Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2011
- Published
Amerikanske optioner og finansielle beregninger
Poulsen, Rolf, 2011, In: FAMØS. 21, 2, p. 34-54 21 p.Research output: Contribution to journal › Journal article › 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
- 2012
- Published
Empirical Performance of Models for Barrier Option Valuation
Jessen, C. & Poulsen, Rolf, 2012, In: Quantitative Finance. 13, 1, p. 1-11 11 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 2013
- Published
Approximation Behooves Calibration
da Silva Ribeiro, A. M. & Poulsen, Rolf, 2013, In: Quantitative Finance Letters. 1, 1, p. 36-40Research 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
- 2014
- Published
Can Household Benefit from Stochastic Programming Models? An Empirical Study of Mortgage Refinancing in Demark
Rasmussen, K. M., Madsen, C. A. & Poulsen, Rolf, 2014, In: Computational Management Science. 11, p. 5-23Research output: Contribution to journal › Journal article › Research › peer-review
- 2015
- Published
Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift
Palczewski, J., Poulsen, Rolf, Schenk-Hoppe, K. R. & Wang, H., 2015, In: European Journal of Operational Research. 243, 3, p. 921–931Research output: Contribution to journal › Journal article › Research › peer-review
- 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
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
ID: 5165
Most downloads
-
466
downloads
Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
256
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
227
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published