Department of Mathematical Sciences

 

 
  1. Published

    Value-at-Risk computational by Fourier inversion with explicit error bounds

    Siven, J., Lins, J. T. & Szymkowiak-Have, A., 2009, In: Finance Research Letters. 6, 2, p. 95-105

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Risk-Minimizing Static Hedging and Other Topics in Financial Risk Management

    Siven, J., 2009, Museum Tusculanum. 1 p.

    Research output: Book/ReportPh.D. thesisResearch

  3. Published

    A forced-choice pictographic method to measure food texture preferences among schoolchildren

    Skouw, S., Chow, Ching Yue, Sørensen, Helle, Bech, A. C., Laureati, M., Olsen, Annemarie & Bredie, Wender, 2023, In: Food Quality and Preference. 105, 11 p., 104783.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Dynamic Term Structure Modeling and the LIBOR Transition

    Skov, J. B., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 134 p.

    Research output: Book/ReportPh.D. thesisResearch

  5. Published

    Decomposing LIBOR in transition: evidence from the futures markets

    Skov, J. B. & Skovmand, David Glavind, 2023, In: Quantitative Finance. 23, 6, p. 959-978 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Dynamic term structure models for SOFR futures

    Skov, J. B. & Skovmand, David Glavind, 2021, In: Journal of Futures Markets. 41, 10, p. 1520-1544 25 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Risk control in maritime shipping investments

    Skålnes, J., Fagerholt, K., Pantuso, Giovanni & Wang, X., 2020, In: Omega (United Kingdom). 15 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Feasibility of the current-duration approach to studying human fecundity.

    Slama, R., Ducot, B., Carstensen, L., Lorente, C., de La Rochebrochard, E., Leridon, H., Keiding, N. & Bouyer, J., 2006, In: Epidemiology. 17, 4, p. 440-9 9 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Graev metrics on free products and HNN extensions

    Slutsky, K., 2014, In: Transactions of the American Mathematical Society. 366, 12, p. 6353-6396

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Automatic continuity for homomorphisms into free products

    Slutsky, K., 2013, In: Journal of Symbolic Logic. 78, 4, p. 1288-1306

    Research output: Contribution to journalJournal articleResearchpeer-review