Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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How to Miss a Free Lunch
Poulsen, Rolf, 2022, In: Wilmott. 119, p. 16-18Research output: Contribution to journal › Comment/debate › Communication
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IV Leaks
Poulsen, Rolf, 2018, In: Wilmott. 96, p. 42-45Research output: Contribution to journal › Comment/debate › Communication
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Kelly Gone Bad
Poulsen, Rolf, 2019, In: Wilmott. 99, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
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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
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MagicaL
Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32Research output: Contribution to journal › Comment/debate › Communication
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Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion
Poulsen, Rolf & Christensen, B. J., 2001, In: Monte Carlo Methods and Applications. 7, 1-2, p. 111-123Research output: Contribution to journal › Journal article › Research › peer-review
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Non-normality restored
Poulsen, Rolf, 2019, In: Wilmott. 101, p. 16-17 2 p.Research output: Contribution to journal › Comment/debate › Communication
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Non-numerical Recipes
Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17Research output: Contribution to journal › Comment/debate › Communication
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Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes
Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2019, In: Journal of Derivatives. 26, 4, p. 128-143Research output: Contribution to journal › Journal article › Research › peer-review
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Option Pricing With Excel
Honore, P. & Poulsen, Rolf, 2002, Programming languages and systems in computational economics and Finance. Boston: Kluwer Law International, Vol. 18. p. 369-402Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
ID: 5165
Most downloads
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466
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Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article › Research › peer-review
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256
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Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
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227
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How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published