27 April 2020

Jacob Bjerre Skov, PhD student

Newly employed

Jacob Bjerre Skov starts as a PhD student in the Insurance and Economics section 1st of May 2020. His supervisor is David Skovmand.

Jacob Bjerre SkovJacob finished his master’s degree in mathematics and economics at the University of Copenhagen in August 2019. His thesis, titled “Shadow Rate Modelling in the Danish Low Yield Environment”, was supervised by David Skovmand, who is also supervising the PhD-project

The thesis focused on estimation and application of Shadow Rate models in low yield environments using empirical data based on Danish government bonds.

The PhD-project will also focus on term structure modelling particularly regarding low yield environments as well as the LIBOR transition.