Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Financial Giffen Goods: Examples and Counterexamples
Rasmussen, K. M. & Poulsen, Rolf, 2008, In: European Journal of Operational Research. 191, 2, p. 571-575 5 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Financial planning for young households
Pedersen, A. M. B., Weissensteiner, A. & Poulsen, Rolf, 2013, In: Annals of Operations Research. 205, 1, p. 55-76 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Four Things You Might not Know About the Black-Scholes Formula
Poulsen, Rolf, 2007, In: Journal of Derivatives. 15, 2, p. 77-82Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Fundamental Views
Poulsen, Rolf, 2018, In: Wilmott. 97, p. 44-45Research output: Contribution to journal › Comment/debate › Communication
- Published
How does the volatility of volatility depend on volatility?
Rømer, Sigurd Emil & Poulsen, Rolf, 2020, In: Risks. 8, 2, p. 1-18 59.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
How to Miss a Free Lunch
Poulsen, Rolf, 2022, In: Wilmott. 119, p. 16-18Research output: Contribution to journal › Comment/debate › Communication
- Published
IV Leaks
Poulsen, Rolf, 2018, In: Wilmott. 96, p. 42-45Research output: Contribution to journal › Comment/debate › Communication
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Kelly Gone Bad
Poulsen, Rolf, 2019, In: Wilmott. 99, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
- Published
Lecture Notes for Finance 1 (and More).
Lando, D., Nielsen, S. E. & Poulsen, Rolf, 2015, University of Copenhagen. 176 p.Research output: Book/Report › Compendium/lecture notes › Education
- Published
MagicaL
Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32Research output: Contribution to journal › Comment/debate › Communication
- Published
Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion
Poulsen, Rolf & Christensen, B. J., 2001, In: Monte Carlo Methods and Applications. 7, 1-2, p. 111-123Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Non-normality restored
Poulsen, Rolf, 2019, In: Wilmott. 101, p. 16-17 2 p.Research output: Contribution to journal › Comment/debate › Communication
- Published
Non-numerical Recipes
Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17Research output: Contribution to journal › Comment/debate › Communication
- Published
Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes
Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2019, In: Journal of Derivatives. 26, 4, p. 128-143Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Option Pricing With Excel
Honore, P. & Poulsen, Rolf, 2002, Programming languages and systems in computational economics and Finance. Boston: Kluwer Law International, Vol. 18. p. 369-402Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Peter Carr in Memoriam
Poulsen, Rolf, 2022, In: Wilmott. 120, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
- Published
Planning Your Own Debt
Poulsen, Rolf & Nielsen, S., 2002, In: European Financial Management. 8, 2, p. 193-210Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Poly Parrot
Poulsen, Rolf, Mar 2021, In: Wilmott. 112, p. 16-18Research output: Contribution to journal › Comment/debate › Communication
- Published
Rank Competence
Poulsen, Rolf, 2022, In: Wilmott. 118, p. 22.23Research output: Contribution to journal › Comment/debate › Communication
- Published
Realkreditrådgivning: et studie af danskernes valg af realkreditlån og konverteringspraksis
Rasmussen, K. M., Madsen, C. & Poulsen, Rolf, 2011, København: Boligøkonomisk Videncenter. 228 p.Research output: Book/Report › Report › Research
- Published
Risikospredning med tolagsbelåning
Rasmussen, Kourosh Marjani, Poulsen, Rolf & Kyhl, S., 2012, In: Finans/Invest. 8, p. 15-17 3 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance
Poulsen, Rolf, Schenk-Hoppe, K. R. & Ewald, C., 2009, In: Quantitative Finance. 9, 6, p. 693-704Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Risk-minimisation in electricity markets: Fixed price, unknown consumption
Tegner, M., Ernstsen, R. R., Skajaa, A. & Poulsen, Rolf, Oct 2017, In: Energy Economics. 68, p. 423-439Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Should He Stay or Should He Go? Estimating the Effect of Sacking the Manager in Soccer
Poulsen, Rolf, 2000, In: Chance. 13, 2, p. 29-32Research output: Contribution to journal › Journal article › Research
- Published
Special FX
Poulsen, Rolf, 2018, In: Wilmott. 95, p. 40-41Research output: Contribution to journal › Journal article › Communication
ID: 5165
Most downloads
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474
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Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
263
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Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
230
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How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published