Peter Løchte Jørgensen

PhD, Professor

Peter Løchte Jørgensen


Teaching and research interests
Asset and derivatives pricing
Risk management
Financial markets and institutions

Selected publications
On Risk Charges and Shadow Account Options in Pension Funds (with Nadine Gatzert), forthcoming in Scandinavian Actuarial Journal
Overpricing and Hidden Costs of Structured Bonds for Retail Investors: Evidence from the Danish Market for Principal Protected Notes, WP, 2011 (with H. Nørholm & D. Skovmand)
Time Charters with Purchase Options in Shipping: Valuation and Risk Management (with Domenico De Giovanni), Applied Mathematical Finance, Vol. 17, No. 5, 399-430, October, 2010
Traffic Light Options, Journal of Banking and Finance, Vol. 31, No. 12, 3698-3719, 2007.
American-style Indexed Executive Stock Options, European Finance Review, Vol. 6, No. 3, 321-358, 2002.
Analytical Valuation of American-style Asian Options (with Asbjørn T. Hansen), Management Science, Vol. 46, No. 8, 1116-1136, August, 2000.

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Profile

Professor
Member of the Finance Section
Research Secretaries: Solveig Nygaard Sørensen and Bodil Krog

PhD, Aarhus School of Business, 1994
MSc (Mathematics and Economics), University of Aarhus, 1991

Peter Løchte Jørgensen earned a cand.scient.oecon. degree from Aarhus University in 1991 and a PhD in Finance from Aarhus School of Business in 1994. He re-joined the ASB in 2006 as Professor of Finance and served as Head of the Finance Research Group until 2011 when the ASB was merged into AU´s Department of Economics. PLJ has taught a variety of finance courses on e.g. fixed income, investments, derivatives, and corporate valuation. His research interests are centered around asset and derivatives pricing theory. PLJ is also an experienced lecturer at the executive education level and has served as a consultant to numerous private companies.

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