The effect of credit ratings on credit default swap spreads and credit spreads

KN Daniels, M Shin Jensen - Journal of Fixed Income, December, 2005 - papers.ssrn.com
This paper investigates empirically the relationship between credit spreads and credit
default swap spreads, and how these spreads react to changes in credit ratings. Our findings …

[PDF][PDF] Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model

MS Jensen, M Svenstrup - 2002 - pure.au.dk
In this paper we apply various improvement techniques on a Monte Carlo based valuation
algorithm for Bermduan swaptions in a Libor market model. We suggest a simplification of the …

Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model

M Shin Jensen, M Svenstrup - 2003 - papers.ssrn.com
This paper concerns the problem of valuing Bermudan swaptions in a Libor market model. In
particular we consider various efficiency improvement techniques for a Monte Carlo based …

[PDF][PDF] UNIVERSITY OF AARHUS C DENMARK

KN Daniels, MS Jensen - 2004 - econ.au.dk
This paper investigates empirically the relationship between credit spreads and credit
default swap spreads, and how these spreads react to changes in credit ratings. Our findings …

The intrinsically disordered SARS-CoV-2 nucleoprotein in dynamic complex with its viral partner nsp3a

…, M Botova, A Malki, M Nanao, MR Jensen… - Science …, 2022 - science.org
The processes of genome replication and transcription of SARS-CoV-2 represent important
targets for viral inhibition. Betacoronaviral nucleoprotein (N) is a highly dynamic cofactor of …

Measles virus nucleo-and phosphoproteins form liquid-like phase-separated compartments that promote nucleocapsid assembly

S Guseva, S Milles, MR Jensen, N Salvi, JP Kleman… - Science …, 2020 - science.org
Many viruses are known to form cellular compartments, also called viral factories. Paramyxoviruses,
including measles virus, colocalize their proteomic and genomic material in puncta …

The valuation of callable bonds with floored CMS-spread coupons

D Skovmand, PL Jørgensen - Available at SSRN 966313, 2007 - papers.ssrn.com
… The authors are grateful for helpful comments from Mark Joshi, Svend Jakobsen, BJ Christensen,
and Malene Shin Jensen as well as from participants at the conference on Quantitative …

NMR provides unique insight into the functional dynamics and interactions of intrinsically disordered proteins

…, A Abyzov, W Adamski, S Milles, MR Jensen… - Chemical …, 2022 - ACS Publications
… More by Malene Ringkjøbing JensenMalene Ringkjøbing Jensen studied chemistry and
mathematics at the University of Copenhagen, and she received her Ph.D. degree in chemistry …

Structure, dynamics and phase separation of measles virus RNA replication machinery

S Guseva, S Milles, MR Jensen, G Schoehn… - Current opinion in …, 2020 - Elsevier
The measles virus replication complex represents a potentially important, but as yet relatively
unexplored target for viral inhibition. Little is known about the molecular mechanisms that …