David Glavind Skovmand
Associate Professor / Head of Studies
Universitetsparken 5, 2100 København Ø, E/04, Building: 04.3.13
I am a researcher in financial mathematics specializing in models of the term structure of interest rates
I am currently working on the the mathematical modelling aspects of the transition from LIBOR to overnight rates.
Most areas of mathematical finance, computational finance and financial econometrics