David Glavind Skovmand
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4815-6808
Most downloads
-
219 downloads
Affine LIBOR models with multiple curves: theory, examples and calibration
Research output: Contribution to journal › Journal article › Research › peer-review
-
186 downloadsPublished
Numerical methods for the Lévy LIBOR model
Research output: Contribution to journal › Journal article › Research › peer-review
-
155 downloads
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Research output: Contribution to journal › Journal article › Research › peer-review
-
48 downloadsPublished
Rational Models for Inflation-linked Derivatives
Research output: Contribution to journal › Journal article › Research › peer-review
-
29 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
-
219
downloads
Affine LIBOR models with multiple curves: theory, examples and calibration
Research output: Contribution to journal › Journal article › Research › peer-review
-
186
downloads
Numerical methods for the Lévy LIBOR model
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
155
downloads
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Research output: Contribution to journal › Journal article › Research › peer-review