In chapter eighteen of the same book, Halfborn tells Mallory to shut up and she reaches for her knife, most likely to threaten the berserker.
Although not clearly stated, it can be said that the knives Mallory uses to fight the lindworms at Valhalla are her serrated knives. The same can be said for the scene where Mallory helps fight the giants at the wedding.
It is revealed that Mallory was given the knives by her mother Frigg (who was disguised as a hag) during what would become known as "Bloody Friday" in Belfast in 1972 so she would go to Valhalla (due to having weapons in her hands) after Mallory dies disarming a car bomb Loki tricked her to set.
- As of now, it is currently unknown of what the knives are made out.