David Glavind Skovmand
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4815-6808
Most downloads
-
233 downloads
Affine LIBOR models with multiple curves: theory, examples and calibration
Research output: Contribution to journal › Journal article › Research › peer-review
-
192 downloadsPublished
Numerical methods for the Lévy LIBOR model
Research output: Contribution to journal › Journal article › Research › peer-review
-
161 downloads
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Research output: Contribution to journal › Journal article › Research › peer-review
-
51 downloadsPublished
Rational Models for Inflation-linked Derivatives
Research output: Contribution to journal › Journal article › Research › peer-review
-
32 downloadsPublished
Rational Savings Account Models for Backward-Looking Interest Rate Benchmarks
Research output: Contribution to journal › Journal article › Research › peer-review
ID: 152302107
Most downloads
-
233
downloads
Affine LIBOR models with multiple curves: theory, examples and calibration
Research output: Contribution to journal › Journal article › Research › peer-review
-
192
downloads
Numerical methods for the Lévy LIBOR model
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
161
downloads
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Research output: Contribution to journal › Journal article › Research › peer-review