Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5, 2100 København Ø, E/04, 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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251
downloads
Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article
Published -
91
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article
Published -
15
downloads
The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach
Research output: Contribution to journal › Journal article
Published