Publications, and Miscellaneous Papers for Download,
Jens Lund

• Talks, and other miscellany
• Journal articles and larger papers

Talks, and other miscellany

2008

• Jens Lund, Modelling of basket credit derivatives like CDOs, May 9, 2008, Financial Training Partner course, Credit Risk Trading, Copenhagen.

2007

• Jens Lund, Modelling of basket credit derivatives like CDOs, Nov 23, 2007, Financial Training Partner course, Credit Risk Trading, Copenhagen.
• Jens Lund, Quantifying counterparty risk (with new stuff compared to below), Sep 20, 2007, World Business Strategies 4th Fixed Income Conference, London.
• Jens Lund, Quantifying counterparty risk (abstract), May 22, 2007, ICBI UK Global Derivatives, Trading and Risk Management, Paris.
• Jens Lund, Modelling of basket credit derivatives like CDOs, Apr 27, 2007, Financial Training Partner course, Credit Risk Trading, Copenhagen.
• Jens Lund, Quantifying counterparty risk (abstract), March 26, 2007, MSRI World Congress on Computational Finance, London.
• Jens Lund, CDO modelling from a practitioners point of view: What are the real problems?, March 7, 2007, Aarhus School of Business, Credit Risk Workshop, Århus.

2006

• Jens Lund, Pricing of basket credit derivatives like CDOs, Nov 24, 2006, Financial Training Partner seminar, CDO's in the Swedish Market, Stockholm.
• Jens Lund, Modelling of basket credit derivatives like CDOs, Nov 21, 2006, Financial Training Partner course, Credit Risk Trading, Copenhagen.
• Jens Lund, Modelling of basket credit derivatives like CDOs, May 30, 2006, Financial Training Partner course, Credit Risk Trading, Copenhagen.
• Jens Lund and Morten Svebølle, Second and third generation interest rate derivatives, May 24, 2006, Danmarks Nationalbank (Central bank of Denmark), Copenhagen.
• Jens Lund, Pricing of basket credit derivatives like CDOs, April 6, 2006, Financial Training Partner seminar, CDO'er i det Danske marked, Copenhagen.
• Jens Lund, A tour of credit derivatives, March 27, 2006, Simcorp A/S, Copenhagen.

2005

• Jens Lund, Approaches to credit correlation: compound, base, and beyond, December 2, 2005, Risk Training, Incesive Media course, Advanced Correlation modelling and analysis, London.
• Jens Lund, Basket Credit Derivatives, November 9, 2005, Financial Training Partner course, Credit Derivatives, Copenhagen.
• Jens Lund, Credit Derivatives: From the simple to the more advanced, March 2, 2005, The Danish Society of Financial Analysts, Copenhagen.

2004

• Jens Lund, CDO correlation smile and deltas under different correlations, November 1, 2004, talk at Risk Water's Quant Congress USA 2004 conference in New York.

2003

• Jens Lund, The beer game, note, March 9, 2003. An R program is available here.

2002

• No talks this year

2001

• No talks this year

2000

• Jens Lund, Statistical inference and perfect simulation for point processes observed with noise, Ph.D. defence, February 25, 2000.

1999

• Jens Lund, Bayesian analysis of Point Patterns from Noisy Observations, November 12, 1999, talk at Department of Statistics, Lancaster University.
• Jens Lund, Bayesian analysis of Point Patterns from Noisy Observations, November 4, 1999, talk at Department of Statistics, University of Warwick.
• Jens Lund, Bayesian analysis of Point Patterns from Noisy Observations, abstract, November 2, 1999, Dina Nordic workshop: Image analysis and spatial statistics in forestry.
• Jens Lund, Point Processes Observed with Noise, slides, August 24-28, 1999, European Young Statisticians Meeting.
• Jens Lund, Reconstruction and Statistical Analysis of Point Patterns from Disturbed Observations, slides, July 11-16, 1999, HSSS workshop Statistical modelling of spatial and space-time processes.
• Jens Lund, Bayesian analysis of point patterns from disturbed observations, April 22, 1999, talk at Image Analysis and Spatial Statistics, Göteborg, April 18-22, 1999.
• Jens Lund, Spatial models related to trees, March 1, 1999, slides for my midterm seminar for PhD students at KVL.
• Jens Lund, Spatial models related to trees, February 23, 1999, Department of Mathematics and Physics, The Royal Veterinary and Agricultural University, note in connection with midterm seminar for PhD students at KVL.

1998

• Jens Lund, Models for Point Processes Observed with Noise, December 2, 1998, slides for a talk given at Rolf Nevanlinna Institute, University of Helsinki. Joint work with Mats Rudemo.
• Jens Lund, Positions of trees from aerial photos and self-thinning in Sitka spruce, December 1, 1998, slides for a talk given at METLA, the Finish Forest Research Institute.
• Jens Lund, Survival of the Fattest? Self-thinning among Trees, October 26, 1998, slides for a talk given at Department of Statistics, University of Jyväskylä in connection with "COMAS evaluation seminars".
• Jens Lund, Models for Point Processes Observed with Noise, October 9, 1998, slides for a talk given at Department of Statistics, University of Jyväskylä. Joint work with Mats Rudemo.
• Jens Lund, Survival of the Fattest? Self-thinning among Trees, June 26, 1998, slides for a seminar given at FSL.
• Jens Lund, Survival of the Fattest? Self-thinning among Trees, May 17-20, 1998, poster at Spatial Statistics and Image Analysis in Biology.

1997

• Jens Lund, talk Self-Thinning in a Planted Experiment of Sitka spruce at a workshop on "Spatial Statistics and GIS", Göteborg, November 25-26, 1997.
• Jens Lund, talk Samling in the Lexis Diagram at Workshop in Medical Statistics, Göteborg, April 7-11, 1997.

Journal articles and larger papers

2004

• Jens Lund, Elke Thönnes, Perfect simulation and inference for point processes given noisy observations, Computational Statistics 19 (2004), no. 2, 15 May 2004, pp. 317-336. (Version dated January 14th, 2003.)

2003

• No publications this year.

2002

• No publications this year.

2001

• No publications this year.

2000

• Jens Lund, Sampling Bias in Population Studies --- How to Use the Lexis Diagram (pdf), Scandinavian Journal of Statistics 27 (2000), no. 4, pp. 589-604.
• Jens Lund, Mats Rudemo, Models for point processes observed with noise, Biometrika 87 (2000), no. 2, pp. 235-249.

1999

• Jens Lund, Statistical inference and perfect simulation for point processes observed with noise, Ph.D. thesis, Department of Mathematics and physics, The Royal Veterinary and Agricultural University, December 1999.
• Jens Lund, Elke Thönnes, Perfect simulation of point patterns from noisy observations, December 10, 1999, Department of Mathematics and Physics, The Royal Veterinary and Agricultural University, manuscript. The revised version Perfect simulation of point processes given noisy observations, February 16, 2000, is submitted. Revised version February 4th, 2001, revised version 2 May 4th, 2002, revised version 3 January 14th, 2003 accepted for publication in Computational Statistics issue 02/2004 to appear 15 May 2004.
• Jens Lund, Antti Penttinen, Mats Rudemo, Bayesian analysis of spatial point patterns from noisy observations, October 27, 1999, Department of Mathematics and Physics, The Royal Veterinary and Agricultural University, submitted but not revised.
• Fin Biering-Sørensen, Jens Lund, Ola J. Høydalsmo, Erik M. Darre, Allan Deis, Peter Kryger and Cecilia Florvall Müller, Risk indicators of disability pension; A 15 year follow-up study, Danish Medical Bulletin vol. 46 (1999), no. 3 (June), pages 258--262.
• Erik M. Darre, Fin Biering-Sørensen, Allan Deis, Ola J. Høydalsmo, Peter Kryger, Jens Lund, Tina Monrad, Cecilia Florvall Müller, Rygbesvær under aftjening af værnepligt - betydning for senere rygproblemer. En 12 års follow-up undersøgelse., Ugeskrift for læger vol. 161 (1999), no. 13 (March 29), pages 1926--1930.

1998

• Jens Lund, Mats Rudemo, Models for point processes observed with noise, November 4, 1998, Report 10, Department of Mathematics and Physics, The Royal Veterinary and Agricultural University, revised version September 8, 1999, revised version November 1, 1999 accepted for publication in Biometrika.
• Jens Lund, Survival of the Fattest? Self-thinning among Trees, April 29, 1998, Report 3, Department of Mathematics and Physics, The Royal Veterinary and Agricultural University, course report from a PhD course in forest biometrics.
• Jens Lund, Sampling Bias in Survival Analysis --- How to Use the Lexis Diagram, April 5, 1998, Preprint no. 4, 1998, Department of Theoretical Statistics, University of Copenhagen, based on my master's thesis. (A shorter version submitted, dated April 15, 1998; a revised version, dated June 7, 1999, second revised version, dated November 19, 1999. Accepted for publication in Scandinavian Journal of Statistics.)

1997

• No publications this year.

1996

• Jens Lund, Analyse af ventetidsaksen i en fornyelsesproces og sampling i en poissonprocesmodel for Lexis diagrammet, November 1996, in Danish, Master's thesis, University of Copenhagen. A list of corrections is also available.