David Glavind Skovmand

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Most downloads

1. 217 downloads

   Affine LIBOR models with multiple curves: theory, examples and calibration

   Research output: Contribution to journal › Journal article › Research › peer-review

2. 184 downloads

   Published

   Numerical methods for the Lévy LIBOR model

   Research output: Contribution to journal › Journal article › Research › peer-review

3. 153 downloads

   Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments

   Research output: Contribution to journal › Journal article › Research › peer-review

4. 48 downloads

   Published

   Rational Models for Inflation-linked Derivatives

   Research output: Contribution to journal › Journal article › Research › peer-review

5. 29 downloads

   Published

   Rational Savings Account Models for Backward-Looking Interest Rate Benchmarks

   Research output: Contribution to journal › Journal article › Research › peer-review