David Glavind Skovmand

David Glavind Skovmand

Associate Professor

ORCID: 0000-0003-4815-6808

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  1. Published

    TERM RATES, MULTICURVE TERM STRUCTURES AND OVERNIGHT RATE BENCHMARKS: A ROLL–OVER RISK APPROACH

    Backwell, A., Macrina, A., Schlögl, E. & Skovmand, David Glavind, 2023, In: Frontiers of Mathematical Finance. 2, 3, p. 340-384 45 p.

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

  2. Published

    Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk Approach

    Backwell, A., Macrina, A., Schloegl, E. & Skovmand, David Glavind, 27 Jun 2019, SSRN: Social Science Research Network, 24 p.

    Research output: Working paper › Research

  3. 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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