Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5, 2100 København Ø, 04 Matematik E, Building: 04-4-11
Denmark
ORCID: 0000-0001-8242-0954
Primary fields of research
Finance: Theory and marketsCurrent research
- Interest rate, exchange rate and volatility modelling
- Optimal portfolio choice for pensions and mortgages
- Model risk
ID: 5165
Most downloads
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392
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 -
202
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
168
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published