13 January 2016
David Skovmand, Associate Professor
Newly employed
David Skovmand is employed from 1 January 2016 as an associate professor of Financial Mathematics in the Insurance and Economics section.
David has been previously employed at the Copenhagen Business School and Aarhus University. David holds a degree in mathematics and economics (cand.scient.oecon 2004) and PhD (2008) both from Aarhus University.
David’s research has mostly involved developing models of the term structure of interest rates – in particular applications of Lévy processes in this field. His research interest also includes financial econometrics, computational finance in particular Fourier methods in finance.
David’s office is 04.3.13