Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2023
- Published
When Numbers Lie: a Good Bad Example
Ditlevsen, Susanne & Poulsen, Rolf, Jun 2023, In: Significance. 20, 3, p. 26-29Research output: Contribution to journal › Journal article › Communication
- Published
There is No I in Black- Scholes but There is Me in Merton
Poulsen, Rolf, 2023, In: Wilmott. 126, p. 103-105Research output: Contribution to journal › Comment/debate › Communication
- Published
Things I Learned This Semester Five: Four
Poulsen, Rolf, 2023, In: Wilmott. 127, p. 8-10Research output: Contribution to journal › Comment/debate › Communication
- Published
We Hold These Truths not to be Self-evident, Part 2: Strong and simple
Poulsen, Rolf, 2023, In: Wilmott. 124, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
- Published
We Hold These Truths not to be Self-evident, Part 3: Mission Impossible
Poulsen, Rolf, 2023, In: Wilmott. 125, p. 10-11Research output: Contribution to journal › Comment/debate › Communication
- Published
We Hold These Truths not to be Self-evident. Part 1: Two Wrongs Making a Right
Poulsen, Rolf, 2023, In: Wilmott. 123, p. 10-11Research output: Contribution to journal › Comment/debate › Communication
- 2022
- Published
Delta Force: Option Pricing with Differential Machine Learning
Frandsen, M. G., Pedersen, T. C. & Poulsen, Rolf, 2022, In: Digital Finance. 4, p. 1-15Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Decisions, Decisions, Decisions
Poulsen, Rolf, 2022, In: Wilmott. 117, p. 9-10Research output: Contribution to journal › Comment/debate › Communication
- Published
Descending from the Ivory Tower: My Adventures in Fintech
Poulsen, Rolf, 2022, In: Wilmott. 122, p. 12-14Research output: Contribution to journal › Comment/debate › Communication
- Published
How to Miss a Free Lunch
Poulsen, Rolf, 2022, In: Wilmott. 119, p. 16-18Research output: Contribution to journal › Comment/debate › Communication
- Published
Peter Carr in Memoriam
Poulsen, Rolf, 2022, In: Wilmott. 120, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
- Published
Rank Competence
Poulsen, Rolf, 2022, In: Wilmott. 118, p. 22.23Research output: Contribution to journal › Comment/debate › Communication
- Published
Things I Learned This Semester The Fourth
Poulsen, Rolf, 2022, In: Wilmott. 121, p. 8-10Research output: Contribution to journal › Comment/debate › Communication
- 2021
- Published
Non-numerical Recipes
Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17Research output: Contribution to journal › Comment/debate › Communication
- Published
Poly Parrot
Poulsen, Rolf, Mar 2021, In: Wilmott. 112, p. 16-18Research output: Contribution to journal › Comment/debate › Communication
- Published
Tales of the Expected
Poulsen, Rolf, Jan 2021, In: Wilmott. 111, p. 38-40Research output: Contribution to journal › Comment/debate › Communication
- Published
That is an Oddly Specific Number
Poulsen, Rolf, 2021, In: Wilmott. November 2021, 116, p. 28-29Research output: Contribution to journal › Comment/debate › Communication
- Published
That's an oddly specific number
Poulsen, Rolf, 2021, In: Wilmott. 2021, 116, p. 28-29Research output: Contribution to journal › Comment/debate › Communication
- Published
Things I Learned This Semester, Part Trois
Poulsen, Rolf, Sep 2021, In: Wilmott. 115Research output: Contribution to journal › Comment/debate › Communication
- Published
Tomas Björk in Memoriam
Poulsen, Rolf, Jul 2021, In: Wilmott. 114, p. 16-17Research output: Contribution to journal › Comment/debate › Communication
- 2020
- Published
A Tragedy of Errors: Tales of Innumeracy
Poulsen, Rolf, May 2020, In: Wilmott. 107, p. 9-11Research output: Contribution to journal › Comment/debate › Communication
- Published
All Quiet on the Quant Front?
Poulsen, Rolf, 2020, In: Wilmott. 106, p. 8-9Research output: Contribution to journal › Comment/debate › Communication
- Published
Basket Case
Poulsen, Rolf, 2020, In: Wilmott. 108, p. 22 25 p.Research output: Contribution to journal › Comment/debate › Communication
- Published
Basket Case
Poulsen, Rolf, Jul 2020, In: Wilmott. 108, p. 22-25Research output: Contribution to journal › Comment/debate › Communication
- Published
Elasticity of Variance of Variance
Poulsen, Rolf, 2020, In: Wilmott. 105, p. 30-32Research output: Contribution to journal › Comment/debate › Communication
- Published
MagicaL
Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32Research output: Contribution to journal › Comment/debate › Communication
- Published
Things I Learned This Semester, Part Deux
Poulsen, Rolf, Sep 2020, In: Wilmott. 109, p. 38-41Research output: Contribution to journal › Comment/debate › Communication
- Published
How does the volatility of volatility depend on volatility?
Rømer, Sigurd Emil & Poulsen, Rolf, 2020, In: Risks. 8, 2, p. 1-18 59.Research output: Contribution to journal › Journal article › Research › peer-review
- 2019
- Published
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
- Published
The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach
Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2 Jan 2019, In: Quantitative Finance. 19, 1, p. 1-11Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Collected Brexit Anecdotes
Poulsen, Rolf, 2019, In: Wilmott. 102, p. 8-9 2 p.Research output: Contribution to journal › Comment/debate › Communication
- Published
Cross-currency Betting Arbitrage
Poulsen, Rolf, 2019, In: Wilmott. 100, p. 30-31Research output: Contribution to journal › Comment/debate › Communication
- Published
Kelly Gone Bad
Poulsen, Rolf, 2019, In: Wilmott. 99, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
- Published
Non-normality restored
Poulsen, Rolf, 2019, In: Wilmott. 101, p. 16-17 2 p.Research output: Contribution to journal › Comment/debate › Communication
- Published
Things I Learned This Semester
Poulsen, Rolf, 2019, In: Wilmott. 103, p. 18-19Research output: Contribution to journal › Comment/debate › Communication
- 2018
- Published
Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2018, In: Journal of Financial and Quantitative Analysis. 53, 6, p. 2663-2683Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Binary Backwards
Poulsen, Rolf, 2018, In: Wilmott. 94, p. 20-21Research output: Contribution to journal › Comment/debate › Communication
- Published
Fundamental Views
Poulsen, Rolf, 2018, In: Wilmott. 97, p. 44-45Research output: Contribution to journal › Comment/debate › Communication
- Published
IV Leaks
Poulsen, Rolf, 2018, In: Wilmott. 96, p. 42-45Research output: Contribution to journal › Comment/debate › Communication
- Published
Special FX
Poulsen, Rolf, 2018, In: Wilmott. 95, p. 40-41Research output: Contribution to journal › Journal article › Communication
- Published
This Is Not Sparta: A Joint Effort
Poulsen, Rolf, 2018, In: Wilmott. 98, p. 36-37Research output: Contribution to journal › Comment/debate › Communication
- Published
Volatility is log-normal -- but not for the reason you think
Tegnér, M. & Poulsen, Rolf, Jun 2018, In: Risks. 6, 2, 16 p., 46.Research output: Contribution to journal › Journal article › Research › peer-review
- 2017
- Published
The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments
Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529Research output: Contribution to journal › Journal article › Research › peer-review
- Published
American π: Piece of Cake?
Poulsen, Rolf, 2017, In: Wilmott. 91, p. 12-13Research output: Contribution to journal › Comment/debate › Communication
- Published
The Fed Isn’t Federal – And Other Odd Things in Finance
Poulsen, Rolf, 2017, In: Wilmott. 88, p. 34-45Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Risk-minimisation in electricity markets: Fixed price, unknown consumption
Tegner, M., Ernstsen, R. R., Skajaa, A. & Poulsen, Rolf, Oct 2017, In: Energy Economics. 68, p. 423-439Research output: Contribution to journal › Journal article › Research › peer-review
- 2015
- Published
Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?
Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2015, In: Journal of Futures Markets. 35, 12, p. 1103–1116,Research output: Contribution to journal › Journal article › Research › peer-review
- Published
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
- Published
Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift
Palczewski, J., Poulsen, Rolf, Schenk-Hoppe, K. R. & Wang, H., 2015, In: European Journal of Operational Research. 243, 3, p. 921–931Research output: Contribution to journal › Journal article › Research › peer-review
- 2014
- Published
Can Household Benefit from Stochastic Programming Models? An Empirical Study of Mortgage Refinancing in Demark
Rasmussen, K. M., Madsen, C. A. & Poulsen, Rolf, 2014, In: Computational Management Science. 11, p. 5-23Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
Most downloads
-
466
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 -
256
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
227
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published