David Glavind Skovmand

David Glavind Skovmand

Associate Professor

ORCID: 0000-0003-4815-6808

Publication year:
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  1. 2009
  2. Published

    Implied and realized volatility in the cross-section of equity options

    Ammann, M., Skovmand, David Glavind & Verhofen, M., 1 Sep 2009, In: International Journal of Theoretical and Applied Finance. 12, 6, p. 745-765 21 p.

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

  3. 2007
  4. Published

    The Valuation of Callable Bonds with Floored CMS-Spread Coupons

    Jørgensen, P. L. & Skovmand, David Glavind, Nov 2007, In: Wilmott Magazine, pp. 106-125, November 2007.

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

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