal · 2011 · 95 citations · Full text

, , +15

Pricing of Swing Options in a Mean Reverting Model with Jumps

Mats Kjaer · Applied Mathematical Finance · 2008 · 39 citations

, , +17

A Generalised CVA with Funding and Collateral

Christoph Burgard, Mats Kjaer · SSRN Electronic Journal · 2012 · 33 citations · Full text

, , +13

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