Rolf Poulsen

Rolf Poulsen

Professor

ORCID: 0000-0001-8242-0954

Publication year:
All
1 - 50 out of 76Page size: 50
Sort by: Title
  1. Published

    Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2015, In: Journal of Futures Markets. 35, 12, p. 1103–1116,

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

  2. Published

    When Numbers Lie: a Good Bad Example

    Ditlevsen, Susanne & Poulsen, Rolf, Jun 2023, In: Significance. 20, 3, p. 26-29

    Research output: Contribution to journal › Journal article › Communication

  3. Published

    We Hold These Truths not to be Self-evident. Part 1: Two Wrongs Making a Right

    Poulsen, Rolf, 2023, In: Wilmott. 123, p. 10-11

    Research output: Contribution to journal › Comment/debate › Communication

  4. Published

    We Hold These Truths not to be Self-evident, Part 3: Mission Impossible

    Poulsen, Rolf, 2023, In: Wilmott. 125, p. 10-11

    Research output: Contribution to journal › Comment/debate › Communication

  5. Published

    We Hold These Truths not to be Self-evident, Part 2: Strong and simple

    Poulsen, Rolf, 2023, In: Wilmott. 124, p. 14-15

    Research output: Contribution to journal › Comment/debate › Communication

  6. Published

    Volatility is log-normal -- but not for the reason you think

    Tegnér, M. & Poulsen, Rolf, Jun 2018, In: Risks. 6, 2, 16 p., 46.

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

  7. Published

    Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques

    Jensen, B. & Poulsen, Rolf, 2002, In: Journal of Derivatives. 9, 4, p. 18-32

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

  8. Published

    Tomas Björk in Memoriam

    Poulsen, Rolf, Jul 2021, In: Wilmott. 114, p. 16-17

    Research output: Contribution to journal › Comment/debate › Communication

  9. Published

    This Is Not Sparta: A Joint Effort

    Poulsen, Rolf, 2018, In: Wilmott. 98, p. 36-37

    Research output: Contribution to journal › Comment/debate › Communication

  10. Published

    Things I Learned This Semester, Part Trois

    Poulsen, Rolf, Sep 2021, In: Wilmott. 115

    Research output: Contribution to journal › Comment/debate › Communication

  11. Published

    Things I Learned This Semester, Part Deux

    Poulsen, Rolf, Sep 2020, In: Wilmott. 109, p. 38-41

    Research output: Contribution to journal › Comment/debate › Communication

  12. Published

    Things I Learned This Semester The Fourth

    Poulsen, Rolf, 2022, In: Wilmott. 121, p. 8-10

    Research output: Contribution to journal › Comment/debate › Communication

  13. Published

    Things I Learned This Semester Five: Four

    Poulsen, Rolf, 2023, In: Wilmott. 127, p. 8-10

    Research output: Contribution to journal › Comment/debate › Communication

  14. Published

    Things I Learned This Semester

    Poulsen, Rolf, 2019, In: Wilmott. 103, p. 18-19

    Research output: Contribution to journal › Comment/debate › Communication

  15. Published

    There is No I in Black- Scholes but There is Me in Merton

    Poulsen, Rolf, 2023, In: Wilmott. 126, p. 103-105

    Research output: Contribution to journal › Comment/debate › Communication

  16. Published

    The Margrabe Formula

    Poulsen, Rolf, 2010, Encyclopedia of Quantitative Finance. Wiley, Vol. 3. p. 1118-1120 3 p.

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  17. Published

    The Long and Short of Static Hedging with Frictions

    Poulsen, Rolf & Siven, J., 2008, In: Wilmott. 38, p. 62-67 6 p.

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

  18. Published

    The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments

    Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529

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

  19. Published

    The Fed Isn’t Federal – And Other Odd Things in Finance

    Poulsen, Rolf, 2017, In: Wilmott. 88, p. 34-45

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

  20. Published

    The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2 Jan 2019, In: Quantitative Finance. 19, 1, p. 1-11

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

  21. Published

    That's an oddly specific number

    Poulsen, Rolf, 2021, In: Wilmott. 2021, 116, p. 28-29

    Research output: Contribution to journal › Comment/debate › Communication

  22. Published

    That is an Oddly Specific Number

    Poulsen, Rolf, 2021, In: Wilmott. November 2021, 116, p. 28-29

    Research output: Contribution to journal › Comment/debate › Communication

  23. Published

    Tales of the Expected

    Poulsen, Rolf, Jan 2021, In: Wilmott. 111, p. 38-40

    Research output: Contribution to journal › Comment/debate › Communication

  24. Published

    Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application

    Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Derivatives. 13, 4, p. 46-60

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

  25. Published

    Static Hedging and Model Risk for Barrier Options

    Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Futures Markets. 26, 5, p. 449-463

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

  26. Published

    Static Hedging

    Poulsen, Rolf, 2010, Encyclopedia of Quantitative Finance. Wiley, Vol. 4. p. 1690-1682 3 p.

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  27. Published

    Special FX

    Poulsen, Rolf, 2018, In: Wilmott. 95, p. 40-41

    Research output: Contribution to journal › Journal article › Communication

  28. 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. 29-32

    Research output: Contribution to journal › Journal article › Research

  29. 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. 423-439

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

  30. 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. 693-704

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

  31. 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

  32. 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

  33. Published

    Rank Competence

    Poulsen, Rolf, 2022, In: Wilmott. 118, p. 22.23

    Research output: Contribution to journal › Comment/debate › Communication

  34. Published

    Poly Parrot

    Poulsen, Rolf, Mar 2021, In: Wilmott. 112, p. 16-18

    Research output: Contribution to journal › Comment/debate › Communication

  35. Published

    Planning Your Own Debt

    Poulsen, Rolf & Nielsen, S., 2002, In: European Financial Management. 8, 2, p. 193-210

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

  36. Published

    Peter Carr in Memoriam

    Poulsen, Rolf, 2022, In: Wilmott. 120, p. 14-15

    Research output: Contribution to journal › Comment/debate › Communication

  37. 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. 369-402

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  38. Published

    Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2019, In: Journal of Derivatives. 26, 4, p. 128-143

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

  39. Published

    Non-numerical Recipes

    Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17

    Research output: Contribution to journal › Comment/debate › Communication

  40. Published

    Non-normality restored

    Poulsen, Rolf, 2019, In: Wilmott. 101, p. 16-17 2 p.

    Research output: Contribution to journal › Comment/debate › Communication

  41. 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. 111-123

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

  42. Published

    MagicaL

    Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32

    Research output: Contribution to journal › Comment/debate › Communication

  43. 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

  44. Published

    Kelly Gone Bad

    Poulsen, Rolf, 2019, In: Wilmott. 99, p. 14-15

    Research output: Contribution to journal › Comment/debate › Communication

  45. Published

    IV Leaks

    Poulsen, Rolf, 2018, In: Wilmott. 96, p. 42-45

    Research output: Contribution to journal › Comment/debate › Communication

  46. Published

    How to Miss a Free Lunch

    Poulsen, Rolf, 2022, In: Wilmott. 119, p. 16-18

    Research output: Contribution to journal › Comment/debate › Communication

  47. 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

  48. Published

    Fundamental Views

    Poulsen, Rolf, 2018, In: Wilmott. 97, p. 44-45

    Research output: Contribution to journal › Comment/debate › Communication

  49. Published

    Four Things You Might not Know About the Black-Scholes Formula

    Poulsen, Rolf, 2007, In: Journal of Derivatives. 15, 2, p. 77-82

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

  50. 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

Previous 1 2 Next

ID: 5165