Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2018
- 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
- 2017
- 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
- 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
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
- 2015
- 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
- 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
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
- 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
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499
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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
Published -
270
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
237
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published